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 |
7,574.0 |
7,540.5 |
-33.5 |
-0.4% |
7,421.5 |
High |
7,578.0 |
7,551.5 |
-26.5 |
-0.3% |
7,559.5 |
Low |
7,538.5 |
7,444.5 |
-94.0 |
-1.2% |
7,396.0 |
Close |
7,556.5 |
7,474.5 |
-82.0 |
-1.1% |
7,544.5 |
Range |
39.5 |
107.0 |
67.5 |
170.9% |
163.5 |
ATR |
82.6 |
84.7 |
2.1 |
2.5% |
0.0 |
Volume |
85,359 |
211,475 |
126,116 |
147.7% |
646,806 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,811.2 |
7,749.8 |
7,533.4 |
|
R3 |
7,704.2 |
7,642.8 |
7,503.9 |
|
R2 |
7,597.2 |
7,597.2 |
7,494.1 |
|
R1 |
7,535.8 |
7,535.8 |
7,484.3 |
7,513.0 |
PP |
7,490.2 |
7,490.2 |
7,490.2 |
7,478.8 |
S1 |
7,428.8 |
7,428.8 |
7,464.7 |
7,406.0 |
S2 |
7,383.2 |
7,383.2 |
7,454.9 |
|
S3 |
7,276.2 |
7,321.8 |
7,445.1 |
|
S4 |
7,169.2 |
7,214.8 |
7,415.7 |
|
|
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 |
7,444.5 |
133.5 |
1.8% |
67.5 |
0.9% |
22% |
False |
True |
160,513 |
10 |
7,578.0 |
7,307.0 |
271.0 |
3.6% |
74.8 |
1.0% |
62% |
False |
False |
149,211 |
20 |
7,578.0 |
7,133.0 |
445.0 |
6.0% |
81.2 |
1.1% |
77% |
False |
False |
163,356 |
40 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
83.5 |
1.1% |
91% |
False |
False |
163,557 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
85.3 |
1.1% |
91% |
False |
False |
110,067 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
79.6 |
1.1% |
91% |
False |
False |
82,741 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
76.2 |
1.0% |
91% |
False |
False |
66,665 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.7% |
75.1 |
1.0% |
92% |
False |
False |
55,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,006.3 |
2.618 |
7,831.6 |
1.618 |
7,724.6 |
1.000 |
7,658.5 |
0.618 |
7,617.6 |
HIGH |
7,551.5 |
0.618 |
7,510.6 |
0.500 |
7,498.0 |
0.382 |
7,485.4 |
LOW |
7,444.5 |
0.618 |
7,378.4 |
1.000 |
7,337.5 |
1.618 |
7,271.4 |
2.618 |
7,164.4 |
4.250 |
6,989.8 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,498.0 |
7,511.3 |
PP |
7,490.2 |
7,499.0 |
S1 |
7,482.3 |
7,486.8 |
|