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 |
1,526.5 |
1,523.5 |
-3.0 |
-0.2% |
1,502.4 |
High |
1,533.2 |
1,523.5 |
-9.7 |
-0.6% |
1,529.5 |
Low |
1,522.7 |
1,511.1 |
-11.6 |
-0.8% |
1,497.4 |
Close |
1,530.2 |
1,513.6 |
-16.6 |
-1.1% |
1,528.7 |
Range |
10.5 |
12.4 |
1.9 |
18.1% |
32.1 |
ATR |
8.9 |
9.6 |
0.7 |
8.2% |
0.0 |
Volume |
3,706 |
2,189 |
-1,517 |
-40.9% |
2,739 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.3 |
1,545.8 |
1,520.4 |
|
R3 |
1,540.9 |
1,533.4 |
1,517.0 |
|
R2 |
1,528.5 |
1,528.5 |
1,515.9 |
|
R1 |
1,521.0 |
1,521.0 |
1,514.7 |
1,518.6 |
PP |
1,516.1 |
1,516.1 |
1,516.1 |
1,514.8 |
S1 |
1,508.6 |
1,508.6 |
1,512.5 |
1,506.2 |
S2 |
1,503.7 |
1,503.7 |
1,511.3 |
|
S3 |
1,491.3 |
1,496.2 |
1,510.2 |
|
S4 |
1,478.9 |
1,483.8 |
1,506.8 |
|
|
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 |
1,511.1 |
22.1 |
1.5% |
8.0 |
0.5% |
11% |
False |
True |
3,249 |
10 |
1,533.2 |
1,497.4 |
35.8 |
2.4% |
6.8 |
0.5% |
45% |
False |
False |
1,788 |
20 |
1,533.2 |
1,466.7 |
66.5 |
4.4% |
7.7 |
0.5% |
71% |
False |
False |
1,118 |
40 |
1,533.2 |
1,409.5 |
123.7 |
8.2% |
6.3 |
0.4% |
84% |
False |
False |
708 |
60 |
1,533.2 |
1,388.4 |
144.8 |
9.6% |
6.0 |
0.4% |
86% |
False |
False |
494 |
80 |
1,533.2 |
1,388.4 |
144.8 |
9.6% |
5.2 |
0.3% |
86% |
False |
False |
475 |
100 |
1,533.2 |
1,388.4 |
144.8 |
9.6% |
4.3 |
0.3% |
86% |
False |
False |
533 |
120 |
1,533.2 |
1,388.4 |
144.8 |
9.6% |
3.9 |
0.3% |
86% |
False |
False |
458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,576.2 |
2.618 |
1,556.0 |
1.618 |
1,543.6 |
1.000 |
1,535.9 |
0.618 |
1,531.2 |
HIGH |
1,523.5 |
0.618 |
1,518.8 |
0.500 |
1,517.3 |
0.382 |
1,515.8 |
LOW |
1,511.1 |
0.618 |
1,503.4 |
1.000 |
1,498.7 |
1.618 |
1,491.0 |
2.618 |
1,478.6 |
4.250 |
1,458.4 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,517.3 |
1,522.2 |
PP |
1,516.1 |
1,519.3 |
S1 |
1,514.8 |
1,516.5 |
|