Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,484.0 |
7,539.0 |
55.0 |
0.7% |
7,475.0 |
High |
7,554.5 |
7,590.5 |
36.0 |
0.5% |
7,535.0 |
Low |
7,484.0 |
7,536.0 |
52.0 |
0.7% |
7,350.0 |
Close |
7,532.0 |
7,576.0 |
44.0 |
0.6% |
7,497.0 |
Range |
70.5 |
54.5 |
-16.0 |
-22.7% |
185.0 |
ATR |
90.3 |
88.0 |
-2.3 |
-2.5% |
0.0 |
Volume |
297 |
341 |
44 |
14.8% |
2,369 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,731.0 |
7,708.0 |
7,606.0 |
|
R3 |
7,676.5 |
7,653.5 |
7,591.0 |
|
R2 |
7,622.0 |
7,622.0 |
7,586.0 |
|
R1 |
7,599.0 |
7,599.0 |
7,581.0 |
7,610.5 |
PP |
7,567.5 |
7,567.5 |
7,567.5 |
7,573.3 |
S1 |
7,544.5 |
7,544.5 |
7,571.0 |
7,556.0 |
S2 |
7,513.0 |
7,513.0 |
7,566.0 |
|
S3 |
7,458.5 |
7,490.0 |
7,561.0 |
|
S4 |
7,404.0 |
7,435.5 |
7,546.0 |
|
|
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 |
7,590.5 |
7,415.5 |
175.0 |
2.3% |
66.3 |
0.9% |
92% |
True |
False |
483 |
10 |
7,590.5 |
7,284.0 |
306.5 |
4.0% |
79.6 |
1.1% |
95% |
True |
False |
404 |
20 |
7,590.5 |
7,020.0 |
570.5 |
7.5% |
76.5 |
1.0% |
97% |
True |
False |
577 |
40 |
7,590.5 |
6,554.0 |
1,036.5 |
13.7% |
81.4 |
1.1% |
99% |
True |
False |
2,011 |
60 |
7,590.5 |
6,554.0 |
1,036.5 |
13.7% |
78.8 |
1.0% |
99% |
True |
False |
1,450 |
80 |
7,590.5 |
6,554.0 |
1,036.5 |
13.7% |
75.0 |
1.0% |
99% |
True |
False |
1,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,822.1 |
2.618 |
7,733.2 |
1.618 |
7,678.7 |
1.000 |
7,645.0 |
0.618 |
7,624.2 |
HIGH |
7,590.5 |
0.618 |
7,569.7 |
0.500 |
7,563.3 |
0.382 |
7,556.8 |
LOW |
7,536.0 |
0.618 |
7,502.3 |
1.000 |
7,481.5 |
1.618 |
7,447.8 |
2.618 |
7,393.3 |
4.250 |
7,304.4 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,571.8 |
7,559.2 |
PP |
7,567.5 |
7,542.3 |
S1 |
7,563.3 |
7,525.5 |
|