| 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 |
6,464.0 |
6,504.0 |
40.0 |
0.6% |
6,508.5 |
| High |
6,498.5 |
6,552.0 |
53.5 |
0.8% |
6,524.0 |
| Low |
6,451.0 |
6,501.0 |
50.0 |
0.8% |
6,417.5 |
| Close |
6,491.0 |
6,546.5 |
55.5 |
0.9% |
6,430.5 |
| Range |
47.5 |
51.0 |
3.5 |
7.4% |
106.5 |
| ATR |
64.4 |
64.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
59,873 |
83,799 |
23,926 |
40.0% |
431,581 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,686.0 |
6,667.5 |
6,574.5 |
|
| R3 |
6,635.0 |
6,616.5 |
6,560.5 |
|
| R2 |
6,584.0 |
6,584.0 |
6,556.0 |
|
| R1 |
6,565.5 |
6,565.5 |
6,551.0 |
6,575.0 |
| PP |
6,533.0 |
6,533.0 |
6,533.0 |
6,538.0 |
| S1 |
6,514.5 |
6,514.5 |
6,542.0 |
6,524.0 |
| S2 |
6,482.0 |
6,482.0 |
6,537.0 |
|
| S3 |
6,431.0 |
6,463.5 |
6,532.5 |
|
| S4 |
6,380.0 |
6,412.5 |
6,518.5 |
|
|
| 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 |
6,552.0 |
6,410.0 |
142.0 |
2.2% |
62.0 |
1.0% |
96% |
True |
False |
63,388 |
| 10 |
6,552.0 |
6,410.0 |
142.0 |
2.2% |
59.5 |
0.9% |
96% |
True |
False |
78,267 |
| 20 |
6,552.0 |
6,363.0 |
189.0 |
2.9% |
56.0 |
0.9% |
97% |
True |
False |
75,509 |
| 40 |
6,552.0 |
5,987.0 |
565.0 |
8.6% |
61.0 |
0.9% |
99% |
True |
False |
84,155 |
| 60 |
6,552.0 |
5,981.5 |
570.5 |
8.7% |
60.5 |
0.9% |
99% |
True |
False |
56,634 |
| 80 |
6,552.0 |
5,981.5 |
570.5 |
8.7% |
56.5 |
0.9% |
99% |
True |
False |
42,527 |
| 100 |
6,552.0 |
5,981.5 |
570.5 |
8.7% |
48.5 |
0.7% |
99% |
True |
False |
34,172 |
| 120 |
6,552.0 |
5,981.5 |
570.5 |
8.7% |
42.0 |
0.6% |
99% |
True |
False |
28,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,769.0 |
|
2.618 |
6,685.5 |
|
1.618 |
6,634.5 |
|
1.000 |
6,603.0 |
|
0.618 |
6,583.5 |
|
HIGH |
6,552.0 |
|
0.618 |
6,532.5 |
|
0.500 |
6,526.5 |
|
0.382 |
6,520.5 |
|
LOW |
6,501.0 |
|
0.618 |
6,469.5 |
|
1.000 |
6,450.0 |
|
1.618 |
6,418.5 |
|
2.618 |
6,367.5 |
|
4.250 |
6,284.0 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,540.0 |
6,524.5 |
| PP |
6,533.0 |
6,503.0 |
| S1 |
6,526.5 |
6,481.0 |
|