Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,464.5 |
7,626.0 |
161.5 |
2.2% |
7,660.0 |
High |
7,610.0 |
7,634.0 |
24.0 |
0.3% |
7,660.0 |
Low |
7,426.0 |
7,530.0 |
104.0 |
1.4% |
7,426.0 |
Close |
7,583.0 |
7,566.0 |
-17.0 |
-0.2% |
7,583.0 |
Range |
184.0 |
104.0 |
-80.0 |
-43.5% |
234.0 |
ATR |
94.1 |
94.8 |
0.7 |
0.8% |
0.0 |
Volume |
1,545 |
419 |
-1,126 |
-72.9% |
3,481 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,888.7 |
7,831.3 |
7,623.2 |
|
R3 |
7,784.7 |
7,727.3 |
7,594.6 |
|
R2 |
7,680.7 |
7,680.7 |
7,585.1 |
|
R1 |
7,623.3 |
7,623.3 |
7,575.5 |
7,600.0 |
PP |
7,576.7 |
7,576.7 |
7,576.7 |
7,565.0 |
S1 |
7,519.3 |
7,519.3 |
7,556.5 |
7,496.0 |
S2 |
7,472.7 |
7,472.7 |
7,546.9 |
|
S3 |
7,368.7 |
7,415.3 |
7,537.4 |
|
S4 |
7,264.7 |
7,311.3 |
7,508.8 |
|
|
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 |
7,634.0 |
7,426.0 |
208.0 |
2.7% |
123.9 |
1.6% |
67% |
True |
False |
745 |
10 |
7,660.0 |
7,426.0 |
234.0 |
3.1% |
89.3 |
1.2% |
60% |
False |
False |
540 |
20 |
7,660.0 |
7,284.0 |
376.0 |
5.0% |
87.0 |
1.1% |
75% |
False |
False |
596 |
40 |
7,660.0 |
6,638.5 |
1,021.5 |
13.5% |
80.1 |
1.1% |
91% |
False |
False |
1,189 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
85.9 |
1.1% |
92% |
False |
False |
1,513 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
78.7 |
1.0% |
92% |
False |
False |
1,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,076.0 |
2.618 |
7,906.3 |
1.618 |
7,802.3 |
1.000 |
7,738.0 |
0.618 |
7,698.3 |
HIGH |
7,634.0 |
0.618 |
7,594.3 |
0.500 |
7,582.0 |
0.382 |
7,569.7 |
LOW |
7,530.0 |
0.618 |
7,465.7 |
1.000 |
7,426.0 |
1.618 |
7,361.7 |
2.618 |
7,257.7 |
4.250 |
7,088.0 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,582.0 |
7,554.0 |
PP |
7,576.7 |
7,542.0 |
S1 |
7,571.3 |
7,530.0 |
|