Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,540.84 |
13,522.60 |
-18.24 |
-0.1% |
13,325.81 |
High |
13,609.76 |
13,624.55 |
14.79 |
0.1% |
13,558.48 |
Low |
13,505.17 |
13,423.90 |
-81.27 |
-0.6% |
13,297.04 |
Close |
13,525.65 |
13,441.13 |
-84.52 |
-0.6% |
13,556.53 |
Range |
104.59 |
200.65 |
96.06 |
91.8% |
261.44 |
ATR |
94.15 |
101.76 |
7.61 |
8.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,098.48 |
13,970.45 |
13,551.49 |
|
R3 |
13,897.83 |
13,769.80 |
13,496.31 |
|
R2 |
13,697.18 |
13,697.18 |
13,477.92 |
|
R1 |
13,569.15 |
13,569.15 |
13,459.52 |
13,532.84 |
PP |
13,496.53 |
13,496.53 |
13,496.53 |
13,478.37 |
S1 |
13,368.50 |
13,368.50 |
13,422.74 |
13,332.19 |
S2 |
13,295.88 |
13,295.88 |
13,404.34 |
|
S3 |
13,095.23 |
13,167.85 |
13,385.95 |
|
S4 |
12,894.58 |
12,967.20 |
13,330.77 |
|
|
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 |
13,624.55 |
13,423.90 |
200.65 |
1.5% |
100.38 |
0.7% |
9% |
True |
True |
|
10 |
13,624.55 |
13,212.04 |
412.51 |
3.1% |
104.67 |
0.8% |
56% |
True |
False |
|
20 |
13,624.55 |
13,041.30 |
583.25 |
4.3% |
96.18 |
0.7% |
69% |
True |
False |
|
40 |
13,624.55 |
12,242.60 |
1,381.95 |
10.3% |
97.77 |
0.7% |
87% |
True |
False |
|
60 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
108.84 |
0.8% |
89% |
True |
False |
|
80 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
108.50 |
0.8% |
89% |
True |
False |
|
100 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
105.47 |
0.8% |
89% |
True |
False |
|
120 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
101.88 |
0.8% |
89% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,477.31 |
2.618 |
14,149.85 |
1.618 |
13,949.20 |
1.000 |
13,825.20 |
0.618 |
13,748.55 |
HIGH |
13,624.55 |
0.618 |
13,547.90 |
0.500 |
13,524.23 |
0.382 |
13,500.55 |
LOW |
13,423.90 |
0.618 |
13,299.90 |
1.000 |
13,223.25 |
1.618 |
13,099.25 |
2.618 |
12,898.60 |
4.250 |
12,571.14 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,524.23 |
13,524.23 |
PP |
13,496.53 |
13,496.53 |
S1 |
13,468.83 |
13,468.83 |
|