Trading Metrics calculated at close of trading on 03-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,178 |
13,247 |
69 |
0.5% |
13,020 |
High |
13,290 |
13,290 |
0 |
0.0% |
13,188 |
Low |
13,174 |
13,230 |
56 |
0.4% |
12,948 |
Close |
13,248 |
13,278 |
30 |
0.2% |
13,175 |
Range |
116 |
60 |
-56 |
-48.3% |
240 |
ATR |
107 |
104 |
-3 |
-3.1% |
0 |
Volume |
150,755 |
116,514 |
-34,241 |
-22.7% |
615,997 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,446 |
13,422 |
13,311 |
|
R3 |
13,386 |
13,362 |
13,295 |
|
R2 |
13,326 |
13,326 |
13,289 |
|
R1 |
13,302 |
13,302 |
13,284 |
13,314 |
PP |
13,266 |
13,266 |
13,266 |
13,272 |
S1 |
13,242 |
13,242 |
13,273 |
13,254 |
S2 |
13,206 |
13,206 |
13,267 |
|
S3 |
13,146 |
13,182 |
13,262 |
|
S4 |
13,086 |
13,122 |
13,245 |
|
|
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 |
13,290 |
13,078 |
212 |
1.6% |
91 |
0.7% |
94% |
True |
False |
122,919 |
10 |
13,290 |
12,867 |
423 |
3.2% |
101 |
0.8% |
97% |
True |
False |
125,221 |
20 |
13,290 |
12,487 |
803 |
6.0% |
98 |
0.7% |
99% |
True |
False |
108,652 |
40 |
13,290 |
12,035 |
1,255 |
9.5% |
111 |
0.8% |
99% |
True |
False |
123,809 |
60 |
13,290 |
12,035 |
1,255 |
9.5% |
119 |
0.9% |
99% |
True |
False |
82,796 |
80 |
13,290 |
12,035 |
1,255 |
9.5% |
103 |
0.8% |
99% |
True |
False |
62,104 |
100 |
13,290 |
12,035 |
1,255 |
9.5% |
89 |
0.7% |
99% |
True |
False |
49,691 |
120 |
13,290 |
12,035 |
1,255 |
9.5% |
75 |
0.6% |
99% |
True |
False |
41,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,545 |
2.618 |
13,447 |
1.618 |
13,387 |
1.000 |
13,350 |
0.618 |
13,327 |
HIGH |
13,290 |
0.618 |
13,267 |
0.500 |
13,260 |
0.382 |
13,253 |
LOW |
13,230 |
0.618 |
13,193 |
1.000 |
13,170 |
1.618 |
13,133 |
2.618 |
13,073 |
4.250 |
12,975 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,272 |
13,247 |
PP |
13,266 |
13,215 |
S1 |
13,260 |
13,184 |
|