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 |
13,309.40 |
13,300.62 |
-8.78 |
-0.1% |
13,120.21 |
High |
13,314.43 |
13,369.29 |
54.86 |
0.4% |
13,284.53 |
Low |
13,237.56 |
13,278.35 |
40.79 |
0.3% |
13,041.30 |
Close |
13,309.07 |
13,362.87 |
53.80 |
0.4% |
13,264.62 |
Range |
76.87 |
90.94 |
14.07 |
18.3% |
243.23 |
ATR |
92.98 |
92.83 |
-0.15 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,609.66 |
13,577.20 |
13,412.89 |
|
R3 |
13,518.72 |
13,486.26 |
13,387.88 |
|
R2 |
13,427.78 |
13,427.78 |
13,379.54 |
|
R1 |
13,395.32 |
13,395.32 |
13,371.21 |
13,411.55 |
PP |
13,336.84 |
13,336.84 |
13,336.84 |
13,344.95 |
S1 |
13,304.38 |
13,304.38 |
13,354.53 |
13,320.61 |
S2 |
13,245.90 |
13,245.90 |
13,346.20 |
|
S3 |
13,154.96 |
13,213.44 |
13,337.86 |
|
S4 |
13,064.02 |
13,122.50 |
13,312.85 |
|
|
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 |
13,369.29 |
13,196.03 |
173.26 |
1.3% |
66.25 |
0.5% |
96% |
True |
False |
|
10 |
13,369.29 |
13,041.30 |
327.99 |
2.5% |
79.33 |
0.6% |
98% |
True |
False |
|
20 |
13,369.29 |
12,428.22 |
941.07 |
7.0% |
94.12 |
0.7% |
99% |
True |
False |
|
40 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
100.30 |
0.8% |
100% |
True |
False |
|
60 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
112.70 |
0.8% |
100% |
True |
False |
|
80 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
105.08 |
0.8% |
100% |
True |
False |
|
100 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
102.21 |
0.8% |
100% |
True |
False |
|
120 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
99.77 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,755.79 |
2.618 |
13,607.37 |
1.618 |
13,516.43 |
1.000 |
13,460.23 |
0.618 |
13,425.49 |
HIGH |
13,369.29 |
0.618 |
13,334.55 |
0.500 |
13,323.82 |
0.382 |
13,313.09 |
LOW |
13,278.35 |
0.618 |
13,222.15 |
1.000 |
13,187.41 |
1.618 |
13,131.21 |
2.618 |
13,040.27 |
4.250 |
12,891.86 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,349.85 |
13,343.06 |
PP |
13,336.84 |
13,323.24 |
S1 |
13,323.82 |
13,303.43 |
|