| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,261.0 |
6,296.0 |
35.0 |
0.6% |
6,206.0 |
| High |
6,280.0 |
6,326.0 |
46.0 |
0.7% |
6,326.0 |
| Low |
6,240.0 |
6,284.0 |
44.0 |
0.7% |
6,152.0 |
| Close |
6,259.0 |
6,319.0 |
60.0 |
1.0% |
6,319.0 |
| Range |
40.0 |
42.0 |
2.0 |
5.0% |
174.0 |
| ATR |
66.5 |
66.6 |
0.0 |
0.1% |
0.0 |
| Volume |
17,016 |
15,941 |
-1,075 |
-6.3% |
94,094 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,435.7 |
6,419.3 |
6,342.1 |
|
| R3 |
6,393.7 |
6,377.3 |
6,330.6 |
|
| R2 |
6,351.7 |
6,351.7 |
6,326.7 |
|
| R1 |
6,335.3 |
6,335.3 |
6,322.9 |
6,343.5 |
| PP |
6,309.7 |
6,309.7 |
6,309.7 |
6,313.8 |
| S1 |
6,293.3 |
6,293.3 |
6,315.2 |
6,301.5 |
| S2 |
6,267.7 |
6,267.7 |
6,311.3 |
|
| S3 |
6,225.7 |
6,251.3 |
6,307.5 |
|
| S4 |
6,183.7 |
6,209.3 |
6,295.9 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.7 |
6,727.3 |
6,414.7 |
|
| R3 |
6,613.7 |
6,553.3 |
6,366.9 |
|
| R2 |
6,439.7 |
6,439.7 |
6,350.9 |
|
| R1 |
6,379.3 |
6,379.3 |
6,335.0 |
6,409.5 |
| PP |
6,265.7 |
6,265.7 |
6,265.7 |
6,280.8 |
| S1 |
6,205.3 |
6,205.3 |
6,303.1 |
6,235.5 |
| S2 |
6,091.7 |
6,091.7 |
6,287.1 |
|
| S3 |
5,917.7 |
6,031.3 |
6,271.2 |
|
| S4 |
5,743.7 |
5,857.3 |
6,223.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,326.0 |
6,152.0 |
174.0 |
2.8% |
51.6 |
0.8% |
96% |
True |
False |
18,818 |
| 10 |
6,326.0 |
6,152.0 |
174.0 |
2.8% |
55.4 |
0.9% |
96% |
True |
False |
18,062 |
| 20 |
6,326.0 |
6,100.0 |
226.0 |
3.6% |
57.1 |
0.9% |
97% |
True |
False |
17,541 |
| 40 |
6,326.0 |
5,775.0 |
551.0 |
8.7% |
58.8 |
0.9% |
99% |
True |
False |
20,193 |
| 60 |
6,326.0 |
5,665.0 |
661.0 |
10.5% |
53.3 |
0.8% |
99% |
True |
False |
13,669 |
| 80 |
6,326.0 |
5,541.0 |
785.0 |
12.4% |
46.9 |
0.7% |
99% |
True |
False |
10,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,504.5 |
|
2.618 |
6,436.0 |
|
1.618 |
6,394.0 |
|
1.000 |
6,368.0 |
|
0.618 |
6,352.0 |
|
HIGH |
6,326.0 |
|
0.618 |
6,310.0 |
|
0.500 |
6,305.0 |
|
0.382 |
6,300.0 |
|
LOW |
6,284.0 |
|
0.618 |
6,258.0 |
|
1.000 |
6,242.0 |
|
1.618 |
6,216.0 |
|
2.618 |
6,174.0 |
|
4.250 |
6,105.5 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,314.3 |
6,299.3 |
| PP |
6,309.7 |
6,279.7 |
| S1 |
6,305.0 |
6,260.0 |
|