Trading Metrics calculated at close of trading on 01-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,502.4 |
1,506.0 |
3.6 |
0.2% |
1,504.9 |
High |
1,502.4 |
1,507.0 |
4.6 |
0.3% |
1,517.0 |
Low |
1,502.4 |
1,497.4 |
-5.0 |
-0.3% |
1,494.4 |
Close |
1,502.4 |
1,506.8 |
4.4 |
0.3% |
1,516.2 |
Range |
0.0 |
9.6 |
9.6 |
|
22.6 |
ATR |
9.5 |
9.5 |
0.0 |
0.1% |
0.0 |
Volume |
21 |
443 |
422 |
2,009.5% |
2,547 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.5 |
1,529.3 |
1,512.1 |
|
R3 |
1,522.9 |
1,519.7 |
1,509.4 |
|
R2 |
1,513.3 |
1,513.3 |
1,508.6 |
|
R1 |
1,510.1 |
1,510.1 |
1,507.7 |
1,511.7 |
PP |
1,503.7 |
1,503.7 |
1,503.7 |
1,504.6 |
S1 |
1,500.5 |
1,500.5 |
1,505.9 |
1,502.1 |
S2 |
1,494.1 |
1,494.1 |
1,505.0 |
|
S3 |
1,484.5 |
1,490.9 |
1,504.2 |
|
S4 |
1,474.9 |
1,481.3 |
1,501.5 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.0 |
1,569.2 |
1,528.6 |
|
R3 |
1,554.4 |
1,546.6 |
1,522.4 |
|
R2 |
1,531.8 |
1,531.8 |
1,520.3 |
|
R1 |
1,524.0 |
1,524.0 |
1,518.3 |
1,527.9 |
PP |
1,509.2 |
1,509.2 |
1,509.2 |
1,511.2 |
S1 |
1,501.4 |
1,501.4 |
1,514.1 |
1,505.3 |
S2 |
1,486.6 |
1,486.6 |
1,512.1 |
|
S3 |
1,464.0 |
1,478.8 |
1,510.0 |
|
S4 |
1,441.4 |
1,456.2 |
1,503.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.0 |
1,497.4 |
19.6 |
1.3% |
6.3 |
0.4% |
48% |
False |
True |
188 |
10 |
1,517.0 |
1,485.2 |
31.8 |
2.1% |
7.7 |
0.5% |
68% |
False |
False |
466 |
20 |
1,517.0 |
1,459.9 |
57.1 |
3.8% |
6.3 |
0.4% |
82% |
False |
False |
414 |
40 |
1,517.0 |
1,388.4 |
128.6 |
8.5% |
6.1 |
0.4% |
92% |
False |
False |
294 |
60 |
1,517.0 |
1,388.4 |
128.6 |
8.5% |
5.6 |
0.4% |
92% |
False |
False |
255 |
80 |
1,517.0 |
1,388.4 |
128.6 |
8.5% |
4.8 |
0.3% |
92% |
False |
False |
277 |
100 |
1,517.0 |
1,388.4 |
128.6 |
8.5% |
4.0 |
0.3% |
92% |
False |
False |
377 |
120 |
1,517.0 |
1,388.4 |
128.6 |
8.5% |
3.5 |
0.2% |
92% |
False |
False |
329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.8 |
2.618 |
1,532.1 |
1.618 |
1,522.5 |
1.000 |
1,516.6 |
0.618 |
1,512.9 |
HIGH |
1,507.0 |
0.618 |
1,503.3 |
0.500 |
1,502.2 |
0.382 |
1,501.1 |
LOW |
1,497.4 |
0.618 |
1,491.5 |
1.000 |
1,487.8 |
1.618 |
1,481.9 |
2.618 |
1,472.3 |
4.250 |
1,456.6 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,505.3 |
1,507.2 |
PP |
1,503.7 |
1,507.1 |
S1 |
1,502.2 |
1,506.9 |
|