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 |
7,515.5 |
7,574.0 |
58.5 |
0.8% |
7,421.5 |
High |
7,559.5 |
7,578.0 |
18.5 |
0.2% |
7,559.5 |
Low |
7,497.5 |
7,538.5 |
41.0 |
0.5% |
7,396.0 |
Close |
7,544.5 |
7,556.5 |
12.0 |
0.2% |
7,544.5 |
Range |
62.0 |
39.5 |
-22.5 |
-36.3% |
163.5 |
ATR |
85.9 |
82.6 |
-3.3 |
-3.9% |
0.0 |
Volume |
157,872 |
85,359 |
-72,513 |
-45.9% |
646,806 |
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,676.2 |
7,655.8 |
7,578.2 |
|
R3 |
7,636.7 |
7,616.3 |
7,567.4 |
|
R2 |
7,597.2 |
7,597.2 |
7,563.7 |
|
R1 |
7,576.8 |
7,576.8 |
7,560.1 |
7,567.3 |
PP |
7,557.7 |
7,557.7 |
7,557.7 |
7,552.9 |
S1 |
7,537.3 |
7,537.3 |
7,552.9 |
7,527.8 |
S2 |
7,518.2 |
7,518.2 |
7,549.3 |
|
S3 |
7,478.7 |
7,497.8 |
7,545.6 |
|
S4 |
7,439.2 |
7,458.3 |
7,534.8 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,990.5 |
7,931.0 |
7,634.4 |
|
R3 |
7,827.0 |
7,767.5 |
7,589.5 |
|
R2 |
7,663.5 |
7,663.5 |
7,574.5 |
|
R1 |
7,604.0 |
7,604.0 |
7,559.5 |
7,633.8 |
PP |
7,500.0 |
7,500.0 |
7,500.0 |
7,514.9 |
S1 |
7,440.5 |
7,440.5 |
7,529.5 |
7,470.3 |
S2 |
7,336.5 |
7,336.5 |
7,514.5 |
|
S3 |
7,173.0 |
7,277.0 |
7,499.5 |
|
S4 |
7,009.5 |
7,113.5 |
7,454.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,578.0 |
7,396.0 |
182.0 |
2.4% |
61.9 |
0.8% |
88% |
True |
False |
118,218 |
10 |
7,578.0 |
7,307.0 |
271.0 |
3.6% |
69.9 |
0.9% |
92% |
True |
False |
128,063 |
20 |
7,578.0 |
7,133.0 |
445.0 |
5.9% |
79.4 |
1.1% |
95% |
True |
False |
160,836 |
40 |
7,578.0 |
6,483.0 |
1,095.0 |
14.5% |
82.7 |
1.1% |
98% |
True |
False |
158,598 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.5% |
84.6 |
1.1% |
98% |
True |
False |
106,560 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.5% |
78.9 |
1.0% |
98% |
True |
False |
80,102 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.5% |
75.5 |
1.0% |
98% |
True |
False |
64,607 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.5% |
74.6 |
1.0% |
98% |
True |
False |
54,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,745.9 |
2.618 |
7,681.4 |
1.618 |
7,641.9 |
1.000 |
7,617.5 |
0.618 |
7,602.4 |
HIGH |
7,578.0 |
0.618 |
7,562.9 |
0.500 |
7,558.3 |
0.382 |
7,553.6 |
LOW |
7,538.5 |
0.618 |
7,514.1 |
1.000 |
7,499.0 |
1.618 |
7,474.6 |
2.618 |
7,435.1 |
4.250 |
7,370.6 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,558.3 |
7,543.6 |
PP |
7,557.7 |
7,530.7 |
S1 |
7,557.1 |
7,517.8 |
|