| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,206.0 |
6,160.0 |
-46.0 |
-0.7% |
6,268.0 |
| High |
6,229.0 |
6,197.0 |
-32.0 |
-0.5% |
6,286.0 |
| Low |
6,165.0 |
6,152.0 |
-13.0 |
-0.2% |
6,163.0 |
| Close |
6,174.0 |
6,172.0 |
-2.0 |
0.0% |
6,193.0 |
| Range |
64.0 |
45.0 |
-19.0 |
-29.7% |
123.0 |
| ATR |
68.7 |
67.0 |
-1.7 |
-2.5% |
0.0 |
| Volume |
22,289 |
16,101 |
-6,188 |
-27.8% |
69,367 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,308.7 |
6,285.3 |
6,196.8 |
|
| R3 |
6,263.7 |
6,240.3 |
6,184.4 |
|
| R2 |
6,218.7 |
6,218.7 |
6,180.3 |
|
| R1 |
6,195.3 |
6,195.3 |
6,176.1 |
6,207.0 |
| PP |
6,173.7 |
6,173.7 |
6,173.7 |
6,179.5 |
| S1 |
6,150.3 |
6,150.3 |
6,167.9 |
6,162.0 |
| S2 |
6,128.7 |
6,128.7 |
6,163.8 |
|
| S3 |
6,083.7 |
6,105.3 |
6,159.6 |
|
| S4 |
6,038.7 |
6,060.3 |
6,147.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,583.0 |
6,511.0 |
6,260.7 |
|
| R3 |
6,460.0 |
6,388.0 |
6,226.8 |
|
| R2 |
6,337.0 |
6,337.0 |
6,215.6 |
|
| R1 |
6,265.0 |
6,265.0 |
6,204.3 |
6,239.5 |
| PP |
6,214.0 |
6,214.0 |
6,214.0 |
6,201.3 |
| S1 |
6,142.0 |
6,142.0 |
6,181.7 |
6,116.5 |
| S2 |
6,091.0 |
6,091.0 |
6,170.5 |
|
| S3 |
5,968.0 |
6,019.0 |
6,159.2 |
|
| S4 |
5,845.0 |
5,896.0 |
6,125.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,262.0 |
6,152.0 |
110.0 |
1.8% |
53.0 |
0.9% |
18% |
False |
True |
17,221 |
| 10 |
6,299.0 |
6,152.0 |
147.0 |
2.4% |
61.9 |
1.0% |
14% |
False |
True |
18,201 |
| 20 |
6,299.0 |
5,941.0 |
358.0 |
5.8% |
61.2 |
1.0% |
65% |
False |
False |
17,784 |
| 40 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
62.4 |
1.0% |
80% |
False |
False |
18,939 |
| 60 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
52.2 |
0.8% |
80% |
False |
False |
12,745 |
| 80 |
6,299.0 |
5,541.0 |
758.0 |
12.3% |
46.3 |
0.8% |
83% |
False |
False |
9,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,388.3 |
|
2.618 |
6,314.8 |
|
1.618 |
6,269.8 |
|
1.000 |
6,242.0 |
|
0.618 |
6,224.8 |
|
HIGH |
6,197.0 |
|
0.618 |
6,179.8 |
|
0.500 |
6,174.5 |
|
0.382 |
6,169.2 |
|
LOW |
6,152.0 |
|
0.618 |
6,124.2 |
|
1.000 |
6,107.0 |
|
1.618 |
6,079.2 |
|
2.618 |
6,034.2 |
|
4.250 |
5,960.8 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,174.5 |
6,190.5 |
| PP |
6,173.7 |
6,184.3 |
| S1 |
6,172.8 |
6,178.2 |
|