Trading Metrics calculated at close of trading on 09-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,514.00 |
1,511.75 |
-2.25 |
-0.1% |
1,501.00 |
High |
1,514.00 |
1,519.00 |
5.00 |
0.3% |
1,517.00 |
Low |
1,505.75 |
1,507.75 |
2.00 |
0.1% |
1,482.25 |
Close |
1,512.25 |
1,515.50 |
3.25 |
0.2% |
1,514.25 |
Range |
8.25 |
11.25 |
3.00 |
36.4% |
34.75 |
ATR |
11.54 |
11.52 |
-0.02 |
-0.2% |
0.00 |
Volume |
522,513 |
880,954 |
358,441 |
68.6% |
5,360,539 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.75 |
1,543.00 |
1,521.75 |
|
R3 |
1,536.50 |
1,531.75 |
1,518.50 |
|
R2 |
1,525.25 |
1,525.25 |
1,517.50 |
|
R1 |
1,520.50 |
1,520.50 |
1,516.50 |
1,523.00 |
PP |
1,514.00 |
1,514.00 |
1,514.00 |
1,515.25 |
S1 |
1,509.25 |
1,509.25 |
1,514.50 |
1,511.50 |
S2 |
1,502.75 |
1,502.75 |
1,513.50 |
|
S3 |
1,491.50 |
1,498.00 |
1,512.50 |
|
S4 |
1,480.25 |
1,486.75 |
1,509.25 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.75 |
1,596.25 |
1,533.25 |
|
R3 |
1,574.00 |
1,561.50 |
1,523.75 |
|
R2 |
1,539.25 |
1,539.25 |
1,520.50 |
|
R1 |
1,526.75 |
1,526.75 |
1,517.50 |
1,533.00 |
PP |
1,504.50 |
1,504.50 |
1,504.50 |
1,507.50 |
S1 |
1,492.00 |
1,492.00 |
1,511.00 |
1,498.25 |
S2 |
1,469.75 |
1,469.75 |
1,508.00 |
|
S3 |
1,435.00 |
1,457.25 |
1,504.75 |
|
S4 |
1,400.25 |
1,422.50 |
1,495.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,519.00 |
1,498.75 |
20.25 |
1.3% |
9.00 |
0.6% |
83% |
True |
False |
896,803 |
10 |
1,519.00 |
1,482.25 |
36.75 |
2.4% |
10.25 |
0.7% |
90% |
True |
False |
1,008,775 |
20 |
1,519.00 |
1,442.25 |
76.75 |
5.1% |
11.50 |
0.8% |
95% |
True |
False |
1,095,754 |
40 |
1,519.00 |
1,394.75 |
124.25 |
8.2% |
12.25 |
0.8% |
97% |
True |
False |
1,104,712 |
60 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
14.50 |
1.0% |
98% |
True |
False |
850,427 |
80 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.50 |
0.9% |
98% |
True |
False |
638,409 |
100 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.00 |
0.9% |
98% |
True |
False |
510,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.75 |
2.618 |
1,548.50 |
1.618 |
1,537.25 |
1.000 |
1,530.25 |
0.618 |
1,526.00 |
HIGH |
1,519.00 |
0.618 |
1,514.75 |
0.500 |
1,513.50 |
0.382 |
1,512.00 |
LOW |
1,507.75 |
0.618 |
1,500.75 |
1.000 |
1,496.50 |
1.618 |
1,489.50 |
2.618 |
1,478.25 |
4.250 |
1,460.00 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,514.75 |
1,514.50 |
PP |
1,514.00 |
1,513.50 |
S1 |
1,513.50 |
1,512.50 |
|