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 |
7,601.0 |
7,610.5 |
9.5 |
0.1% |
7,484.0 |
High |
7,624.0 |
7,610.5 |
-13.5 |
-0.2% |
7,640.0 |
Low |
7,540.5 |
7,460.0 |
-80.5 |
-1.1% |
7,484.0 |
Close |
7,586.0 |
7,522.0 |
-64.0 |
-0.8% |
7,626.5 |
Range |
83.5 |
150.5 |
67.0 |
80.2% |
156.0 |
ATR |
82.3 |
87.2 |
4.9 |
5.9% |
0.0 |
Volume |
442 |
841 |
399 |
90.3% |
1,502 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,982.3 |
7,902.7 |
7,604.8 |
|
R3 |
7,831.8 |
7,752.2 |
7,563.4 |
|
R2 |
7,681.3 |
7,681.3 |
7,549.6 |
|
R1 |
7,601.7 |
7,601.7 |
7,535.8 |
7,566.3 |
PP |
7,530.8 |
7,530.8 |
7,530.8 |
7,513.1 |
S1 |
7,451.2 |
7,451.2 |
7,508.2 |
7,415.8 |
S2 |
7,380.3 |
7,380.3 |
7,494.4 |
|
S3 |
7,229.8 |
7,300.7 |
7,480.6 |
|
S4 |
7,079.3 |
7,150.2 |
7,439.2 |
|
|
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 |
7,460.0 |
200.0 |
2.7% |
84.8 |
1.1% |
31% |
False |
True |
439 |
10 |
7,660.0 |
7,460.0 |
200.0 |
2.7% |
72.8 |
1.0% |
31% |
False |
True |
442 |
20 |
7,660.0 |
7,213.5 |
446.5 |
5.9% |
80.7 |
1.1% |
69% |
False |
False |
557 |
40 |
7,660.0 |
6,554.0 |
1,106.0 |
14.7% |
81.0 |
1.1% |
88% |
False |
False |
1,733 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.7% |
82.7 |
1.1% |
88% |
False |
False |
1,482 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.7% |
76.2 |
1.0% |
88% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,250.1 |
2.618 |
8,004.5 |
1.618 |
7,854.0 |
1.000 |
7,761.0 |
0.618 |
7,703.5 |
HIGH |
7,610.5 |
0.618 |
7,553.0 |
0.500 |
7,535.3 |
0.382 |
7,517.5 |
LOW |
7,460.0 |
0.618 |
7,367.0 |
1.000 |
7,309.5 |
1.618 |
7,216.5 |
2.618 |
7,066.0 |
4.250 |
6,820.4 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,535.3 |
7,544.3 |
PP |
7,530.8 |
7,536.8 |
S1 |
7,526.4 |
7,529.4 |
|