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 |
7,540.5 |
7,517.5 |
-23.0 |
-0.3% |
7,421.5 |
High |
7,551.5 |
7,544.0 |
-7.5 |
-0.1% |
7,559.5 |
Low |
7,444.5 |
7,458.0 |
13.5 |
0.2% |
7,396.0 |
Close |
7,474.5 |
7,504.0 |
29.5 |
0.4% |
7,544.5 |
Range |
107.0 |
86.0 |
-21.0 |
-19.6% |
163.5 |
ATR |
84.7 |
84.8 |
0.1 |
0.1% |
0.0 |
Volume |
211,475 |
167,257 |
-44,218 |
-20.9% |
646,806 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,760.0 |
7,718.0 |
7,551.3 |
|
R3 |
7,674.0 |
7,632.0 |
7,527.7 |
|
R2 |
7,588.0 |
7,588.0 |
7,519.8 |
|
R1 |
7,546.0 |
7,546.0 |
7,511.9 |
7,524.0 |
PP |
7,502.0 |
7,502.0 |
7,502.0 |
7,491.0 |
S1 |
7,460.0 |
7,460.0 |
7,496.1 |
7,438.0 |
S2 |
7,416.0 |
7,416.0 |
7,488.2 |
|
S3 |
7,330.0 |
7,374.0 |
7,480.4 |
|
S4 |
7,244.0 |
7,288.0 |
7,456.7 |
|
|
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% |
71.7 |
1.0% |
45% |
False |
False |
162,913 |
10 |
7,578.0 |
7,373.0 |
205.0 |
2.7% |
72.3 |
1.0% |
64% |
False |
False |
146,367 |
20 |
7,578.0 |
7,133.0 |
445.0 |
5.9% |
82.0 |
1.1% |
83% |
False |
False |
163,296 |
40 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
83.7 |
1.1% |
93% |
False |
False |
166,027 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
86.0 |
1.1% |
93% |
False |
False |
112,849 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
80.4 |
1.1% |
93% |
False |
False |
84,814 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
76.3 |
1.0% |
93% |
False |
False |
68,255 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.6% |
75.5 |
1.0% |
94% |
False |
False |
57,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,909.5 |
2.618 |
7,769.1 |
1.618 |
7,683.1 |
1.000 |
7,630.0 |
0.618 |
7,597.1 |
HIGH |
7,544.0 |
0.618 |
7,511.1 |
0.500 |
7,501.0 |
0.382 |
7,490.9 |
LOW |
7,458.0 |
0.618 |
7,404.9 |
1.000 |
7,372.0 |
1.618 |
7,318.9 |
2.618 |
7,232.9 |
4.250 |
7,092.5 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,503.0 |
7,511.3 |
PP |
7,502.0 |
7,508.8 |
S1 |
7,501.0 |
7,506.4 |
|