Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,544.99 |
13,540.84 |
-4.15 |
0.0% |
13,325.81 |
High |
13,586.68 |
13,609.76 |
23.08 |
0.2% |
13,558.48 |
Low |
13,528.98 |
13,505.17 |
-23.81 |
-0.2% |
13,297.04 |
Close |
13,539.95 |
13,525.65 |
-14.30 |
-0.1% |
13,556.53 |
Range |
57.70 |
104.59 |
46.89 |
81.3% |
261.44 |
ATR |
93.35 |
94.15 |
0.80 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,860.63 |
13,797.73 |
13,583.17 |
|
R3 |
13,756.04 |
13,693.14 |
13,554.41 |
|
R2 |
13,651.45 |
13,651.45 |
13,544.82 |
|
R1 |
13,588.55 |
13,588.55 |
13,535.24 |
13,567.71 |
PP |
13,546.86 |
13,546.86 |
13,546.86 |
13,536.44 |
S1 |
13,483.96 |
13,483.96 |
13,516.06 |
13,463.12 |
S2 |
13,442.27 |
13,442.27 |
13,506.48 |
|
S3 |
13,337.68 |
13,379.37 |
13,496.89 |
|
S4 |
13,233.09 |
13,274.78 |
13,468.13 |
|
|
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 |
13,609.76 |
13,447.79 |
161.97 |
1.2% |
74.04 |
0.5% |
48% |
True |
False |
|
10 |
13,609.76 |
13,210.90 |
398.86 |
2.9% |
99.43 |
0.7% |
79% |
True |
False |
|
20 |
13,609.76 |
13,041.30 |
568.46 |
4.2% |
89.38 |
0.7% |
85% |
True |
False |
|
40 |
13,609.76 |
12,242.60 |
1,367.16 |
10.1% |
96.23 |
0.7% |
94% |
True |
False |
|
60 |
13,609.76 |
11,939.61 |
1,670.15 |
12.3% |
108.29 |
0.8% |
95% |
True |
False |
|
80 |
13,609.76 |
11,939.61 |
1,670.15 |
12.3% |
106.98 |
0.8% |
95% |
True |
False |
|
100 |
13,609.76 |
11,939.61 |
1,670.15 |
12.3% |
103.99 |
0.8% |
95% |
True |
False |
|
120 |
13,609.76 |
11,939.61 |
1,670.15 |
12.3% |
101.09 |
0.7% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,054.27 |
2.618 |
13,883.58 |
1.618 |
13,778.99 |
1.000 |
13,714.35 |
0.618 |
13,674.40 |
HIGH |
13,609.76 |
0.618 |
13,569.81 |
0.500 |
13,557.47 |
0.382 |
13,545.12 |
LOW |
13,505.17 |
0.618 |
13,440.53 |
1.000 |
13,400.58 |
1.618 |
13,335.94 |
2.618 |
13,231.35 |
4.250 |
13,060.66 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,557.47 |
13,557.47 |
PP |
13,546.86 |
13,546.86 |
S1 |
13,536.26 |
13,536.26 |
|