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 |
1,522.0 |
1,526.5 |
4.5 |
0.3% |
1,502.4 |
High |
1,528.0 |
1,533.2 |
5.2 |
0.3% |
1,529.5 |
Low |
1,520.8 |
1,522.7 |
1.9 |
0.1% |
1,497.4 |
Close |
1,526.7 |
1,530.2 |
3.5 |
0.2% |
1,528.7 |
Range |
7.2 |
10.5 |
3.3 |
45.8% |
32.1 |
ATR |
8.8 |
8.9 |
0.1 |
1.4% |
0.0 |
Volume |
5,725 |
3,706 |
-2,019 |
-35.3% |
2,739 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.2 |
1,555.7 |
1,536.0 |
|
R3 |
1,549.7 |
1,545.2 |
1,533.1 |
|
R2 |
1,539.2 |
1,539.2 |
1,532.1 |
|
R1 |
1,534.7 |
1,534.7 |
1,531.2 |
1,537.0 |
PP |
1,528.7 |
1,528.7 |
1,528.7 |
1,529.8 |
S1 |
1,524.2 |
1,524.2 |
1,529.2 |
1,526.5 |
S2 |
1,518.2 |
1,518.2 |
1,528.3 |
|
S3 |
1,507.7 |
1,513.7 |
1,527.3 |
|
S4 |
1,497.2 |
1,503.2 |
1,524.4 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.8 |
1,603.9 |
1,546.4 |
|
R3 |
1,582.7 |
1,571.8 |
1,537.5 |
|
R2 |
1,550.6 |
1,550.6 |
1,534.6 |
|
R1 |
1,539.7 |
1,539.7 |
1,531.6 |
1,545.2 |
PP |
1,518.5 |
1,518.5 |
1,518.5 |
1,521.3 |
S1 |
1,507.6 |
1,507.6 |
1,525.8 |
1,513.1 |
S2 |
1,486.4 |
1,486.4 |
1,522.8 |
|
S3 |
1,454.3 |
1,475.5 |
1,519.9 |
|
S4 |
1,422.2 |
1,443.4 |
1,511.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,533.2 |
1,516.3 |
16.9 |
1.1% |
6.9 |
0.5% |
82% |
True |
False |
2,840 |
10 |
1,533.2 |
1,497.4 |
35.8 |
2.3% |
5.6 |
0.4% |
92% |
True |
False |
1,571 |
20 |
1,533.2 |
1,466.7 |
66.5 |
4.3% |
7.0 |
0.5% |
95% |
True |
False |
1,029 |
40 |
1,533.2 |
1,409.5 |
123.7 |
8.1% |
6.0 |
0.4% |
98% |
True |
False |
655 |
60 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
5.8 |
0.4% |
98% |
True |
False |
457 |
80 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
5.1 |
0.3% |
98% |
True |
False |
462 |
100 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
4.2 |
0.3% |
98% |
True |
False |
515 |
120 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
3.8 |
0.2% |
98% |
True |
False |
440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.8 |
2.618 |
1,560.7 |
1.618 |
1,550.2 |
1.000 |
1,543.7 |
0.618 |
1,539.7 |
HIGH |
1,533.2 |
0.618 |
1,529.2 |
0.500 |
1,528.0 |
0.382 |
1,526.7 |
LOW |
1,522.7 |
0.618 |
1,516.2 |
1.000 |
1,512.2 |
1.618 |
1,505.7 |
2.618 |
1,495.2 |
4.250 |
1,478.1 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,529.5 |
1,529.1 |
PP |
1,528.7 |
1,528.1 |
S1 |
1,528.0 |
1,527.0 |
|