Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,502.00 |
1,501.00 |
-1.00 |
-0.1% |
1,492.75 |
High |
1,503.75 |
1,505.00 |
1.25 |
0.1% |
1,505.00 |
Low |
1,494.50 |
1,488.00 |
-6.50 |
-0.4% |
1,480.25 |
Close |
1,502.00 |
1,488.50 |
-13.50 |
-0.9% |
1,502.00 |
Range |
9.25 |
17.00 |
7.75 |
83.8% |
24.75 |
ATR |
12.48 |
12.80 |
0.32 |
2.6% |
0.00 |
Volume |
972,312 |
980,642 |
8,330 |
0.9% |
5,920,025 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,533.75 |
1,497.75 |
|
R3 |
1,527.75 |
1,516.75 |
1,493.25 |
|
R2 |
1,510.75 |
1,510.75 |
1,491.50 |
|
R1 |
1,499.75 |
1,499.75 |
1,490.00 |
1,496.75 |
PP |
1,493.75 |
1,493.75 |
1,493.75 |
1,492.50 |
S1 |
1,482.75 |
1,482.75 |
1,487.00 |
1,479.75 |
S2 |
1,476.75 |
1,476.75 |
1,485.50 |
|
S3 |
1,459.75 |
1,465.75 |
1,483.75 |
|
S4 |
1,442.75 |
1,448.75 |
1,479.25 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,570.00 |
1,560.75 |
1,515.50 |
|
R3 |
1,545.25 |
1,536.00 |
1,508.75 |
|
R2 |
1,520.50 |
1,520.50 |
1,506.50 |
|
R1 |
1,511.25 |
1,511.25 |
1,504.25 |
1,516.00 |
PP |
1,495.75 |
1,495.75 |
1,495.75 |
1,498.00 |
S1 |
1,486.50 |
1,486.50 |
1,499.75 |
1,491.00 |
S2 |
1,471.00 |
1,471.00 |
1,497.50 |
|
S3 |
1,446.25 |
1,461.75 |
1,495.25 |
|
S4 |
1,421.50 |
1,437.00 |
1,488.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,505.00 |
1,480.25 |
24.75 |
1.7% |
12.50 |
0.8% |
33% |
True |
False |
1,111,073 |
10 |
1,505.00 |
1,468.25 |
36.75 |
2.5% |
12.00 |
0.8% |
55% |
True |
False |
1,170,101 |
20 |
1,505.00 |
1,433.25 |
71.75 |
4.8% |
11.25 |
0.8% |
77% |
True |
False |
976,166 |
40 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
14.25 |
1.0% |
87% |
True |
False |
1,097,356 |
60 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
14.75 |
1.0% |
87% |
True |
False |
735,420 |
80 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
13.75 |
0.9% |
87% |
True |
False |
552,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.25 |
2.618 |
1,549.50 |
1.618 |
1,532.50 |
1.000 |
1,522.00 |
0.618 |
1,515.50 |
HIGH |
1,505.00 |
0.618 |
1,498.50 |
0.500 |
1,496.50 |
0.382 |
1,494.50 |
LOW |
1,488.00 |
0.618 |
1,477.50 |
1.000 |
1,471.00 |
1.618 |
1,460.50 |
2.618 |
1,443.50 |
4.250 |
1,415.75 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,496.50 |
1,496.50 |
PP |
1,493.75 |
1,493.75 |
S1 |
1,491.25 |
1,491.25 |
|