| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,489.2 |
1,492.5 |
3.3 |
0.2% |
1,492.6 |
| High |
1,493.0 |
1,504.5 |
11.5 |
0.8% |
1,504.8 |
| Low |
1,482.2 |
1,492.1 |
9.9 |
0.7% |
1,480.5 |
| Close |
1,492.7 |
1,501.1 |
8.4 |
0.6% |
1,502.0 |
| Range |
10.8 |
12.4 |
1.6 |
14.8% |
24.3 |
| ATR |
12.4 |
12.4 |
0.0 |
0.0% |
0.0 |
| Volume |
35,135 |
34,267 |
-868 |
-2.5% |
167,601 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.4 |
1,531.2 |
1,507.9 |
|
| R3 |
1,524.0 |
1,518.8 |
1,504.5 |
|
| R2 |
1,511.6 |
1,511.6 |
1,503.4 |
|
| R1 |
1,506.4 |
1,506.4 |
1,502.2 |
1,509.0 |
| PP |
1,499.2 |
1,499.2 |
1,499.2 |
1,500.6 |
| S1 |
1,494.0 |
1,494.0 |
1,500.0 |
1,496.6 |
| S2 |
1,486.8 |
1,486.8 |
1,498.8 |
|
| S3 |
1,474.4 |
1,481.6 |
1,497.7 |
|
| S4 |
1,462.0 |
1,469.2 |
1,494.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.7 |
1,559.6 |
1,515.4 |
|
| R3 |
1,544.4 |
1,535.3 |
1,508.7 |
|
| R2 |
1,520.1 |
1,520.1 |
1,506.5 |
|
| R1 |
1,511.0 |
1,511.0 |
1,504.2 |
1,515.6 |
| PP |
1,495.8 |
1,495.8 |
1,495.8 |
1,498.0 |
| S1 |
1,486.7 |
1,486.7 |
1,499.8 |
1,491.3 |
| S2 |
1,471.5 |
1,471.5 |
1,497.5 |
|
| S3 |
1,447.2 |
1,462.4 |
1,495.3 |
|
| S4 |
1,422.9 |
1,438.1 |
1,488.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,504.8 |
1,482.2 |
22.6 |
1.5% |
11.3 |
0.8% |
84% |
False |
False |
32,862 |
| 10 |
1,504.8 |
1,468.2 |
36.6 |
2.4% |
12.0 |
0.8% |
90% |
False |
False |
33,782 |
| 20 |
1,504.8 |
1,442.3 |
62.5 |
4.2% |
11.3 |
0.7% |
94% |
False |
False |
28,547 |
| 40 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
13.4 |
0.9% |
97% |
False |
False |
44,751 |
| 60 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
13.4 |
0.9% |
97% |
False |
False |
34,034 |
| 80 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
11.8 |
0.8% |
97% |
False |
False |
25,989 |
| 100 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
10.8 |
0.7% |
97% |
False |
False |
21,006 |
| 120 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
9.2 |
0.6% |
97% |
False |
False |
17,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,557.2 |
|
2.618 |
1,537.0 |
|
1.618 |
1,524.6 |
|
1.000 |
1,516.9 |
|
0.618 |
1,512.2 |
|
HIGH |
1,504.5 |
|
0.618 |
1,499.8 |
|
0.500 |
1,498.3 |
|
0.382 |
1,496.8 |
|
LOW |
1,492.1 |
|
0.618 |
1,484.4 |
|
1.000 |
1,479.7 |
|
1.618 |
1,472.0 |
|
2.618 |
1,459.6 |
|
4.250 |
1,439.4 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,500.2 |
1,498.6 |
| PP |
1,499.2 |
1,496.0 |
| S1 |
1,498.3 |
1,493.5 |
|