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 |
1,899.25 |
1,906.00 |
6.75 |
0.4% |
1,905.50 |
High |
1,910.00 |
1,922.50 |
12.50 |
0.7% |
1,922.50 |
Low |
1,897.00 |
1,897.75 |
0.75 |
0.0% |
1,868.00 |
Close |
1,906.50 |
1,908.50 |
2.00 |
0.1% |
1,908.50 |
Range |
13.00 |
24.75 |
11.75 |
90.4% |
54.50 |
ATR |
20.46 |
20.76 |
0.31 |
1.5% |
0.00 |
Volume |
248,405 |
220,946 |
-27,459 |
-11.1% |
1,292,442 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.75 |
1,971.00 |
1,922.00 |
|
R3 |
1,959.00 |
1,946.25 |
1,915.25 |
|
R2 |
1,934.25 |
1,934.25 |
1,913.00 |
|
R1 |
1,921.50 |
1,921.50 |
1,910.75 |
1,928.00 |
PP |
1,909.50 |
1,909.50 |
1,909.50 |
1,912.75 |
S1 |
1,896.75 |
1,896.75 |
1,906.25 |
1,903.00 |
S2 |
1,884.75 |
1,884.75 |
1,904.00 |
|
S3 |
1,860.00 |
1,872.00 |
1,901.75 |
|
S4 |
1,835.25 |
1,847.25 |
1,895.00 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.25 |
2,040.25 |
1,938.50 |
|
R3 |
2,008.75 |
1,985.75 |
1,923.50 |
|
R2 |
1,954.25 |
1,954.25 |
1,918.50 |
|
R1 |
1,931.25 |
1,931.25 |
1,913.50 |
1,942.75 |
PP |
1,899.75 |
1,899.75 |
1,899.75 |
1,905.50 |
S1 |
1,876.75 |
1,876.75 |
1,903.50 |
1,888.25 |
S2 |
1,845.25 |
1,845.25 |
1,898.50 |
|
S3 |
1,790.75 |
1,822.25 |
1,893.50 |
|
S4 |
1,736.25 |
1,767.75 |
1,878.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,922.50 |
1,868.00 |
54.50 |
2.9% |
21.75 |
1.1% |
74% |
True |
False |
258,488 |
10 |
1,922.50 |
1,855.75 |
66.75 |
3.5% |
19.50 |
1.0% |
79% |
True |
False |
271,357 |
20 |
1,922.50 |
1,802.25 |
120.25 |
6.3% |
19.75 |
1.0% |
88% |
True |
False |
248,521 |
40 |
1,922.50 |
1,731.50 |
191.00 |
10.0% |
21.50 |
1.1% |
93% |
True |
False |
270,389 |
60 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.25 |
1.3% |
94% |
True |
False |
185,798 |
80 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.00 |
1.3% |
94% |
True |
False |
139,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.75 |
2.618 |
1,987.25 |
1.618 |
1,962.50 |
1.000 |
1,947.25 |
0.618 |
1,937.75 |
HIGH |
1,922.50 |
0.618 |
1,913.00 |
0.500 |
1,910.00 |
0.382 |
1,907.25 |
LOW |
1,897.75 |
0.618 |
1,882.50 |
1.000 |
1,873.00 |
1.618 |
1,857.75 |
2.618 |
1,833.00 |
4.250 |
1,792.50 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,910.00 |
1,906.75 |
PP |
1,909.50 |
1,904.75 |
S1 |
1,909.00 |
1,903.00 |
|