Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,501.0 |
7,484.0 |
-17.0 |
-0.2% |
7,475.0 |
High |
7,535.0 |
7,554.5 |
19.5 |
0.3% |
7,535.0 |
Low |
7,460.5 |
7,484.0 |
23.5 |
0.3% |
7,350.0 |
Close |
7,497.0 |
7,532.0 |
35.0 |
0.5% |
7,497.0 |
Range |
74.5 |
70.5 |
-4.0 |
-5.4% |
185.0 |
ATR |
91.8 |
90.3 |
-1.5 |
-1.7% |
0.0 |
Volume |
358 |
297 |
-61 |
-17.0% |
2,369 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,735.0 |
7,704.0 |
7,570.8 |
|
R3 |
7,664.5 |
7,633.5 |
7,551.4 |
|
R2 |
7,594.0 |
7,594.0 |
7,544.9 |
|
R1 |
7,563.0 |
7,563.0 |
7,538.5 |
7,578.5 |
PP |
7,523.5 |
7,523.5 |
7,523.5 |
7,531.3 |
S1 |
7,492.5 |
7,492.5 |
7,525.5 |
7,508.0 |
S2 |
7,453.0 |
7,453.0 |
7,519.1 |
|
S3 |
7,382.5 |
7,422.0 |
7,512.6 |
|
S4 |
7,312.0 |
7,351.5 |
7,493.2 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,015.7 |
7,941.3 |
7,598.8 |
|
R3 |
7,830.7 |
7,756.3 |
7,547.9 |
|
R2 |
7,645.7 |
7,645.7 |
7,530.9 |
|
R1 |
7,571.3 |
7,571.3 |
7,514.0 |
7,608.5 |
PP |
7,460.7 |
7,460.7 |
7,460.7 |
7,479.3 |
S1 |
7,386.3 |
7,386.3 |
7,480.0 |
7,423.5 |
S2 |
7,275.7 |
7,275.7 |
7,463.1 |
|
S3 |
7,090.7 |
7,201.3 |
7,446.1 |
|
S4 |
6,905.7 |
7,016.3 |
7,395.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,554.5 |
7,350.0 |
204.5 |
2.7% |
77.8 |
1.0% |
89% |
True |
False |
484 |
10 |
7,554.5 |
7,284.0 |
270.5 |
3.6% |
81.0 |
1.1% |
92% |
True |
False |
616 |
20 |
7,554.5 |
7,015.0 |
539.5 |
7.2% |
77.5 |
1.0% |
96% |
True |
False |
578 |
40 |
7,554.5 |
6,554.0 |
1,000.5 |
13.3% |
83.9 |
1.1% |
98% |
True |
False |
2,016 |
60 |
7,554.5 |
6,554.0 |
1,000.5 |
13.3% |
78.5 |
1.0% |
98% |
True |
False |
1,446 |
80 |
7,554.5 |
6,554.0 |
1,000.5 |
13.3% |
75.2 |
1.0% |
98% |
True |
False |
1,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,854.1 |
2.618 |
7,739.1 |
1.618 |
7,668.6 |
1.000 |
7,625.0 |
0.618 |
7,598.1 |
HIGH |
7,554.5 |
0.618 |
7,527.6 |
0.500 |
7,519.3 |
0.382 |
7,510.9 |
LOW |
7,484.0 |
0.618 |
7,440.4 |
1.000 |
7,413.5 |
1.618 |
7,369.9 |
2.618 |
7,299.4 |
4.250 |
7,184.4 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,527.8 |
7,523.8 |
PP |
7,523.5 |
7,515.7 |
S1 |
7,519.3 |
7,507.5 |
|