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 |
7,421.5 |
7,447.0 |
25.5 |
0.3% |
7,388.5 |
High |
7,475.0 |
7,512.0 |
37.0 |
0.5% |
7,458.0 |
Low |
7,396.0 |
7,447.0 |
51.0 |
0.7% |
7,307.0 |
Close |
7,451.5 |
7,494.5 |
43.0 |
0.6% |
7,416.5 |
Range |
79.0 |
65.0 |
-14.0 |
-17.7% |
151.0 |
ATR |
91.5 |
89.6 |
-1.9 |
-2.1% |
0.0 |
Volume |
0 |
155,256 |
155,256 |
|
717,529 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,679.5 |
7,652.0 |
7,530.3 |
|
R3 |
7,614.5 |
7,587.0 |
7,512.4 |
|
R2 |
7,549.5 |
7,549.5 |
7,506.4 |
|
R1 |
7,522.0 |
7,522.0 |
7,500.5 |
7,535.8 |
PP |
7,484.5 |
7,484.5 |
7,484.5 |
7,491.4 |
S1 |
7,457.0 |
7,457.0 |
7,488.5 |
7,470.8 |
S2 |
7,419.5 |
7,419.5 |
7,482.6 |
|
S3 |
7,354.5 |
7,392.0 |
7,476.6 |
|
S4 |
7,289.5 |
7,327.0 |
7,458.8 |
|
|
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 |
7,512.0 |
7,373.0 |
139.0 |
1.9% |
72.8 |
1.0% |
87% |
True |
False |
129,820 |
10 |
7,512.0 |
7,196.5 |
315.5 |
4.2% |
82.1 |
1.1% |
94% |
True |
False |
147,497 |
20 |
7,512.0 |
7,026.0 |
486.0 |
6.5% |
81.4 |
1.1% |
96% |
True |
False |
160,297 |
40 |
7,512.0 |
6,483.0 |
1,029.0 |
13.7% |
84.8 |
1.1% |
98% |
True |
False |
148,035 |
60 |
7,512.0 |
6,483.0 |
1,029.0 |
13.7% |
84.4 |
1.1% |
98% |
True |
False |
99,336 |
80 |
7,512.0 |
6,483.0 |
1,029.0 |
13.7% |
80.3 |
1.1% |
98% |
True |
False |
74,707 |
100 |
7,512.0 |
6,475.0 |
1,037.0 |
13.8% |
76.0 |
1.0% |
98% |
True |
False |
60,314 |
120 |
7,512.0 |
6,331.0 |
1,181.0 |
15.8% |
74.4 |
1.0% |
99% |
True |
False |
50,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,788.3 |
2.618 |
7,682.2 |
1.618 |
7,617.2 |
1.000 |
7,577.0 |
0.618 |
7,552.2 |
HIGH |
7,512.0 |
0.618 |
7,487.2 |
0.500 |
7,479.5 |
0.382 |
7,471.8 |
LOW |
7,447.0 |
0.618 |
7,406.8 |
1.000 |
7,382.0 |
1.618 |
7,341.8 |
2.618 |
7,276.8 |
4.250 |
7,170.8 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,489.5 |
7,481.0 |
PP |
7,484.5 |
7,467.5 |
S1 |
7,479.5 |
7,454.0 |
|