Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,264.13 |
13,309.40 |
45.27 |
0.3% |
13,120.21 |
High |
13,317.69 |
13,314.43 |
-3.26 |
0.0% |
13,284.53 |
Low |
13,260.80 |
13,237.56 |
-23.24 |
-0.2% |
13,041.30 |
Close |
13,312.97 |
13,309.07 |
-3.90 |
0.0% |
13,264.62 |
Range |
56.89 |
76.87 |
19.98 |
35.1% |
243.23 |
ATR |
94.21 |
92.98 |
-1.24 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,517.63 |
13,490.22 |
13,351.35 |
|
R3 |
13,440.76 |
13,413.35 |
13,330.21 |
|
R2 |
13,363.89 |
13,363.89 |
13,323.16 |
|
R1 |
13,336.48 |
13,336.48 |
13,316.12 |
13,311.75 |
PP |
13,287.02 |
13,287.02 |
13,287.02 |
13,274.66 |
S1 |
13,259.61 |
13,259.61 |
13,302.02 |
13,234.88 |
S2 |
13,210.15 |
13,210.15 |
13,294.98 |
|
S3 |
13,133.28 |
13,182.74 |
13,287.93 |
|
S4 |
13,056.41 |
13,105.87 |
13,266.79 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,926.51 |
13,838.79 |
13,398.40 |
|
R3 |
13,683.28 |
13,595.56 |
13,331.51 |
|
R2 |
13,440.05 |
13,440.05 |
13,309.21 |
|
R1 |
13,352.33 |
13,352.33 |
13,286.92 |
13,396.19 |
PP |
13,196.82 |
13,196.82 |
13,196.82 |
13,218.75 |
S1 |
13,109.10 |
13,109.10 |
13,242.32 |
13,152.96 |
S2 |
12,953.59 |
12,953.59 |
13,220.03 |
|
S3 |
12,710.36 |
12,865.87 |
13,197.73 |
|
S4 |
12,467.13 |
12,622.64 |
13,130.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,317.69 |
13,130.53 |
187.16 |
1.4% |
73.22 |
0.6% |
95% |
False |
False |
|
10 |
13,317.69 |
12,951.42 |
366.27 |
2.8% |
85.84 |
0.6% |
98% |
False |
False |
|
20 |
13,317.69 |
12,428.22 |
889.47 |
6.7% |
95.78 |
0.7% |
99% |
False |
False |
|
40 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
103.93 |
0.8% |
99% |
False |
False |
|
60 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
112.37 |
0.8% |
99% |
False |
False |
|
80 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
104.83 |
0.8% |
99% |
False |
False |
|
100 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
102.12 |
0.8% |
99% |
False |
False |
|
120 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
99.68 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,641.13 |
2.618 |
13,515.68 |
1.618 |
13,438.81 |
1.000 |
13,391.30 |
0.618 |
13,361.94 |
HIGH |
13,314.43 |
0.618 |
13,285.07 |
0.500 |
13,276.00 |
0.382 |
13,266.92 |
LOW |
13,237.56 |
0.618 |
13,190.05 |
1.000 |
13,160.69 |
1.618 |
13,113.18 |
2.618 |
13,036.31 |
4.250 |
12,910.86 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,298.05 |
13,297.13 |
PP |
13,287.02 |
13,285.18 |
S1 |
13,276.00 |
13,273.24 |
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