Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,511.75 |
1,515.50 |
3.75 |
0.2% |
1,501.00 |
High |
1,519.00 |
1,515.75 |
-3.25 |
-0.2% |
1,517.00 |
Low |
1,507.75 |
1,496.00 |
-11.75 |
-0.8% |
1,482.25 |
Close |
1,515.50 |
1,499.25 |
-16.25 |
-1.1% |
1,514.25 |
Range |
11.25 |
19.75 |
8.50 |
75.6% |
34.75 |
ATR |
11.52 |
12.10 |
0.59 |
5.1% |
0.00 |
Volume |
880,954 |
1,119,541 |
238,587 |
27.1% |
5,360,539 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.00 |
1,550.75 |
1,510.00 |
|
R3 |
1,543.25 |
1,531.00 |
1,504.75 |
|
R2 |
1,523.50 |
1,523.50 |
1,502.75 |
|
R1 |
1,511.25 |
1,511.25 |
1,501.00 |
1,507.50 |
PP |
1,503.75 |
1,503.75 |
1,503.75 |
1,501.75 |
S1 |
1,491.50 |
1,491.50 |
1,497.50 |
1,487.75 |
S2 |
1,484.00 |
1,484.00 |
1,495.75 |
|
S3 |
1,464.25 |
1,471.75 |
1,493.75 |
|
S4 |
1,444.50 |
1,452.00 |
1,488.50 |
|
|
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 |
1,496.00 |
23.00 |
1.5% |
10.75 |
0.7% |
14% |
False |
True |
923,757 |
10 |
1,519.00 |
1,482.25 |
36.75 |
2.5% |
11.50 |
0.8% |
46% |
False |
False |
998,635 |
20 |
1,519.00 |
1,452.25 |
66.75 |
4.5% |
11.75 |
0.8% |
70% |
False |
False |
1,093,911 |
40 |
1,519.00 |
1,394.75 |
124.25 |
8.3% |
12.50 |
0.8% |
84% |
False |
False |
1,058,989 |
60 |
1,519.00 |
1,375.25 |
143.75 |
9.6% |
14.75 |
1.0% |
86% |
False |
False |
869,048 |
80 |
1,519.00 |
1,375.25 |
143.75 |
9.6% |
13.75 |
0.9% |
86% |
False |
False |
652,370 |
100 |
1,519.00 |
1,375.25 |
143.75 |
9.6% |
13.25 |
0.9% |
86% |
False |
False |
522,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.75 |
2.618 |
1,567.50 |
1.618 |
1,547.75 |
1.000 |
1,535.50 |
0.618 |
1,528.00 |
HIGH |
1,515.75 |
0.618 |
1,508.25 |
0.500 |
1,506.00 |
0.382 |
1,503.50 |
LOW |
1,496.00 |
0.618 |
1,483.75 |
1.000 |
1,476.25 |
1.618 |
1,464.00 |
2.618 |
1,444.25 |
4.250 |
1,412.00 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,506.00 |
1,507.50 |
PP |
1,503.75 |
1,504.75 |
S1 |
1,501.50 |
1,502.00 |
|