Trading Metrics calculated at close of trading on 04-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,500.75 |
1,507.75 |
7.00 |
0.5% |
1,501.00 |
High |
1,509.25 |
1,517.00 |
7.75 |
0.5% |
1,517.00 |
Low |
1,498.75 |
1,507.00 |
8.25 |
0.6% |
1,482.25 |
Close |
1,508.25 |
1,514.25 |
6.00 |
0.4% |
1,514.25 |
Range |
10.50 |
10.00 |
-0.50 |
-4.8% |
34.75 |
ATR |
12.51 |
12.33 |
-0.18 |
-1.4% |
0.00 |
Volume |
984,772 |
965,288 |
-19,484 |
-2.0% |
5,360,539 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.75 |
1,538.50 |
1,519.75 |
|
R3 |
1,532.75 |
1,528.50 |
1,517.00 |
|
R2 |
1,522.75 |
1,522.75 |
1,516.00 |
|
R1 |
1,518.50 |
1,518.50 |
1,515.25 |
1,520.50 |
PP |
1,512.75 |
1,512.75 |
1,512.75 |
1,513.75 |
S1 |
1,508.50 |
1,508.50 |
1,513.25 |
1,510.50 |
S2 |
1,502.75 |
1,502.75 |
1,512.50 |
|
S3 |
1,492.75 |
1,498.50 |
1,511.50 |
|
S4 |
1,482.75 |
1,488.50 |
1,508.75 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.75 |
1,596.25 |
1,533.25 |
|
R3 |
1,574.00 |
1,561.50 |
1,523.75 |
|
R2 |
1,539.25 |
1,539.25 |
1,520.50 |
|
R1 |
1,526.75 |
1,526.75 |
1,517.50 |
1,533.00 |
PP |
1,504.50 |
1,504.50 |
1,504.50 |
1,507.50 |
S1 |
1,492.00 |
1,492.00 |
1,511.00 |
1,498.25 |
S2 |
1,469.75 |
1,469.75 |
1,508.00 |
|
S3 |
1,435.00 |
1,457.25 |
1,504.75 |
|
S4 |
1,400.25 |
1,422.50 |
1,495.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.00 |
1,482.25 |
34.75 |
2.3% |
12.25 |
0.8% |
92% |
True |
False |
1,072,107 |
10 |
1,517.00 |
1,480.25 |
36.75 |
2.4% |
11.50 |
0.8% |
93% |
True |
False |
1,128,056 |
20 |
1,517.00 |
1,442.25 |
74.75 |
4.9% |
11.75 |
0.8% |
96% |
True |
False |
1,035,824 |
40 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
13.50 |
0.9% |
98% |
True |
False |
1,167,273 |
60 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
14.75 |
1.0% |
98% |
True |
False |
808,353 |
80 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
13.50 |
0.9% |
98% |
True |
False |
606,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,559.50 |
2.618 |
1,543.25 |
1.618 |
1,533.25 |
1.000 |
1,527.00 |
0.618 |
1,523.25 |
HIGH |
1,517.00 |
0.618 |
1,513.25 |
0.500 |
1,512.00 |
0.382 |
1,510.75 |
LOW |
1,507.00 |
0.618 |
1,500.75 |
1.000 |
1,497.00 |
1.618 |
1,490.75 |
2.618 |
1,480.75 |
4.250 |
1,464.50 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,513.50 |
1,511.00 |
PP |
1,512.75 |
1,507.75 |
S1 |
1,512.00 |
1,504.50 |
|