Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,392.5 |
7,534.0 |
141.5 |
1.9% |
7,574.0 |
High |
7,529.5 |
7,557.0 |
27.5 |
0.4% |
7,578.0 |
Low |
7,333.0 |
7,443.5 |
110.5 |
1.5% |
7,333.0 |
Close |
7,501.0 |
7,483.5 |
-17.5 |
-0.2% |
7,501.0 |
Range |
196.5 |
113.5 |
-83.0 |
-42.2% |
245.0 |
ATR |
97.6 |
98.8 |
1.1 |
1.2% |
0.0 |
Volume |
269,495 |
160,809 |
-108,686 |
-40.3% |
946,146 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,835.2 |
7,772.8 |
7,545.9 |
|
R3 |
7,721.7 |
7,659.3 |
7,514.7 |
|
R2 |
7,608.2 |
7,608.2 |
7,504.3 |
|
R1 |
7,545.8 |
7,545.8 |
7,493.9 |
7,520.3 |
PP |
7,494.7 |
7,494.7 |
7,494.7 |
7,481.9 |
S1 |
7,432.3 |
7,432.3 |
7,473.1 |
7,406.8 |
S2 |
7,381.2 |
7,381.2 |
7,462.7 |
|
S3 |
7,267.7 |
7,318.8 |
7,452.3 |
|
S4 |
7,154.2 |
7,205.3 |
7,421.1 |
|
|
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 |
7,557.0 |
7,333.0 |
224.0 |
3.0% |
132.2 |
1.8% |
67% |
True |
False |
204,319 |
10 |
7,578.0 |
7,333.0 |
245.0 |
3.3% |
97.1 |
1.3% |
61% |
False |
False |
161,268 |
20 |
7,578.0 |
7,196.5 |
381.5 |
5.1% |
91.0 |
1.2% |
75% |
False |
False |
168,809 |
40 |
7,578.0 |
6,585.5 |
992.5 |
13.3% |
85.0 |
1.1% |
90% |
False |
False |
172,542 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
91.7 |
1.2% |
91% |
False |
False |
123,542 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
84.1 |
1.1% |
91% |
False |
False |
92,809 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
79.6 |
1.1% |
91% |
False |
False |
74,473 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.7% |
78.0 |
1.0% |
92% |
False |
False |
62,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,039.4 |
2.618 |
7,854.1 |
1.618 |
7,740.6 |
1.000 |
7,670.5 |
0.618 |
7,627.1 |
HIGH |
7,557.0 |
0.618 |
7,513.6 |
0.500 |
7,500.3 |
0.382 |
7,486.9 |
LOW |
7,443.5 |
0.618 |
7,373.4 |
1.000 |
7,330.0 |
1.618 |
7,259.9 |
2.618 |
7,146.4 |
4.250 |
6,961.1 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,500.3 |
7,470.7 |
PP |
7,494.7 |
7,457.8 |
S1 |
7,489.1 |
7,445.0 |
|