Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,486.96 |
13,476.40 |
-10.56 |
-0.1% |
13,325.81 |
High |
13,516.71 |
13,558.48 |
41.77 |
0.3% |
13,558.48 |
Low |
13,447.79 |
13,476.40 |
28.61 |
0.2% |
13,297.04 |
Close |
13,476.72 |
13,556.53 |
79.81 |
0.6% |
13,556.53 |
Range |
68.92 |
82.08 |
13.16 |
19.1% |
261.44 |
ATR |
100.42 |
99.11 |
-1.31 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,776.71 |
13,748.70 |
13,601.67 |
|
R3 |
13,694.63 |
13,666.62 |
13,579.10 |
|
R2 |
13,612.55 |
13,612.55 |
13,571.58 |
|
R1 |
13,584.54 |
13,584.54 |
13,564.05 |
13,598.55 |
PP |
13,530.47 |
13,530.47 |
13,530.47 |
13,537.47 |
S1 |
13,502.46 |
13,502.46 |
13,549.01 |
13,516.47 |
S2 |
13,448.39 |
13,448.39 |
13,541.48 |
|
S3 |
13,366.31 |
13,420.38 |
13,533.96 |
|
S4 |
13,284.23 |
13,338.30 |
13,511.39 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,255.00 |
14,167.21 |
13,700.32 |
|
R3 |
13,993.56 |
13,905.77 |
13,628.43 |
|
R2 |
13,732.12 |
13,732.12 |
13,604.46 |
|
R1 |
13,644.33 |
13,644.33 |
13,580.50 |
13,688.23 |
PP |
13,470.68 |
13,470.68 |
13,470.68 |
13,492.63 |
S1 |
13,382.89 |
13,382.89 |
13,532.56 |
13,426.79 |
S2 |
13,209.24 |
13,209.24 |
13,508.60 |
|
S3 |
12,947.80 |
13,121.45 |
13,484.63 |
|
S4 |
12,686.36 |
12,860.01 |
13,412.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,558.48 |
13,297.04 |
261.44 |
1.9% |
101.10 |
0.7% |
99% |
True |
False |
|
10 |
13,558.48 |
13,210.90 |
347.58 |
2.6% |
99.98 |
0.7% |
99% |
True |
False |
|
20 |
13,558.48 |
12,901.68 |
656.80 |
4.8% |
94.00 |
0.7% |
100% |
True |
False |
|
40 |
13,558.48 |
12,242.60 |
1,315.88 |
9.7% |
97.59 |
0.7% |
100% |
True |
False |
|
60 |
13,558.48 |
11,939.61 |
1,618.87 |
11.9% |
116.07 |
0.9% |
100% |
True |
False |
|
80 |
13,558.48 |
11,939.61 |
1,618.87 |
11.9% |
108.05 |
0.8% |
100% |
True |
False |
|
100 |
13,558.48 |
11,939.61 |
1,618.87 |
11.9% |
104.50 |
0.8% |
100% |
True |
False |
|
120 |
13,558.48 |
11,939.61 |
1,618.87 |
11.9% |
101.85 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,907.32 |
2.618 |
13,773.37 |
1.618 |
13,691.29 |
1.000 |
13,640.56 |
0.618 |
13,609.21 |
HIGH |
13,558.48 |
0.618 |
13,527.13 |
0.500 |
13,517.44 |
0.382 |
13,507.75 |
LOW |
13,476.40 |
0.618 |
13,425.67 |
1.000 |
13,394.32 |
1.618 |
13,343.59 |
2.618 |
13,261.51 |
4.250 |
13,127.56 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,543.50 |
13,524.76 |
PP |
13,530.47 |
13,492.98 |
S1 |
13,517.44 |
13,461.21 |
|