Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,517.5 |
7,530.0 |
12.5 |
0.2% |
7,421.5 |
High |
7,544.0 |
7,530.5 |
-13.5 |
-0.2% |
7,559.5 |
Low |
7,458.0 |
7,372.5 |
-85.5 |
-1.1% |
7,396.0 |
Close |
7,504.0 |
7,440.0 |
-64.0 |
-0.9% |
7,544.5 |
Range |
86.0 |
158.0 |
72.0 |
83.7% |
163.5 |
ATR |
84.8 |
90.0 |
5.2 |
6.2% |
0.0 |
Volume |
167,257 |
212,560 |
45,303 |
27.1% |
646,806 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,921.7 |
7,838.8 |
7,526.9 |
|
R3 |
7,763.7 |
7,680.8 |
7,483.5 |
|
R2 |
7,605.7 |
7,605.7 |
7,469.0 |
|
R1 |
7,522.8 |
7,522.8 |
7,454.5 |
7,485.3 |
PP |
7,447.7 |
7,447.7 |
7,447.7 |
7,428.9 |
S1 |
7,364.8 |
7,364.8 |
7,425.5 |
7,327.3 |
S2 |
7,289.7 |
7,289.7 |
7,411.0 |
|
S3 |
7,131.7 |
7,206.8 |
7,396.6 |
|
S4 |
6,973.7 |
7,048.8 |
7,353.1 |
|
|
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 |
7,372.5 |
205.5 |
2.8% |
90.5 |
1.2% |
33% |
False |
True |
166,904 |
10 |
7,578.0 |
7,372.5 |
205.5 |
2.8% |
82.2 |
1.1% |
33% |
False |
True |
150,142 |
20 |
7,578.0 |
7,196.5 |
381.5 |
5.1% |
84.9 |
1.1% |
64% |
False |
False |
164,156 |
40 |
7,578.0 |
6,483.0 |
1,095.0 |
14.7% |
83.0 |
1.1% |
87% |
False |
False |
167,428 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.7% |
87.9 |
1.2% |
87% |
False |
False |
116,387 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.7% |
81.9 |
1.1% |
87% |
False |
False |
87,465 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.7% |
77.4 |
1.0% |
87% |
False |
False |
70,264 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.8% |
76.6 |
1.0% |
89% |
False |
False |
58,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,202.0 |
2.618 |
7,944.1 |
1.618 |
7,786.1 |
1.000 |
7,688.5 |
0.618 |
7,628.1 |
HIGH |
7,530.5 |
0.618 |
7,470.1 |
0.500 |
7,451.5 |
0.382 |
7,432.9 |
LOW |
7,372.5 |
0.618 |
7,274.9 |
1.000 |
7,214.5 |
1.618 |
7,116.9 |
2.618 |
6,958.9 |
4.250 |
6,701.0 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,451.5 |
7,462.0 |
PP |
7,447.7 |
7,454.7 |
S1 |
7,443.8 |
7,447.3 |
|