Trading Metrics calculated at close of trading on 09-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,625.5 |
7,601.0 |
-24.5 |
-0.3% |
7,484.0 |
High |
7,628.5 |
7,624.0 |
-4.5 |
-0.1% |
7,640.0 |
Low |
7,531.0 |
7,540.5 |
9.5 |
0.1% |
7,484.0 |
Close |
7,556.0 |
7,586.0 |
30.0 |
0.4% |
7,626.5 |
Range |
97.5 |
83.5 |
-14.0 |
-14.4% |
156.0 |
ATR |
82.2 |
82.3 |
0.1 |
0.1% |
0.0 |
Volume |
482 |
442 |
-40 |
-8.3% |
1,502 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,834.0 |
7,793.5 |
7,631.9 |
|
R3 |
7,750.5 |
7,710.0 |
7,609.0 |
|
R2 |
7,667.0 |
7,667.0 |
7,601.3 |
|
R1 |
7,626.5 |
7,626.5 |
7,593.7 |
7,605.0 |
PP |
7,583.5 |
7,583.5 |
7,583.5 |
7,572.8 |
S1 |
7,543.0 |
7,543.0 |
7,578.3 |
7,521.5 |
S2 |
7,500.0 |
7,500.0 |
7,570.7 |
|
S3 |
7,416.5 |
7,459.5 |
7,563.0 |
|
S4 |
7,333.0 |
7,376.0 |
7,540.1 |
|
|
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% |
65.9 |
0.9% |
43% |
False |
False |
391 |
10 |
7,660.0 |
7,415.5 |
244.5 |
3.2% |
66.1 |
0.9% |
70% |
False |
False |
437 |
20 |
7,660.0 |
7,213.5 |
446.5 |
5.9% |
76.4 |
1.0% |
83% |
False |
False |
537 |
40 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
79.2 |
1.0% |
93% |
False |
False |
1,848 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
80.7 |
1.1% |
93% |
False |
False |
1,471 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
74.6 |
1.0% |
93% |
False |
False |
1,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,978.9 |
2.618 |
7,842.6 |
1.618 |
7,759.1 |
1.000 |
7,707.5 |
0.618 |
7,675.6 |
HIGH |
7,624.0 |
0.618 |
7,592.1 |
0.500 |
7,582.3 |
0.382 |
7,572.4 |
LOW |
7,540.5 |
0.618 |
7,488.9 |
1.000 |
7,457.0 |
1.618 |
7,405.4 |
2.618 |
7,321.9 |
4.250 |
7,185.6 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,584.8 |
7,595.5 |
PP |
7,583.5 |
7,592.3 |
S1 |
7,582.3 |
7,589.2 |
|