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 |
1,905.75 |
1,912.50 |
6.75 |
0.4% |
1,905.50 |
High |
1,918.75 |
1,912.50 |
-6.25 |
-0.3% |
1,922.50 |
Low |
1,897.00 |
1,882.00 |
-15.00 |
-0.8% |
1,868.00 |
Close |
1,912.25 |
1,886.50 |
-25.75 |
-1.3% |
1,908.50 |
Range |
21.75 |
30.50 |
8.75 |
40.2% |
54.50 |
ATR |
20.06 |
20.80 |
0.75 |
3.7% |
0.00 |
Volume |
290,241 |
285,425 |
-4,816 |
-1.7% |
1,292,442 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.25 |
1,966.25 |
1,903.25 |
|
R3 |
1,954.75 |
1,935.75 |
1,895.00 |
|
R2 |
1,924.25 |
1,924.25 |
1,892.00 |
|
R1 |
1,905.25 |
1,905.25 |
1,889.25 |
1,899.50 |
PP |
1,893.75 |
1,893.75 |
1,893.75 |
1,890.75 |
S1 |
1,874.75 |
1,874.75 |
1,883.75 |
1,869.00 |
S2 |
1,863.25 |
1,863.25 |
1,881.00 |
|
S3 |
1,832.75 |
1,844.25 |
1,878.00 |
|
S4 |
1,802.25 |
1,813.75 |
1,869.75 |
|
|
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 |
1,882.00 |
40.50 |
2.1% |
21.25 |
1.1% |
11% |
False |
True |
239,925 |
10 |
1,922.50 |
1,868.00 |
54.50 |
2.9% |
20.25 |
1.1% |
34% |
False |
False |
253,357 |
20 |
1,922.50 |
1,815.50 |
107.00 |
5.7% |
19.50 |
1.0% |
66% |
False |
False |
262,665 |
40 |
1,922.50 |
1,753.25 |
169.25 |
9.0% |
20.50 |
1.1% |
79% |
False |
False |
252,176 |
60 |
1,922.50 |
1,707.00 |
215.50 |
11.4% |
24.50 |
1.3% |
83% |
False |
False |
202,102 |
80 |
1,922.50 |
1,707.00 |
215.50 |
11.4% |
24.00 |
1.3% |
83% |
False |
False |
151,606 |
100 |
1,922.50 |
1,707.00 |
215.50 |
11.4% |
24.25 |
1.3% |
83% |
False |
False |
121,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.00 |
2.618 |
1,992.25 |
1.618 |
1,961.75 |
1.000 |
1,943.00 |
0.618 |
1,931.25 |
HIGH |
1,912.50 |
0.618 |
1,900.75 |
0.500 |
1,897.25 |
0.382 |
1,893.75 |
LOW |
1,882.00 |
0.618 |
1,863.25 |
1.000 |
1,851.50 |
1.618 |
1,832.75 |
2.618 |
1,802.25 |
4.250 |
1,752.50 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,897.25 |
1,900.50 |
PP |
1,893.75 |
1,895.75 |
S1 |
1,890.00 |
1,891.00 |
|