| 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 |
6,160.0 |
6,194.0 |
34.0 |
0.6% |
6,268.0 |
| High |
6,197.0 |
6,261.0 |
64.0 |
1.0% |
6,286.0 |
| Low |
6,152.0 |
6,194.0 |
42.0 |
0.7% |
6,163.0 |
| Close |
6,172.0 |
6,245.0 |
73.0 |
1.2% |
6,193.0 |
| Range |
45.0 |
67.0 |
22.0 |
48.9% |
123.0 |
| ATR |
67.0 |
68.6 |
1.6 |
2.3% |
0.0 |
| Volume |
16,101 |
22,747 |
6,646 |
41.3% |
69,367 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,434.3 |
6,406.7 |
6,281.9 |
|
| R3 |
6,367.3 |
6,339.7 |
6,263.4 |
|
| R2 |
6,300.3 |
6,300.3 |
6,257.3 |
|
| R1 |
6,272.7 |
6,272.7 |
6,251.1 |
6,286.5 |
| PP |
6,233.3 |
6,233.3 |
6,233.3 |
6,240.3 |
| S1 |
6,205.7 |
6,205.7 |
6,238.9 |
6,219.5 |
| S2 |
6,166.3 |
6,166.3 |
6,232.7 |
|
| S3 |
6,099.3 |
6,138.7 |
6,226.6 |
|
| S4 |
6,032.3 |
6,071.7 |
6,208.2 |
|
|
| 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 |
6,261.0 |
6,152.0 |
109.0 |
1.7% |
53.8 |
0.9% |
85% |
True |
False |
18,436 |
| 10 |
6,299.0 |
6,152.0 |
147.0 |
2.4% |
61.4 |
1.0% |
63% |
False |
False |
18,755 |
| 20 |
6,299.0 |
5,941.0 |
358.0 |
5.7% |
62.3 |
1.0% |
85% |
False |
False |
18,053 |
| 40 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
62.7 |
1.0% |
91% |
False |
False |
19,470 |
| 60 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
53.1 |
0.8% |
91% |
False |
False |
13,124 |
| 80 |
6,299.0 |
5,541.0 |
758.0 |
12.1% |
46.7 |
0.7% |
93% |
False |
False |
9,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,545.8 |
|
2.618 |
6,436.4 |
|
1.618 |
6,369.4 |
|
1.000 |
6,328.0 |
|
0.618 |
6,302.4 |
|
HIGH |
6,261.0 |
|
0.618 |
6,235.4 |
|
0.500 |
6,227.5 |
|
0.382 |
6,219.6 |
|
LOW |
6,194.0 |
|
0.618 |
6,152.6 |
|
1.000 |
6,127.0 |
|
1.618 |
6,085.6 |
|
2.618 |
6,018.6 |
|
4.250 |
5,909.3 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,239.2 |
6,232.2 |
| PP |
6,233.3 |
6,219.3 |
| S1 |
6,227.5 |
6,206.5 |
|