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 |
13,335 |
13,341 |
6 |
0.0% |
13,170 |
High |
13,356 |
13,407 |
51 |
0.4% |
13,350 |
Low |
13,270 |
13,318 |
48 |
0.4% |
13,078 |
Close |
13,346 |
13,384 |
38 |
0.3% |
13,319 |
Range |
86 |
89 |
3 |
3.5% |
272 |
ATR |
98 |
97 |
-1 |
-0.6% |
0 |
Volume |
69,162 |
102,340 |
33,178 |
48.0% |
618,826 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,637 |
13,599 |
13,433 |
|
R3 |
13,548 |
13,510 |
13,409 |
|
R2 |
13,459 |
13,459 |
13,400 |
|
R1 |
13,421 |
13,421 |
13,392 |
13,440 |
PP |
13,370 |
13,370 |
13,370 |
13,379 |
S1 |
13,332 |
13,332 |
13,376 |
13,351 |
S2 |
13,281 |
13,281 |
13,368 |
|
S3 |
13,192 |
13,243 |
13,360 |
|
S4 |
13,103 |
13,154 |
13,335 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,065 |
13,964 |
13,469 |
|
R3 |
13,793 |
13,692 |
13,394 |
|
R2 |
13,521 |
13,521 |
13,369 |
|
R1 |
13,420 |
13,420 |
13,344 |
13,471 |
PP |
13,249 |
13,249 |
13,249 |
13,274 |
S1 |
13,148 |
13,148 |
13,294 |
13,199 |
S2 |
12,977 |
12,977 |
13,269 |
|
S3 |
12,705 |
12,876 |
13,244 |
|
S4 |
12,433 |
12,604 |
13,170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,407 |
13,230 |
177 |
1.3% |
74 |
0.6% |
87% |
True |
False |
104,804 |
10 |
13,407 |
13,078 |
329 |
2.5% |
82 |
0.6% |
93% |
True |
False |
117,120 |
20 |
13,407 |
12,487 |
920 |
6.9% |
99 |
0.7% |
98% |
True |
False |
119,425 |
40 |
13,407 |
12,176 |
1,231 |
9.2% |
102 |
0.8% |
98% |
True |
False |
120,271 |
60 |
13,407 |
12,035 |
1,372 |
10.3% |
119 |
0.9% |
98% |
True |
False |
89,585 |
80 |
13,407 |
12,035 |
1,372 |
10.3% |
105 |
0.8% |
98% |
True |
False |
67,198 |
100 |
13,407 |
12,035 |
1,372 |
10.3% |
91 |
0.7% |
98% |
True |
False |
53,759 |
120 |
13,407 |
12,035 |
1,372 |
10.3% |
78 |
0.6% |
98% |
True |
False |
44,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,785 |
2.618 |
13,640 |
1.618 |
13,551 |
1.000 |
13,496 |
0.618 |
13,462 |
HIGH |
13,407 |
0.618 |
13,373 |
0.500 |
13,363 |
0.382 |
13,352 |
LOW |
13,318 |
0.618 |
13,263 |
1.000 |
13,229 |
1.618 |
13,174 |
2.618 |
13,085 |
4.250 |
12,940 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,377 |
13,369 |
PP |
13,370 |
13,354 |
S1 |
13,363 |
13,339 |
|