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 |
7,610.5 |
7,464.5 |
-146.0 |
-1.9% |
7,660.0 |
High |
7,610.5 |
7,610.0 |
-0.5 |
0.0% |
7,660.0 |
Low |
7,460.0 |
7,426.0 |
-34.0 |
-0.5% |
7,426.0 |
Close |
7,522.0 |
7,583.0 |
61.0 |
0.8% |
7,583.0 |
Range |
150.5 |
184.0 |
33.5 |
22.3% |
234.0 |
ATR |
87.2 |
94.1 |
6.9 |
7.9% |
0.0 |
Volume |
841 |
1,545 |
704 |
83.7% |
3,481 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,091.7 |
8,021.3 |
7,684.2 |
|
R3 |
7,907.7 |
7,837.3 |
7,633.6 |
|
R2 |
7,723.7 |
7,723.7 |
7,616.7 |
|
R1 |
7,653.3 |
7,653.3 |
7,599.9 |
7,688.5 |
PP |
7,539.7 |
7,539.7 |
7,539.7 |
7,557.3 |
S1 |
7,469.3 |
7,469.3 |
7,566.1 |
7,504.5 |
S2 |
7,355.7 |
7,355.7 |
7,549.3 |
|
S3 |
7,171.7 |
7,285.3 |
7,532.4 |
|
S4 |
6,987.7 |
7,101.3 |
7,481.8 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,258.3 |
8,154.7 |
7,711.7 |
|
R3 |
8,024.3 |
7,920.7 |
7,647.4 |
|
R2 |
7,790.3 |
7,790.3 |
7,625.9 |
|
R1 |
7,686.7 |
7,686.7 |
7,604.5 |
7,621.5 |
PP |
7,556.3 |
7,556.3 |
7,556.3 |
7,523.8 |
S1 |
7,452.7 |
7,452.7 |
7,561.6 |
7,387.5 |
S2 |
7,322.3 |
7,322.3 |
7,540.1 |
|
S3 |
7,088.3 |
7,218.7 |
7,518.7 |
|
S4 |
6,854.3 |
6,984.7 |
7,454.3 |
|
|
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 |
7,426.0 |
234.0 |
3.1% |
110.4 |
1.5% |
67% |
False |
True |
696 |
10 |
7,660.0 |
7,426.0 |
234.0 |
3.1% |
86.4 |
1.1% |
67% |
False |
True |
534 |
20 |
7,660.0 |
7,281.0 |
379.0 |
5.0% |
85.1 |
1.1% |
80% |
False |
False |
597 |
40 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
80.9 |
1.1% |
93% |
False |
False |
1,536 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
85.1 |
1.1% |
93% |
False |
False |
1,507 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
78.1 |
1.0% |
93% |
False |
False |
1,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,392.0 |
2.618 |
8,091.7 |
1.618 |
7,907.7 |
1.000 |
7,794.0 |
0.618 |
7,723.7 |
HIGH |
7,610.0 |
0.618 |
7,539.7 |
0.500 |
7,518.0 |
0.382 |
7,496.3 |
LOW |
7,426.0 |
0.618 |
7,312.3 |
1.000 |
7,242.0 |
1.618 |
7,128.3 |
2.618 |
6,944.3 |
4.250 |
6,644.0 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,561.3 |
7,563.7 |
PP |
7,539.7 |
7,544.3 |
S1 |
7,518.0 |
7,525.0 |
|