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 |
6,309.0 |
6,360.0 |
51.0 |
0.8% |
6,206.0 |
High |
6,397.0 |
6,378.0 |
-19.0 |
-0.3% |
6,326.0 |
Low |
6,290.0 |
6,321.0 |
31.0 |
0.5% |
6,152.0 |
Close |
6,331.0 |
6,375.0 |
44.0 |
0.7% |
6,319.0 |
Range |
107.0 |
57.0 |
-50.0 |
-46.7% |
174.0 |
ATR |
67.3 |
66.6 |
-0.7 |
-1.1% |
0.0 |
Volume |
25,223 |
14,589 |
-10,634 |
-42.2% |
94,094 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,529.0 |
6,509.0 |
6,406.4 |
|
R3 |
6,472.0 |
6,452.0 |
6,390.7 |
|
R2 |
6,415.0 |
6,415.0 |
6,385.5 |
|
R1 |
6,395.0 |
6,395.0 |
6,380.2 |
6,405.0 |
PP |
6,358.0 |
6,358.0 |
6,358.0 |
6,363.0 |
S1 |
6,338.0 |
6,338.0 |
6,369.8 |
6,348.0 |
S2 |
6,301.0 |
6,301.0 |
6,364.6 |
|
S3 |
6,244.0 |
6,281.0 |
6,359.3 |
|
S4 |
6,187.0 |
6,224.0 |
6,343.7 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,787.7 |
6,727.3 |
6,414.7 |
|
R3 |
6,613.7 |
6,553.3 |
6,366.9 |
|
R2 |
6,439.7 |
6,439.7 |
6,350.9 |
|
R1 |
6,379.3 |
6,379.3 |
6,335.0 |
6,409.5 |
PP |
6,265.7 |
6,265.7 |
6,265.7 |
6,280.8 |
S1 |
6,205.3 |
6,205.3 |
6,303.1 |
6,235.5 |
S2 |
6,091.7 |
6,091.7 |
6,287.1 |
|
S3 |
5,917.7 |
6,031.3 |
6,271.2 |
|
S4 |
5,743.7 |
5,857.3 |
6,223.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,397.0 |
6,284.0 |
113.0 |
1.8% |
61.2 |
1.0% |
81% |
False |
False |
17,937 |
10 |
6,397.0 |
6,152.0 |
245.0 |
3.8% |
57.9 |
0.9% |
91% |
False |
False |
18,357 |
20 |
6,397.0 |
6,152.0 |
245.0 |
3.8% |
61.1 |
1.0% |
91% |
False |
False |
18,018 |
40 |
6,397.0 |
5,775.0 |
622.0 |
9.8% |
59.8 |
0.9% |
96% |
False |
False |
18,829 |
60 |
6,397.0 |
5,665.0 |
732.0 |
11.5% |
56.3 |
0.9% |
97% |
False |
False |
14,882 |
80 |
6,397.0 |
5,656.0 |
741.0 |
11.6% |
48.4 |
0.8% |
97% |
False |
False |
11,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,620.3 |
2.618 |
6,527.2 |
1.618 |
6,470.2 |
1.000 |
6,435.0 |
0.618 |
6,413.2 |
HIGH |
6,378.0 |
0.618 |
6,356.2 |
0.500 |
6,349.5 |
0.382 |
6,342.8 |
LOW |
6,321.0 |
0.618 |
6,285.8 |
1.000 |
6,264.0 |
1.618 |
6,228.8 |
2.618 |
6,171.8 |
4.250 |
6,078.8 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,366.5 |
6,364.5 |
PP |
6,358.0 |
6,354.0 |
S1 |
6,349.5 |
6,343.5 |
|