Trading Metrics calculated at close of trading on 07-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,598.5 |
7,660.0 |
61.5 |
0.8% |
7,484.0 |
High |
7,640.0 |
7,660.0 |
20.0 |
0.3% |
7,640.0 |
Low |
7,584.0 |
7,623.5 |
39.5 |
0.5% |
7,484.0 |
Close |
7,626.5 |
7,639.0 |
12.5 |
0.2% |
7,626.5 |
Range |
56.0 |
36.5 |
-19.5 |
-34.8% |
156.0 |
ATR |
83.6 |
80.2 |
-3.4 |
-4.0% |
0.0 |
Volume |
262 |
171 |
-91 |
-34.7% |
1,502 |
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,750.3 |
7,731.2 |
7,659.1 |
|
R3 |
7,713.8 |
7,694.7 |
7,649.0 |
|
R2 |
7,677.3 |
7,677.3 |
7,645.7 |
|
R1 |
7,658.2 |
7,658.2 |
7,642.3 |
7,649.5 |
PP |
7,640.8 |
7,640.8 |
7,640.8 |
7,636.5 |
S1 |
7,621.7 |
7,621.7 |
7,635.7 |
7,613.0 |
S2 |
7,604.3 |
7,604.3 |
7,632.3 |
|
S3 |
7,567.8 |
7,585.2 |
7,629.0 |
|
S4 |
7,531.3 |
7,548.7 |
7,618.9 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,051.5 |
7,995.0 |
7,712.3 |
|
R3 |
7,895.5 |
7,839.0 |
7,669.4 |
|
R2 |
7,739.5 |
7,739.5 |
7,655.1 |
|
R1 |
7,683.0 |
7,683.0 |
7,640.8 |
7,711.3 |
PP |
7,583.5 |
7,583.5 |
7,583.5 |
7,597.6 |
S1 |
7,527.0 |
7,527.0 |
7,612.2 |
7,555.3 |
S2 |
7,427.5 |
7,427.5 |
7,597.9 |
|
S3 |
7,271.5 |
7,371.0 |
7,583.6 |
|
S4 |
7,115.5 |
7,215.0 |
7,540.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,660.0 |
7,484.0 |
176.0 |
2.3% |
54.7 |
0.7% |
88% |
True |
False |
334 |
10 |
7,660.0 |
7,350.0 |
310.0 |
4.1% |
64.3 |
0.8% |
93% |
True |
False |
404 |
20 |
7,660.0 |
7,194.5 |
465.5 |
6.1% |
73.5 |
1.0% |
95% |
True |
False |
551 |
40 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
78.4 |
1.0% |
98% |
True |
False |
1,972 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
79.7 |
1.0% |
98% |
True |
False |
1,459 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
74.4 |
1.0% |
98% |
True |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,815.1 |
2.618 |
7,755.6 |
1.618 |
7,719.1 |
1.000 |
7,696.5 |
0.618 |
7,682.6 |
HIGH |
7,660.0 |
0.618 |
7,646.1 |
0.500 |
7,641.8 |
0.382 |
7,637.4 |
LOW |
7,623.5 |
0.618 |
7,600.9 |
1.000 |
7,587.0 |
1.618 |
7,564.4 |
2.618 |
7,527.9 |
4.250 |
7,468.4 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,641.8 |
7,626.7 |
PP |
7,640.8 |
7,614.3 |
S1 |
7,639.9 |
7,602.0 |
|