Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,359.05 |
13,212.20 |
-146.85 |
-1.1% |
13,264.13 |
High |
13,359.13 |
13,333.45 |
-25.68 |
-0.2% |
13,369.29 |
Low |
13,210.90 |
13,212.04 |
1.14 |
0.0% |
13,210.90 |
Close |
13,215.13 |
13,326.22 |
111.09 |
0.8% |
13,326.22 |
Range |
148.23 |
121.41 |
-26.82 |
-18.1% |
158.39 |
ATR |
97.05 |
98.79 |
1.74 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,654.80 |
13,611.92 |
13,393.00 |
|
R3 |
13,533.39 |
13,490.51 |
13,359.61 |
|
R2 |
13,411.98 |
13,411.98 |
13,348.48 |
|
R1 |
13,369.10 |
13,369.10 |
13,337.35 |
13,390.54 |
PP |
13,290.57 |
13,290.57 |
13,290.57 |
13,301.29 |
S1 |
13,247.69 |
13,247.69 |
13,315.09 |
13,269.13 |
S2 |
13,169.16 |
13,169.16 |
13,303.96 |
|
S3 |
13,047.75 |
13,126.28 |
13,292.83 |
|
S4 |
12,926.34 |
13,004.87 |
13,259.44 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,777.31 |
13,710.15 |
13,413.33 |
|
R3 |
13,618.92 |
13,551.76 |
13,369.78 |
|
R2 |
13,460.53 |
13,460.53 |
13,355.26 |
|
R1 |
13,393.37 |
13,393.37 |
13,340.74 |
13,426.95 |
PP |
13,302.14 |
13,302.14 |
13,302.14 |
13,318.93 |
S1 |
13,234.98 |
13,234.98 |
13,311.70 |
13,268.56 |
S2 |
13,143.75 |
13,143.75 |
13,297.18 |
|
S3 |
12,985.36 |
13,076.59 |
13,282.66 |
|
S4 |
12,826.97 |
12,918.20 |
13,239.11 |
|
|
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% |
98.87 |
0.7% |
73% |
False |
False |
|
10 |
13,369.29 |
13,041.30 |
327.99 |
2.5% |
92.37 |
0.7% |
87% |
False |
False |
|
20 |
13,369.29 |
12,611.31 |
757.98 |
5.7% |
96.88 |
0.7% |
94% |
False |
False |
|
40 |
13,369.29 |
12,082.13 |
1,287.16 |
9.7% |
99.91 |
0.7% |
97% |
False |
False |
|
60 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
113.57 |
0.9% |
97% |
False |
False |
|
80 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
107.08 |
0.8% |
97% |
False |
False |
|
100 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
102.99 |
0.8% |
97% |
False |
False |
|
120 |
13,369.29 |
11,939.61 |
1,429.68 |
10.7% |
100.11 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,849.44 |
2.618 |
13,651.30 |
1.618 |
13,529.89 |
1.000 |
13,454.86 |
0.618 |
13,408.48 |
HIGH |
13,333.45 |
0.618 |
13,287.07 |
0.500 |
13,272.75 |
0.382 |
13,258.42 |
LOW |
13,212.04 |
0.618 |
13,137.01 |
1.000 |
13,090.63 |
1.618 |
13,015.60 |
2.618 |
12,894.19 |
4.250 |
12,696.05 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,308.40 |
13,314.18 |
PP |
13,290.57 |
13,302.14 |
S1 |
13,272.75 |
13,290.10 |
|