Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,556.53 |
13,544.99 |
-11.54 |
-0.1% |
13,325.81 |
High |
13,586.03 |
13,586.68 |
0.65 |
0.0% |
13,558.48 |
Low |
13,529.14 |
13,528.98 |
-0.16 |
0.0% |
13,297.04 |
Close |
13,542.88 |
13,539.95 |
-2.93 |
0.0% |
13,556.53 |
Range |
56.89 |
57.70 |
0.81 |
1.4% |
261.44 |
ATR |
96.09 |
93.35 |
-2.74 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,724.97 |
13,690.16 |
13,571.69 |
|
R3 |
13,667.27 |
13,632.46 |
13,555.82 |
|
R2 |
13,609.57 |
13,609.57 |
13,550.53 |
|
R1 |
13,574.76 |
13,574.76 |
13,545.24 |
13,563.32 |
PP |
13,551.87 |
13,551.87 |
13,551.87 |
13,546.15 |
S1 |
13,517.06 |
13,517.06 |
13,534.66 |
13,505.62 |
S2 |
13,494.17 |
13,494.17 |
13,529.37 |
|
S3 |
13,436.47 |
13,459.36 |
13,524.08 |
|
S4 |
13,378.77 |
13,401.66 |
13,508.22 |
|
|
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 |
13,586.68 |
13,363.93 |
222.75 |
1.6% |
78.25 |
0.6% |
79% |
True |
False |
|
10 |
13,586.68 |
13,210.90 |
375.78 |
2.8% |
98.07 |
0.7% |
88% |
True |
False |
|
20 |
13,586.68 |
12,951.42 |
635.26 |
4.7% |
91.95 |
0.7% |
93% |
True |
False |
|
40 |
13,586.68 |
12,242.60 |
1,344.08 |
9.9% |
95.91 |
0.7% |
97% |
True |
False |
|
60 |
13,586.68 |
11,939.61 |
1,647.07 |
12.2% |
115.60 |
0.9% |
97% |
True |
False |
|
80 |
13,586.68 |
11,939.61 |
1,647.07 |
12.2% |
106.44 |
0.8% |
97% |
True |
False |
|
100 |
13,586.68 |
11,939.61 |
1,647.07 |
12.2% |
104.05 |
0.8% |
97% |
True |
False |
|
120 |
13,586.68 |
11,939.61 |
1,647.07 |
12.2% |
100.86 |
0.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,831.91 |
2.618 |
13,737.74 |
1.618 |
13,680.04 |
1.000 |
13,644.38 |
0.618 |
13,622.34 |
HIGH |
13,586.68 |
0.618 |
13,564.64 |
0.500 |
13,557.83 |
0.382 |
13,551.02 |
LOW |
13,528.98 |
0.618 |
13,493.32 |
1.000 |
13,471.28 |
1.618 |
13,435.62 |
2.618 |
13,377.92 |
4.250 |
13,283.76 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,557.83 |
13,537.15 |
PP |
13,551.87 |
13,534.34 |
S1 |
13,545.91 |
13,531.54 |
|