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 |
13,247 |
13,275 |
28 |
0.2% |
13,170 |
High |
13,290 |
13,350 |
60 |
0.5% |
13,350 |
Low |
13,230 |
13,261 |
31 |
0.2% |
13,078 |
Close |
13,278 |
13,319 |
41 |
0.3% |
13,319 |
Range |
60 |
89 |
29 |
48.3% |
272 |
ATR |
104 |
103 |
-1 |
-1.0% |
0 |
Volume |
116,514 |
115,323 |
-1,191 |
-1.0% |
618,826 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,577 |
13,537 |
13,368 |
|
R3 |
13,488 |
13,448 |
13,344 |
|
R2 |
13,399 |
13,399 |
13,335 |
|
R1 |
13,359 |
13,359 |
13,327 |
13,379 |
PP |
13,310 |
13,310 |
13,310 |
13,320 |
S1 |
13,270 |
13,270 |
13,311 |
13,290 |
S2 |
13,221 |
13,221 |
13,303 |
|
S3 |
13,132 |
13,181 |
13,295 |
|
S4 |
13,043 |
13,092 |
13,270 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,065 |
13,964 |
13,469 |
|
R3 |
13,793 |
13,692 |
13,394 |
|
R2 |
13,521 |
13,521 |
13,369 |
|
R1 |
13,420 |
13,420 |
13,344 |
13,471 |
PP |
13,249 |
13,249 |
13,249 |
13,274 |
S1 |
13,148 |
13,148 |
13,294 |
13,199 |
S2 |
12,977 |
12,977 |
13,269 |
|
S3 |
12,705 |
12,876 |
13,244 |
|
S4 |
12,433 |
12,604 |
13,170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,350 |
13,078 |
272 |
2.0% |
93 |
0.7% |
89% |
True |
False |
123,765 |
10 |
13,350 |
12,948 |
402 |
3.0% |
93 |
0.7% |
92% |
True |
False |
123,482 |
20 |
13,350 |
12,487 |
863 |
6.5% |
99 |
0.7% |
96% |
True |
False |
111,431 |
40 |
13,350 |
12,035 |
1,315 |
9.9% |
111 |
0.8% |
98% |
True |
False |
124,615 |
60 |
13,350 |
12,035 |
1,315 |
9.9% |
119 |
0.9% |
98% |
True |
False |
84,717 |
80 |
13,350 |
12,035 |
1,315 |
9.9% |
104 |
0.8% |
98% |
True |
False |
63,546 |
100 |
13,350 |
12,035 |
1,315 |
9.9% |
89 |
0.7% |
98% |
True |
False |
50,841 |
120 |
13,350 |
12,035 |
1,315 |
9.9% |
76 |
0.6% |
98% |
True |
False |
42,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,728 |
2.618 |
13,583 |
1.618 |
13,494 |
1.000 |
13,439 |
0.618 |
13,405 |
HIGH |
13,350 |
0.618 |
13,316 |
0.500 |
13,306 |
0.382 |
13,295 |
LOW |
13,261 |
0.618 |
13,206 |
1.000 |
13,172 |
1.618 |
13,117 |
2.618 |
13,028 |
4.250 |
12,883 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,315 |
13,300 |
PP |
13,310 |
13,281 |
S1 |
13,306 |
13,262 |
|