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 |
13,170 |
13,113 |
-57 |
-0.4% |
13,020 |
High |
13,201 |
13,180 |
-21 |
-0.2% |
13,188 |
Low |
13,102 |
13,078 |
-24 |
-0.2% |
12,948 |
Close |
13,116 |
13,178 |
62 |
0.5% |
13,175 |
Range |
99 |
102 |
3 |
3.0% |
240 |
ATR |
107 |
106 |
0 |
-0.3% |
0 |
Volume |
119,591 |
116,643 |
-2,948 |
-2.5% |
615,997 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,451 |
13,417 |
13,234 |
|
R3 |
13,349 |
13,315 |
13,206 |
|
R2 |
13,247 |
13,247 |
13,197 |
|
R1 |
13,213 |
13,213 |
13,187 |
13,230 |
PP |
13,145 |
13,145 |
13,145 |
13,154 |
S1 |
13,111 |
13,111 |
13,169 |
13,128 |
S2 |
13,043 |
13,043 |
13,159 |
|
S3 |
12,941 |
13,009 |
13,150 |
|
S4 |
12,839 |
12,907 |
13,122 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,824 |
13,739 |
13,307 |
|
R3 |
13,584 |
13,499 |
13,241 |
|
R2 |
13,344 |
13,344 |
13,219 |
|
R1 |
13,259 |
13,259 |
13,197 |
13,302 |
PP |
13,104 |
13,104 |
13,104 |
13,125 |
S1 |
13,019 |
13,019 |
13,153 |
13,062 |
S2 |
12,864 |
12,864 |
13,131 |
|
S3 |
12,624 |
12,779 |
13,109 |
|
S4 |
12,384 |
12,539 |
13,043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,201 |
12,990 |
211 |
1.6% |
100 |
0.8% |
89% |
False |
False |
126,107 |
10 |
13,201 |
12,766 |
435 |
3.3% |
105 |
0.8% |
95% |
False |
False |
124,032 |
20 |
13,201 |
12,487 |
714 |
5.4% |
95 |
0.7% |
97% |
False |
False |
105,311 |
40 |
13,201 |
12,035 |
1,166 |
8.8% |
112 |
0.8% |
98% |
False |
False |
117,365 |
60 |
13,201 |
12,035 |
1,166 |
8.8% |
117 |
0.9% |
98% |
False |
False |
78,342 |
80 |
13,201 |
12,035 |
1,166 |
8.8% |
102 |
0.8% |
98% |
False |
False |
58,764 |
100 |
13,201 |
12,035 |
1,166 |
8.8% |
88 |
0.7% |
98% |
False |
False |
47,020 |
120 |
13,201 |
12,035 |
1,166 |
8.8% |
74 |
0.6% |
98% |
False |
False |
39,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,614 |
2.618 |
13,447 |
1.618 |
13,345 |
1.000 |
13,282 |
0.618 |
13,243 |
HIGH |
13,180 |
0.618 |
13,141 |
0.500 |
13,129 |
0.382 |
13,117 |
LOW |
13,078 |
0.618 |
13,015 |
1.000 |
12,976 |
1.618 |
12,913 |
2.618 |
12,811 |
4.250 |
12,645 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,162 |
13,165 |
PP |
13,145 |
13,152 |
S1 |
13,129 |
13,140 |
|