| 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 |
6,410.5 |
6,464.0 |
53.5 |
0.8% |
6,508.5 |
| High |
6,486.5 |
6,498.5 |
12.0 |
0.2% |
6,524.0 |
| Low |
6,410.0 |
6,451.0 |
41.0 |
0.6% |
6,417.5 |
| Close |
6,467.5 |
6,491.0 |
23.5 |
0.4% |
6,430.5 |
| Range |
76.5 |
47.5 |
-29.0 |
-37.9% |
106.5 |
| ATR |
65.7 |
64.4 |
-1.3 |
-2.0% |
0.0 |
| Volume |
0 |
59,873 |
59,873 |
|
431,581 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,622.5 |
6,604.5 |
6,517.0 |
|
| R3 |
6,575.0 |
6,557.0 |
6,504.0 |
|
| R2 |
6,527.5 |
6,527.5 |
6,499.5 |
|
| R1 |
6,509.5 |
6,509.5 |
6,495.5 |
6,518.5 |
| PP |
6,480.0 |
6,480.0 |
6,480.0 |
6,485.0 |
| S1 |
6,462.0 |
6,462.0 |
6,486.5 |
6,471.0 |
| S2 |
6,432.5 |
6,432.5 |
6,482.5 |
|
| S3 |
6,385.0 |
6,414.5 |
6,478.0 |
|
| S4 |
6,337.5 |
6,367.0 |
6,465.0 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,777.0 |
6,710.0 |
6,489.0 |
|
| R3 |
6,670.5 |
6,603.5 |
6,460.0 |
|
| R2 |
6,564.0 |
6,564.0 |
6,450.0 |
|
| R1 |
6,497.0 |
6,497.0 |
6,440.5 |
6,477.0 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,447.5 |
| S1 |
6,390.5 |
6,390.5 |
6,420.5 |
6,371.0 |
| S2 |
6,351.0 |
6,351.0 |
6,411.0 |
|
| S3 |
6,244.5 |
6,284.0 |
6,401.0 |
|
| S4 |
6,138.0 |
6,177.5 |
6,372.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,524.0 |
6,410.0 |
114.0 |
1.8% |
66.0 |
1.0% |
71% |
False |
False |
64,426 |
| 10 |
6,524.0 |
6,397.5 |
126.5 |
1.9% |
62.0 |
1.0% |
74% |
False |
False |
79,252 |
| 20 |
6,534.5 |
6,350.0 |
184.5 |
2.8% |
56.0 |
0.9% |
76% |
False |
False |
75,409 |
| 40 |
6,534.5 |
5,987.0 |
547.5 |
8.4% |
61.5 |
1.0% |
92% |
False |
False |
82,279 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
60.0 |
0.9% |
92% |
False |
False |
55,239 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
56.5 |
0.9% |
92% |
False |
False |
41,480 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
48.5 |
0.7% |
92% |
False |
False |
33,335 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
41.5 |
0.6% |
92% |
False |
False |
27,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,700.5 |
|
2.618 |
6,623.0 |
|
1.618 |
6,575.5 |
|
1.000 |
6,546.0 |
|
0.618 |
6,528.0 |
|
HIGH |
6,498.5 |
|
0.618 |
6,480.5 |
|
0.500 |
6,475.0 |
|
0.382 |
6,469.0 |
|
LOW |
6,451.0 |
|
0.618 |
6,421.5 |
|
1.000 |
6,403.5 |
|
1.618 |
6,374.0 |
|
2.618 |
6,326.5 |
|
4.250 |
6,249.0 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,485.5 |
6,479.0 |
| PP |
6,480.0 |
6,466.5 |
| S1 |
6,475.0 |
6,454.0 |
|