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 |
7,582.0 |
7,598.5 |
16.5 |
0.2% |
7,484.0 |
High |
7,600.0 |
7,640.0 |
40.0 |
0.5% |
7,640.0 |
Low |
7,544.0 |
7,584.0 |
40.0 |
0.5% |
7,484.0 |
Close |
7,590.5 |
7,626.5 |
36.0 |
0.5% |
7,626.5 |
Range |
56.0 |
56.0 |
0.0 |
0.0% |
156.0 |
ATR |
85.7 |
83.6 |
-2.1 |
-2.5% |
0.0 |
Volume |
602 |
262 |
-340 |
-56.5% |
1,502 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,784.8 |
7,761.7 |
7,657.3 |
|
R3 |
7,728.8 |
7,705.7 |
7,641.9 |
|
R2 |
7,672.8 |
7,672.8 |
7,636.8 |
|
R1 |
7,649.7 |
7,649.7 |
7,631.6 |
7,661.3 |
PP |
7,616.8 |
7,616.8 |
7,616.8 |
7,622.6 |
S1 |
7,593.7 |
7,593.7 |
7,621.4 |
7,605.3 |
S2 |
7,560.8 |
7,560.8 |
7,616.2 |
|
S3 |
7,504.8 |
7,537.7 |
7,611.1 |
|
S4 |
7,448.8 |
7,481.7 |
7,595.7 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,051.5 |
7,995.0 |
7,712.3 |
|
R3 |
7,895.5 |
7,839.0 |
7,669.4 |
|
R2 |
7,739.5 |
7,739.5 |
7,655.1 |
|
R1 |
7,683.0 |
7,683.0 |
7,640.8 |
7,711.3 |
PP |
7,583.5 |
7,583.5 |
7,583.5 |
7,597.6 |
S1 |
7,527.0 |
7,527.0 |
7,612.2 |
7,555.3 |
S2 |
7,427.5 |
7,427.5 |
7,597.9 |
|
S3 |
7,271.5 |
7,371.0 |
7,583.6 |
|
S4 |
7,115.5 |
7,215.0 |
7,540.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,640.0 |
7,460.5 |
179.5 |
2.4% |
62.3 |
0.8% |
92% |
True |
False |
372 |
10 |
7,640.0 |
7,350.0 |
290.0 |
3.8% |
70.7 |
0.9% |
95% |
True |
False |
448 |
20 |
7,640.0 |
7,170.0 |
470.0 |
6.2% |
73.8 |
1.0% |
97% |
True |
False |
558 |
40 |
7,640.0 |
6,554.0 |
1,086.0 |
14.2% |
79.0 |
1.0% |
99% |
True |
False |
1,993 |
60 |
7,640.0 |
6,554.0 |
1,086.0 |
14.2% |
79.6 |
1.0% |
99% |
True |
False |
1,461 |
80 |
7,640.0 |
6,554.0 |
1,086.0 |
14.2% |
74.7 |
1.0% |
99% |
True |
False |
1,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,878.0 |
2.618 |
7,786.6 |
1.618 |
7,730.6 |
1.000 |
7,696.0 |
0.618 |
7,674.6 |
HIGH |
7,640.0 |
0.618 |
7,618.6 |
0.500 |
7,612.0 |
0.382 |
7,605.4 |
LOW |
7,584.0 |
0.618 |
7,549.4 |
1.000 |
7,528.0 |
1.618 |
7,493.4 |
2.618 |
7,437.4 |
4.250 |
7,346.0 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,621.7 |
7,613.7 |
PP |
7,616.8 |
7,600.8 |
S1 |
7,612.0 |
7,588.0 |
|