Trading Metrics calculated at close of trading on 07-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,906.00 |
1,907.25 |
1.25 |
0.1% |
1,905.50 |
High |
1,922.50 |
1,912.50 |
-10.00 |
-0.5% |
1,922.50 |
Low |
1,897.75 |
1,903.25 |
5.50 |
0.3% |
1,868.00 |
Close |
1,908.50 |
1,906.75 |
-1.75 |
-0.1% |
1,908.50 |
Range |
24.75 |
9.25 |
-15.50 |
-62.6% |
54.50 |
ATR |
20.76 |
19.94 |
-0.82 |
-4.0% |
0.00 |
Volume |
220,946 |
259,260 |
38,314 |
17.3% |
1,292,442 |
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.25 |
1,930.25 |
1,911.75 |
|
R3 |
1,926.00 |
1,921.00 |
1,909.25 |
|
R2 |
1,916.75 |
1,916.75 |
1,908.50 |
|
R1 |
1,911.75 |
1,911.75 |
1,907.50 |
1,909.50 |
PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,906.50 |
S1 |
1,902.50 |
1,902.50 |
1,906.00 |
1,900.50 |
S2 |
1,898.25 |
1,898.25 |
1,905.00 |
|
S3 |
1,889.00 |
1,893.25 |
1,904.25 |
|
S4 |
1,879.75 |
1,884.00 |
1,901.75 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.25 |
2,040.25 |
1,938.50 |
|
R3 |
2,008.75 |
1,985.75 |
1,923.50 |
|
R2 |
1,954.25 |
1,954.25 |
1,918.50 |
|
R1 |
1,931.25 |
1,931.25 |
1,913.50 |
1,942.75 |
PP |
1,899.75 |
1,899.75 |
1,899.75 |
1,905.50 |
S1 |
1,876.75 |
1,876.75 |
1,903.50 |
1,888.25 |
S2 |
1,845.25 |
1,845.25 |
1,898.50 |
|
S3 |
1,790.75 |
1,822.25 |
1,893.50 |
|
S4 |
1,736.25 |
1,767.75 |
1,878.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,922.50 |
1,868.00 |
54.50 |
2.9% |
17.75 |
0.9% |
71% |
False |
False |
263,528 |
10 |
1,922.50 |
1,855.75 |
66.75 |
3.5% |
19.50 |
1.0% |
76% |
False |
False |
266,434 |
20 |
1,922.50 |
1,802.25 |
120.25 |
6.3% |
19.25 |
1.0% |
87% |
False |
False |
261,146 |
40 |
1,922.50 |
1,731.50 |
191.00 |
10.0% |
21.25 |
1.1% |
92% |
False |
False |
268,888 |
60 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.25 |
1.3% |
93% |
False |
False |
190,116 |
80 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.00 |
1.3% |
93% |
False |
False |
142,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.75 |
2.618 |
1,936.75 |
1.618 |
1,927.50 |
1.000 |
1,921.75 |
0.618 |
1,918.25 |
HIGH |
1,912.50 |
0.618 |
1,909.00 |
0.500 |
1,908.00 |
0.382 |
1,906.75 |
LOW |
1,903.25 |
0.618 |
1,897.50 |
1.000 |
1,894.00 |
1.618 |
1,888.25 |
2.618 |
1,879.00 |
4.250 |
1,864.00 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,908.00 |
1,909.75 |
PP |
1,907.50 |
1,908.75 |
S1 |
1,907.00 |
1,907.75 |
|