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 |
6,360.0 |
6,299.0 |
-61.0 |
-1.0% |
6,326.0 |
High |
6,378.0 |
6,330.0 |
-48.0 |
-0.8% |
6,397.0 |
Low |
6,321.0 |
6,284.0 |
-37.0 |
-0.6% |
6,284.0 |
Close |
6,375.0 |
6,303.0 |
-72.0 |
-1.1% |
6,303.0 |
Range |
57.0 |
46.0 |
-11.0 |
-19.3% |
113.0 |
ATR |
66.6 |
68.3 |
1.7 |
2.6% |
0.0 |
Volume |
14,589 |
17,737 |
3,148 |
21.6% |
91,482 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,443.7 |
6,419.3 |
6,328.3 |
|
R3 |
6,397.7 |
6,373.3 |
6,315.7 |
|
R2 |
6,351.7 |
6,351.7 |
6,311.4 |
|
R1 |
6,327.3 |
6,327.3 |
6,307.2 |
6,339.5 |
PP |
6,305.7 |
6,305.7 |
6,305.7 |
6,311.8 |
S1 |
6,281.3 |
6,281.3 |
6,298.8 |
6,293.5 |
S2 |
6,259.7 |
6,259.7 |
6,294.6 |
|
S3 |
6,213.7 |
6,235.3 |
6,290.4 |
|
S4 |
6,167.7 |
6,189.3 |
6,277.7 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,667.0 |
6,598.0 |
6,365.2 |
|
R3 |
6,554.0 |
6,485.0 |
6,334.1 |
|
R2 |
6,441.0 |
6,441.0 |
6,323.7 |
|
R1 |
6,372.0 |
6,372.0 |
6,313.4 |
6,350.0 |
PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,317.0 |
S1 |
6,259.0 |
6,259.0 |
6,292.6 |
6,237.0 |
S2 |
6,215.0 |
6,215.0 |
6,282.3 |
|
S3 |
6,102.0 |
6,146.0 |
6,271.9 |
|
S4 |
5,989.0 |
6,033.0 |
6,240.9 |
|
|
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% |
62.0 |
1.0% |
17% |
False |
True |
18,296 |
10 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
56.8 |
0.9% |
62% |
False |
False |
18,557 |
20 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
60.9 |
1.0% |
62% |
False |
False |
18,190 |
40 |
6,397.0 |
5,775.0 |
622.0 |
9.9% |
59.1 |
0.9% |
85% |
False |
False |
18,998 |
60 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
56.5 |
0.9% |
87% |
False |
False |
15,162 |
80 |
6,397.0 |
5,656.0 |
741.0 |
11.8% |
48.8 |
0.8% |
87% |
False |
False |
11,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,525.5 |
2.618 |
6,450.4 |
1.618 |
6,404.4 |
1.000 |
6,376.0 |
0.618 |
6,358.4 |
HIGH |
6,330.0 |
0.618 |
6,312.4 |
0.500 |
6,307.0 |
0.382 |
6,301.6 |
LOW |
6,284.0 |
0.618 |
6,255.6 |
1.000 |
6,238.0 |
1.618 |
6,209.6 |
2.618 |
6,163.6 |
4.250 |
6,088.5 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,307.0 |
6,340.5 |
PP |
6,305.7 |
6,328.0 |
S1 |
6,304.3 |
6,315.5 |
|