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 |
7,447.0 |
7,499.0 |
52.0 |
0.7% |
7,388.5 |
High |
7,512.0 |
7,521.5 |
9.5 |
0.1% |
7,458.0 |
Low |
7,447.0 |
7,457.5 |
10.5 |
0.1% |
7,307.0 |
Close |
7,494.5 |
7,509.0 |
14.5 |
0.2% |
7,416.5 |
Range |
65.0 |
64.0 |
-1.0 |
-1.5% |
151.0 |
ATR |
89.6 |
87.7 |
-1.8 |
-2.0% |
0.0 |
Volume |
155,256 |
192,605 |
37,349 |
24.1% |
717,529 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,688.0 |
7,662.5 |
7,544.2 |
|
R3 |
7,624.0 |
7,598.5 |
7,526.6 |
|
R2 |
7,560.0 |
7,560.0 |
7,520.7 |
|
R1 |
7,534.5 |
7,534.5 |
7,514.9 |
7,547.3 |
PP |
7,496.0 |
7,496.0 |
7,496.0 |
7,502.4 |
S1 |
7,470.5 |
7,470.5 |
7,503.1 |
7,483.3 |
S2 |
7,432.0 |
7,432.0 |
7,497.3 |
|
S3 |
7,368.0 |
7,406.5 |
7,491.4 |
|
S4 |
7,304.0 |
7,342.5 |
7,473.8 |
|
|
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 |
7,521.5 |
7,373.0 |
148.5 |
2.0% |
73.9 |
1.0% |
92% |
True |
False |
133,381 |
10 |
7,521.5 |
7,307.0 |
214.5 |
2.9% |
76.3 |
1.0% |
94% |
True |
False |
142,507 |
20 |
7,521.5 |
7,090.5 |
431.0 |
5.7% |
79.9 |
1.1% |
97% |
True |
False |
161,336 |
40 |
7,521.5 |
6,483.0 |
1,038.5 |
13.8% |
83.7 |
1.1% |
99% |
True |
False |
152,798 |
60 |
7,521.5 |
6,483.0 |
1,038.5 |
13.8% |
84.7 |
1.1% |
99% |
True |
False |
102,536 |
80 |
7,521.5 |
6,483.0 |
1,038.5 |
13.8% |
80.0 |
1.1% |
99% |
True |
False |
77,108 |
100 |
7,521.5 |
6,482.0 |
1,039.5 |
13.8% |
75.7 |
1.0% |
99% |
True |
False |
62,224 |
120 |
7,521.5 |
6,331.0 |
1,190.5 |
15.9% |
74.7 |
1.0% |
99% |
True |
False |
52,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,793.5 |
2.618 |
7,689.1 |
1.618 |
7,625.1 |
1.000 |
7,585.5 |
0.618 |
7,561.1 |
HIGH |
7,521.5 |
0.618 |
7,497.1 |
0.500 |
7,489.5 |
0.382 |
7,481.9 |
LOW |
7,457.5 |
0.618 |
7,417.9 |
1.000 |
7,393.5 |
1.618 |
7,353.9 |
2.618 |
7,289.9 |
4.250 |
7,185.5 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,502.5 |
7,492.3 |
PP |
7,496.0 |
7,475.5 |
S1 |
7,489.5 |
7,458.8 |
|