Trading Metrics calculated at close of trading on 01-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,501.00 |
1,489.25 |
-11.75 |
-0.8% |
1,492.75 |
High |
1,505.00 |
1,493.00 |
-12.00 |
-0.8% |
1,505.00 |
Low |
1,488.00 |
1,482.25 |
-5.75 |
-0.4% |
1,480.25 |
Close |
1,488.50 |
1,492.75 |
4.25 |
0.3% |
1,502.00 |
Range |
17.00 |
10.75 |
-6.25 |
-36.8% |
24.75 |
ATR |
12.80 |
12.66 |
-0.15 |
-1.1% |
0.00 |
Volume |
980,642 |
1,189,781 |
209,139 |
21.3% |
5,920,025 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.50 |
1,518.00 |
1,498.75 |
|
R3 |
1,510.75 |
1,507.25 |
1,495.75 |
|
R2 |
1,500.00 |
1,500.00 |
1,494.75 |
|
R1 |
1,496.50 |
1,496.50 |
1,493.75 |
1,498.25 |
PP |
1,489.25 |
1,489.25 |
1,489.25 |
1,490.25 |
S1 |
1,485.75 |
1,485.75 |
1,491.75 |
1,487.50 |
S2 |
1,478.50 |
1,478.50 |
1,490.75 |
|
S3 |
1,467.75 |
1,475.00 |
1,489.75 |
|
S4 |
1,457.00 |
1,464.25 |
1,486.75 |
|
|
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 |
1,482.25 |
22.75 |
1.5% |
12.25 |
0.8% |
46% |
False |
True |
1,113,150 |
10 |
1,505.00 |
1,468.25 |
36.75 |
2.5% |
12.00 |
0.8% |
67% |
False |
False |
1,168,633 |
20 |
1,505.00 |
1,442.25 |
62.75 |
4.2% |
11.00 |
0.7% |
80% |
False |
False |
990,428 |
40 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
13.75 |
0.9% |
91% |
False |
False |
1,124,678 |
60 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
14.75 |
1.0% |
91% |
False |
False |
755,231 |
80 |
1,505.00 |
1,375.25 |
129.75 |
8.7% |
13.75 |
0.9% |
91% |
False |
False |
566,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,538.75 |
2.618 |
1,521.25 |
1.618 |
1,510.50 |
1.000 |
1,503.75 |
0.618 |
1,499.75 |
HIGH |
1,493.00 |
0.618 |
1,489.00 |
0.500 |
1,487.50 |
0.382 |
1,486.25 |
LOW |
1,482.25 |
0.618 |
1,475.50 |
1.000 |
1,471.50 |
1.618 |
1,464.75 |
2.618 |
1,454.00 |
4.250 |
1,436.50 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,491.00 |
1,493.50 |
PP |
1,489.25 |
1,493.25 |
S1 |
1,487.50 |
1,493.00 |
|