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 |
7,539.0 |
7,582.0 |
43.0 |
0.6% |
7,475.0 |
High |
7,590.5 |
7,600.0 |
9.5 |
0.1% |
7,535.0 |
Low |
7,536.0 |
7,544.0 |
8.0 |
0.1% |
7,350.0 |
Close |
7,576.0 |
7,590.5 |
14.5 |
0.2% |
7,497.0 |
Range |
54.5 |
56.0 |
1.5 |
2.8% |
185.0 |
ATR |
88.0 |
85.7 |
-2.3 |
-2.6% |
0.0 |
Volume |
341 |
602 |
261 |
76.5% |
2,369 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,746.2 |
7,724.3 |
7,621.3 |
|
R3 |
7,690.2 |
7,668.3 |
7,605.9 |
|
R2 |
7,634.2 |
7,634.2 |
7,600.8 |
|
R1 |
7,612.3 |
7,612.3 |
7,595.6 |
7,623.3 |
PP |
7,578.2 |
7,578.2 |
7,578.2 |
7,583.6 |
S1 |
7,556.3 |
7,556.3 |
7,585.4 |
7,567.3 |
S2 |
7,522.2 |
7,522.2 |
7,580.2 |
|
S3 |
7,466.2 |
7,500.3 |
7,575.1 |
|
S4 |
7,410.2 |
7,444.3 |
7,559.7 |
|
|
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 |
7,600.0 |
7,460.5 |
139.5 |
1.8% |
60.7 |
0.8% |
93% |
True |
False |
444 |
10 |
7,600.0 |
7,284.0 |
316.0 |
4.2% |
76.3 |
1.0% |
97% |
True |
False |
446 |
20 |
7,600.0 |
7,104.0 |
496.0 |
6.5% |
75.5 |
1.0% |
98% |
True |
False |
589 |
40 |
7,600.0 |
6,554.0 |
1,046.0 |
13.8% |
80.0 |
1.1% |
99% |
True |
False |
2,004 |
60 |
7,600.0 |
6,554.0 |
1,046.0 |
13.8% |
79.3 |
1.0% |
99% |
True |
False |
1,457 |
80 |
7,600.0 |
6,554.0 |
1,046.0 |
13.8% |
75.1 |
1.0% |
99% |
True |
False |
1,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,838.0 |
2.618 |
7,746.6 |
1.618 |
7,690.6 |
1.000 |
7,656.0 |
0.618 |
7,634.6 |
HIGH |
7,600.0 |
0.618 |
7,578.6 |
0.500 |
7,572.0 |
0.382 |
7,565.4 |
LOW |
7,544.0 |
0.618 |
7,509.4 |
1.000 |
7,488.0 |
1.618 |
7,453.4 |
2.618 |
7,397.4 |
4.250 |
7,306.0 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,584.3 |
7,574.3 |
PP |
7,578.2 |
7,558.2 |
S1 |
7,572.0 |
7,542.0 |
|