Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,907.25 |
1,906.75 |
-0.50 |
0.0% |
1,905.50 |
High |
1,912.50 |
1,911.75 |
-0.75 |
0.0% |
1,922.50 |
Low |
1,903.25 |
1,892.00 |
-11.25 |
-0.6% |
1,868.00 |
Close |
1,906.75 |
1,905.50 |
-1.25 |
-0.1% |
1,908.50 |
Range |
9.25 |
19.75 |
10.50 |
113.5% |
54.50 |
ATR |
19.94 |
19.93 |
-0.01 |
-0.1% |
0.00 |
Volume |
259,260 |
143,757 |
-115,503 |
-44.6% |
1,292,442 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.25 |
1,953.75 |
1,916.25 |
|
R3 |
1,942.50 |
1,934.00 |
1,911.00 |
|
R2 |
1,922.75 |
1,922.75 |
1,909.00 |
|
R1 |
1,914.25 |
1,914.25 |
1,907.25 |
1,908.50 |
PP |
1,903.00 |
1,903.00 |
1,903.00 |
1,900.25 |
S1 |
1,894.50 |
1,894.50 |
1,903.75 |
1,889.00 |
S2 |
1,883.25 |
1,883.25 |
1,902.00 |
|
S3 |
1,863.50 |
1,874.75 |
1,900.00 |
|
S4 |
1,843.75 |
1,855.00 |
1,894.75 |
|
|
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 |
1,883.50 |
39.00 |
2.0% |
17.75 |
0.9% |
56% |
False |
False |
240,338 |
10 |
1,922.50 |
1,868.00 |
54.50 |
2.9% |
19.25 |
1.0% |
69% |
False |
False |
260,676 |
20 |
1,922.50 |
1,802.25 |
120.25 |
6.3% |
19.50 |
1.0% |
86% |
False |
False |
259,804 |
40 |
1,922.50 |
1,731.50 |
191.00 |
10.0% |
20.75 |
1.1% |
91% |
False |
False |
265,866 |
60 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.25 |
1.3% |
92% |
False |
False |
192,511 |
80 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.00 |
1.3% |
92% |
False |
False |
144,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.75 |
2.618 |
1,963.50 |
1.618 |
1,943.75 |
1.000 |
1,931.50 |
0.618 |
1,924.00 |
HIGH |
1,911.75 |
0.618 |
1,904.25 |
0.500 |
1,902.00 |
0.382 |
1,899.50 |
LOW |
1,892.00 |
0.618 |
1,879.75 |
1.000 |
1,872.25 |
1.618 |
1,860.00 |
2.618 |
1,840.25 |
4.250 |
1,808.00 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,904.25 |
1,907.25 |
PP |
1,903.00 |
1,906.75 |
S1 |
1,902.00 |
1,906.00 |
|