Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,530.0 |
7,392.5 |
-137.5 |
-1.8% |
7,574.0 |
High |
7,530.5 |
7,529.5 |
-1.0 |
0.0% |
7,578.0 |
Low |
7,372.5 |
7,333.0 |
-39.5 |
-0.5% |
7,333.0 |
Close |
7,440.0 |
7,501.0 |
61.0 |
0.8% |
7,501.0 |
Range |
158.0 |
196.5 |
38.5 |
24.4% |
245.0 |
ATR |
90.0 |
97.6 |
7.6 |
8.4% |
0.0 |
Volume |
212,560 |
269,495 |
56,935 |
26.8% |
946,146 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,044.0 |
7,969.0 |
7,609.1 |
|
R3 |
7,847.5 |
7,772.5 |
7,555.0 |
|
R2 |
7,651.0 |
7,651.0 |
7,537.0 |
|
R1 |
7,576.0 |
7,576.0 |
7,519.0 |
7,613.5 |
PP |
7,454.5 |
7,454.5 |
7,454.5 |
7,473.3 |
S1 |
7,379.5 |
7,379.5 |
7,483.0 |
7,417.0 |
S2 |
7,258.0 |
7,258.0 |
7,465.0 |
|
S3 |
7,061.5 |
7,183.0 |
7,447.0 |
|
S4 |
6,865.0 |
6,986.5 |
7,392.9 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,205.7 |
8,098.3 |
7,635.8 |
|
R3 |
7,960.7 |
7,853.3 |
7,568.4 |
|
R2 |
7,715.7 |
7,715.7 |
7,545.9 |
|
R1 |
7,608.3 |
7,608.3 |
7,523.5 |
7,539.5 |
PP |
7,470.7 |
7,470.7 |
7,470.7 |
7,436.3 |
S1 |
7,363.3 |
7,363.3 |
7,478.5 |
7,294.5 |
S2 |
7,225.7 |
7,225.7 |
7,456.1 |
|
S3 |
6,980.7 |
7,118.3 |
7,433.6 |
|
S4 |
6,735.7 |
6,873.3 |
7,366.3 |
|
|
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 |
7,333.0 |
245.0 |
3.3% |
117.4 |
1.6% |
69% |
False |
True |
189,229 |
10 |
7,578.0 |
7,333.0 |
245.0 |
3.3% |
93.6 |
1.2% |
69% |
False |
True |
159,295 |
20 |
7,578.0 |
7,196.5 |
381.5 |
5.1% |
91.3 |
1.2% |
80% |
False |
False |
169,466 |
40 |
7,578.0 |
6,567.0 |
1,011.0 |
13.5% |
84.5 |
1.1% |
92% |
False |
False |
171,454 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
90.2 |
1.2% |
93% |
False |
False |
120,867 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
83.6 |
1.1% |
93% |
False |
False |
90,815 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
78.9 |
1.1% |
93% |
False |
False |
72,913 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.6% |
77.8 |
1.0% |
94% |
False |
False |
61,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,364.6 |
2.618 |
8,043.9 |
1.618 |
7,847.4 |
1.000 |
7,726.0 |
0.618 |
7,650.9 |
HIGH |
7,529.5 |
0.618 |
7,454.4 |
0.500 |
7,431.3 |
0.382 |
7,408.1 |
LOW |
7,333.0 |
0.618 |
7,211.6 |
1.000 |
7,136.5 |
1.618 |
7,015.1 |
2.618 |
6,818.6 |
4.250 |
6,497.9 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,477.8 |
7,480.2 |
PP |
7,454.5 |
7,459.3 |
S1 |
7,431.3 |
7,438.5 |
|