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 |
13,300.62 |
13,359.05 |
58.43 |
0.4% |
13,120.21 |
High |
13,369.29 |
13,359.13 |
-10.16 |
-0.1% |
13,284.53 |
Low |
13,278.35 |
13,210.90 |
-67.45 |
-0.5% |
13,041.30 |
Close |
13,362.87 |
13,215.13 |
-147.74 |
-1.1% |
13,264.62 |
Range |
90.94 |
148.23 |
57.29 |
63.0% |
243.23 |
ATR |
92.83 |
97.05 |
4.22 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,706.41 |
13,609.00 |
13,296.66 |
|
R3 |
13,558.18 |
13,460.77 |
13,255.89 |
|
R2 |
13,409.95 |
13,409.95 |
13,242.31 |
|
R1 |
13,312.54 |
13,312.54 |
13,228.72 |
13,287.13 |
PP |
13,261.72 |
13,261.72 |
13,261.72 |
13,249.02 |
S1 |
13,164.31 |
13,164.31 |
13,201.54 |
13,138.90 |
S2 |
13,113.49 |
13,113.49 |
13,187.95 |
|
S3 |
12,965.26 |
13,016.08 |
13,174.37 |
|
S4 |
12,817.03 |
12,867.85 |
13,133.60 |
|
|
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 |
13,210.90 |
158.39 |
1.2% |
85.74 |
0.6% |
3% |
False |
True |
|
10 |
13,369.29 |
13,041.30 |
327.99 |
2.5% |
87.69 |
0.7% |
53% |
False |
False |
|
20 |
13,369.29 |
12,530.21 |
839.08 |
6.3% |
95.07 |
0.7% |
82% |
False |
False |
|
40 |
13,369.29 |
12,082.13 |
1,287.16 |
9.7% |
98.93 |
0.7% |
88% |
False |
False |
|
60 |
13,369.29 |
11,939.61 |
1,429.68 |
10.8% |
113.35 |
0.9% |
89% |
False |
False |
|
80 |
13,369.29 |
11,939.61 |
1,429.68 |
10.8% |
106.35 |
0.8% |
89% |
False |
False |
|
100 |
13,369.29 |
11,939.61 |
1,429.68 |
10.8% |
103.02 |
0.8% |
89% |
False |
False |
|
120 |
13,369.29 |
11,939.61 |
1,429.68 |
10.8% |
99.81 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,989.11 |
2.618 |
13,747.20 |
1.618 |
13,598.97 |
1.000 |
13,507.36 |
0.618 |
13,450.74 |
HIGH |
13,359.13 |
0.618 |
13,302.51 |
0.500 |
13,285.02 |
0.382 |
13,267.52 |
LOW |
13,210.90 |
0.618 |
13,119.29 |
1.000 |
13,062.67 |
1.618 |
12,971.06 |
2.618 |
12,822.83 |
4.250 |
12,580.92 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,285.02 |
13,290.10 |
PP |
13,261.72 |
13,265.11 |
S1 |
13,238.43 |
13,240.12 |
|