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 |
1,513.2 |
1,513.9 |
0.7 |
0.0% |
1,501.1 |
High |
1,516.4 |
1,514.1 |
-2.3 |
-0.2% |
1,517.0 |
Low |
1,512.2 |
1,505.8 |
-6.4 |
-0.4% |
1,482.2 |
Close |
1,514.3 |
1,512.2 |
-2.1 |
-0.1% |
1,514.2 |
Range |
4.2 |
8.3 |
4.1 |
97.6% |
34.8 |
ATR |
11.5 |
11.3 |
-0.2 |
-1.9% |
0.0 |
Volume |
29,226 |
22,309 |
-6,917 |
-23.7% |
165,310 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.6 |
1,532.2 |
1,516.8 |
|
R3 |
1,527.3 |
1,523.9 |
1,514.5 |
|
R2 |
1,519.0 |
1,519.0 |
1,513.7 |
|
R1 |
1,515.6 |
1,515.6 |
1,513.0 |
1,513.2 |
PP |
1,510.7 |
1,510.7 |
1,510.7 |
1,509.5 |
S1 |
1,507.3 |
1,507.3 |
1,511.4 |
1,504.9 |
S2 |
1,502.4 |
1,502.4 |
1,510.7 |
|
S3 |
1,494.1 |
1,499.0 |
1,509.9 |
|
S4 |
1,485.8 |
1,490.7 |
1,507.6 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.9 |
1,596.3 |
1,533.3 |
|
R3 |
1,574.1 |
1,561.5 |
1,523.8 |
|
R2 |
1,539.3 |
1,539.3 |
1,520.6 |
|
R1 |
1,526.7 |
1,526.7 |
1,517.4 |
1,533.0 |
PP |
1,504.5 |
1,504.5 |
1,504.5 |
1,507.6 |
S1 |
1,491.9 |
1,491.9 |
1,511.0 |
1,498.2 |
S2 |
1,469.7 |
1,469.7 |
1,507.8 |
|
S3 |
1,434.9 |
1,457.1 |
1,504.6 |
|
S4 |
1,400.1 |
1,422.3 |
1,495.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.0 |
1,492.1 |
24.9 |
1.6% |
9.0 |
0.6% |
81% |
False |
False |
30,809 |
10 |
1,517.0 |
1,482.2 |
34.8 |
2.3% |
10.6 |
0.7% |
86% |
False |
False |
31,457 |
20 |
1,517.0 |
1,442.3 |
74.7 |
4.9% |
11.4 |
0.8% |
94% |
False |
False |
31,406 |
40 |
1,517.0 |
1,375.9 |
141.1 |
9.3% |
12.4 |
0.8% |
97% |
False |
False |
37,790 |
60 |
1,517.0 |
1,375.9 |
141.1 |
9.3% |
13.3 |
0.9% |
97% |
False |
False |
35,914 |
80 |
1,517.0 |
1,375.9 |
141.1 |
9.3% |
11.7 |
0.8% |
97% |
False |
False |
27,471 |
100 |
1,517.0 |
1,375.9 |
141.1 |
9.3% |
11.1 |
0.7% |
97% |
False |
False |
22,183 |
120 |
1,517.0 |
1,375.9 |
141.1 |
9.3% |
9.3 |
0.6% |
97% |
False |
False |
18,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.4 |
2.618 |
1,535.8 |
1.618 |
1,527.5 |
1.000 |
1,522.4 |
0.618 |
1,519.2 |
HIGH |
1,514.1 |
0.618 |
1,510.9 |
0.500 |
1,510.0 |
0.382 |
1,509.0 |
LOW |
1,505.8 |
0.618 |
1,500.7 |
1.000 |
1,497.5 |
1.618 |
1,492.4 |
2.618 |
1,484.1 |
4.250 |
1,470.5 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,511.5 |
1,511.9 |
PP |
1,510.7 |
1,511.7 |
S1 |
1,510.0 |
1,511.4 |
|