Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,476.40 |
13,556.53 |
80.13 |
0.6% |
13,325.81 |
High |
13,558.48 |
13,586.03 |
27.55 |
0.2% |
13,558.48 |
Low |
13,476.40 |
13,529.14 |
52.74 |
0.4% |
13,297.04 |
Close |
13,556.53 |
13,542.88 |
-13.65 |
-0.1% |
13,556.53 |
Range |
82.08 |
56.89 |
-25.19 |
-30.7% |
261.44 |
ATR |
99.11 |
96.09 |
-3.02 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,723.35 |
13,690.01 |
13,574.17 |
|
R3 |
13,666.46 |
13,633.12 |
13,558.52 |
|
R2 |
13,609.57 |
13,609.57 |
13,553.31 |
|
R1 |
13,576.23 |
13,576.23 |
13,548.09 |
13,564.46 |
PP |
13,552.68 |
13,552.68 |
13,552.68 |
13,546.80 |
S1 |
13,519.34 |
13,519.34 |
13,537.67 |
13,507.57 |
S2 |
13,495.79 |
13,495.79 |
13,532.45 |
|
S3 |
13,438.90 |
13,462.45 |
13,527.24 |
|
S4 |
13,382.01 |
13,405.56 |
13,511.59 |
|
|
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 |
13,586.03 |
13,339.47 |
246.56 |
1.8% |
95.13 |
0.7% |
82% |
True |
False |
|
10 |
13,586.03 |
13,210.90 |
375.13 |
2.8% |
99.98 |
0.7% |
88% |
True |
False |
|
20 |
13,586.03 |
12,901.68 |
684.35 |
5.1% |
93.48 |
0.7% |
94% |
True |
False |
|
40 |
13,586.03 |
12,242.60 |
1,343.43 |
9.9% |
97.45 |
0.7% |
97% |
True |
False |
|
60 |
13,586.03 |
11,939.61 |
1,646.42 |
12.2% |
116.12 |
0.9% |
97% |
True |
False |
|
80 |
13,586.03 |
11,939.61 |
1,646.42 |
12.2% |
107.07 |
0.8% |
97% |
True |
False |
|
100 |
13,586.03 |
11,939.61 |
1,646.42 |
12.2% |
104.29 |
0.8% |
97% |
True |
False |
|
120 |
13,586.03 |
11,939.61 |
1,646.42 |
12.2% |
101.79 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,827.81 |
2.618 |
13,734.97 |
1.618 |
13,678.08 |
1.000 |
13,642.92 |
0.618 |
13,621.19 |
HIGH |
13,586.03 |
0.618 |
13,564.30 |
0.500 |
13,557.59 |
0.382 |
13,550.87 |
LOW |
13,529.14 |
0.618 |
13,493.98 |
1.000 |
13,472.25 |
1.618 |
13,437.09 |
2.618 |
13,380.20 |
4.250 |
13,287.36 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,557.59 |
13,534.22 |
PP |
13,552.68 |
13,525.57 |
S1 |
13,547.78 |
13,516.91 |
|