Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,431.0 |
7,421.5 |
-9.5 |
-0.1% |
7,388.5 |
High |
7,455.5 |
7,475.0 |
19.5 |
0.3% |
7,458.0 |
Low |
7,373.0 |
7,396.0 |
23.0 |
0.3% |
7,307.0 |
Close |
7,416.5 |
7,451.5 |
35.0 |
0.5% |
7,416.5 |
Range |
82.5 |
79.0 |
-3.5 |
-4.2% |
151.0 |
ATR |
93.5 |
92.4 |
-1.0 |
-1.1% |
0.0 |
Volume |
177,971 |
141,073 |
-36,898 |
-20.7% |
717,529 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,677.8 |
7,643.7 |
7,495.0 |
|
R3 |
7,598.8 |
7,564.7 |
7,473.2 |
|
R2 |
7,519.8 |
7,519.8 |
7,466.0 |
|
R1 |
7,485.7 |
7,485.7 |
7,458.7 |
7,502.8 |
PP |
7,440.8 |
7,440.8 |
7,440.8 |
7,449.4 |
S1 |
7,406.7 |
7,406.7 |
7,444.3 |
7,423.8 |
S2 |
7,361.8 |
7,361.8 |
7,437.0 |
|
S3 |
7,282.8 |
7,327.7 |
7,429.8 |
|
S4 |
7,203.8 |
7,248.7 |
7,408.1 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,846.8 |
7,782.7 |
7,499.6 |
|
R3 |
7,695.8 |
7,631.7 |
7,458.0 |
|
R2 |
7,544.8 |
7,544.8 |
7,444.2 |
|
R1 |
7,480.7 |
7,480.7 |
7,430.3 |
7,512.8 |
PP |
7,393.8 |
7,393.8 |
7,393.8 |
7,409.9 |
S1 |
7,329.7 |
7,329.7 |
7,402.7 |
7,361.8 |
S2 |
7,242.8 |
7,242.8 |
7,388.8 |
|
S3 |
7,091.8 |
7,178.7 |
7,375.0 |
|
S4 |
6,940.8 |
7,027.7 |
7,333.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,475.0 |
7,307.0 |
168.0 |
2.3% |
77.9 |
1.0% |
86% |
True |
False |
137,909 |
10 |
7,475.0 |
7,196.5 |
278.5 |
3.7% |
84.9 |
1.1% |
92% |
True |
False |
176,350 |
20 |
7,475.0 |
6,937.0 |
538.0 |
7.2% |
82.2 |
1.1% |
96% |
True |
False |
170,388 |
40 |
7,475.0 |
6,483.0 |
992.0 |
13.3% |
88.3 |
1.2% |
98% |
True |
False |
144,343 |
60 |
7,475.0 |
6,483.0 |
992.0 |
13.3% |
83.2 |
1.1% |
98% |
True |
False |
96,767 |
80 |
7,475.0 |
6,483.0 |
992.0 |
13.3% |
80.2 |
1.1% |
98% |
True |
False |
72,786 |
100 |
7,475.0 |
6,412.0 |
1,063.0 |
14.3% |
75.9 |
1.0% |
98% |
True |
False |
58,780 |
120 |
7,475.0 |
6,331.0 |
1,144.0 |
15.4% |
73.8 |
1.0% |
98% |
True |
False |
49,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,810.8 |
2.618 |
7,681.8 |
1.618 |
7,602.8 |
1.000 |
7,554.0 |
0.618 |
7,523.8 |
HIGH |
7,475.0 |
0.618 |
7,444.8 |
0.500 |
7,435.5 |
0.382 |
7,426.2 |
LOW |
7,396.0 |
0.618 |
7,347.2 |
1.000 |
7,317.0 |
1.618 |
7,268.2 |
2.618 |
7,189.2 |
4.250 |
7,060.3 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,446.2 |
7,442.3 |
PP |
7,440.8 |
7,433.2 |
S1 |
7,435.5 |
7,424.0 |
|