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 |
6,194.0 |
6,261.0 |
67.0 |
1.1% |
6,268.0 |
High |
6,261.0 |
6,280.0 |
19.0 |
0.3% |
6,286.0 |
Low |
6,194.0 |
6,240.0 |
46.0 |
0.7% |
6,163.0 |
Close |
6,245.0 |
6,259.0 |
14.0 |
0.2% |
6,193.0 |
Range |
67.0 |
40.0 |
-27.0 |
-40.3% |
123.0 |
ATR |
68.6 |
66.5 |
-2.0 |
-3.0% |
0.0 |
Volume |
22,747 |
17,016 |
-5,731 |
-25.2% |
69,367 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,379.7 |
6,359.3 |
6,281.0 |
|
R3 |
6,339.7 |
6,319.3 |
6,270.0 |
|
R2 |
6,299.7 |
6,299.7 |
6,266.3 |
|
R1 |
6,279.3 |
6,279.3 |
6,262.7 |
6,269.5 |
PP |
6,259.7 |
6,259.7 |
6,259.7 |
6,254.8 |
S1 |
6,239.3 |
6,239.3 |
6,255.3 |
6,229.5 |
S2 |
6,219.7 |
6,219.7 |
6,251.7 |
|
S3 |
6,179.7 |
6,199.3 |
6,248.0 |
|
S4 |
6,139.7 |
6,159.3 |
6,237.0 |
|
|
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 |
6,280.0 |
6,152.0 |
128.0 |
2.0% |
54.6 |
0.9% |
84% |
True |
False |
18,777 |
10 |
6,286.0 |
6,152.0 |
134.0 |
2.1% |
60.1 |
1.0% |
80% |
False |
False |
18,684 |
20 |
6,299.0 |
5,980.0 |
319.0 |
5.1% |
59.7 |
1.0% |
87% |
False |
False |
17,825 |
40 |
6,299.0 |
5,670.0 |
629.0 |
10.0% |
60.8 |
1.0% |
94% |
False |
False |
19,873 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.1% |
53.4 |
0.9% |
94% |
False |
False |
13,404 |
80 |
6,299.0 |
5,541.0 |
758.0 |
12.1% |
46.6 |
0.7% |
95% |
False |
False |
10,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,450.0 |
2.618 |
6,384.7 |
1.618 |
6,344.7 |
1.000 |
6,320.0 |
0.618 |
6,304.7 |
HIGH |
6,280.0 |
0.618 |
6,264.7 |
0.500 |
6,260.0 |
0.382 |
6,255.3 |
LOW |
6,240.0 |
0.618 |
6,215.3 |
1.000 |
6,200.0 |
1.618 |
6,175.3 |
2.618 |
6,135.3 |
4.250 |
6,070.0 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,260.0 |
6,244.7 |
PP |
6,259.7 |
6,230.3 |
S1 |
6,259.3 |
6,216.0 |
|