Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,660.0 |
7,625.5 |
-34.5 |
-0.5% |
7,484.0 |
High |
7,660.0 |
7,628.5 |
-31.5 |
-0.4% |
7,640.0 |
Low |
7,623.5 |
7,531.0 |
-92.5 |
-1.2% |
7,484.0 |
Close |
7,639.0 |
7,556.0 |
-83.0 |
-1.1% |
7,626.5 |
Range |
36.5 |
97.5 |
61.0 |
167.1% |
156.0 |
ATR |
80.2 |
82.2 |
2.0 |
2.5% |
0.0 |
Volume |
171 |
482 |
311 |
181.9% |
1,502 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,864.3 |
7,807.7 |
7,609.6 |
|
R3 |
7,766.8 |
7,710.2 |
7,582.8 |
|
R2 |
7,669.3 |
7,669.3 |
7,573.9 |
|
R1 |
7,612.7 |
7,612.7 |
7,564.9 |
7,592.3 |
PP |
7,571.8 |
7,571.8 |
7,571.8 |
7,561.6 |
S1 |
7,515.2 |
7,515.2 |
7,547.1 |
7,494.8 |
S2 |
7,474.3 |
7,474.3 |
7,538.1 |
|
S3 |
7,376.8 |
7,417.7 |
7,529.2 |
|
S4 |
7,279.3 |
7,320.2 |
7,502.4 |
|
|
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 |
7,531.0 |
129.0 |
1.7% |
60.1 |
0.8% |
19% |
False |
True |
371 |
10 |
7,660.0 |
7,350.0 |
310.0 |
4.1% |
69.0 |
0.9% |
66% |
False |
False |
428 |
20 |
7,660.0 |
7,213.5 |
446.5 |
5.9% |
75.5 |
1.0% |
77% |
False |
False |
554 |
40 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
79.0 |
1.0% |
91% |
False |
False |
1,924 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
80.4 |
1.1% |
91% |
False |
False |
1,465 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
74.2 |
1.0% |
91% |
False |
False |
1,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,042.9 |
2.618 |
7,883.8 |
1.618 |
7,786.3 |
1.000 |
7,726.0 |
0.618 |
7,688.8 |
HIGH |
7,628.5 |
0.618 |
7,591.3 |
0.500 |
7,579.8 |
0.382 |
7,568.2 |
LOW |
7,531.0 |
0.618 |
7,470.7 |
1.000 |
7,433.5 |
1.618 |
7,373.2 |
2.618 |
7,275.7 |
4.250 |
7,116.6 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,579.8 |
7,595.5 |
PP |
7,571.8 |
7,582.3 |
S1 |
7,563.9 |
7,569.2 |
|