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 |
1,519.0 |
1,529.5 |
10.5 |
0.7% |
1,502.4 |
High |
1,523.3 |
1,529.5 |
6.2 |
0.4% |
1,529.5 |
Low |
1,516.3 |
1,522.0 |
5.7 |
0.4% |
1,497.4 |
Close |
1,522.7 |
1,528.7 |
6.0 |
0.4% |
1,528.7 |
Range |
7.0 |
7.5 |
0.5 |
7.1% |
32.1 |
ATR |
9.5 |
9.3 |
-0.1 |
-1.5% |
0.0 |
Volume |
143 |
1,314 |
1,171 |
818.9% |
2,739 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.2 |
1,546.5 |
1,532.8 |
|
R3 |
1,541.7 |
1,539.0 |
1,530.8 |
|
R2 |
1,534.2 |
1,534.2 |
1,530.1 |
|
R1 |
1,531.5 |
1,531.5 |
1,529.4 |
1,529.1 |
PP |
1,526.7 |
1,526.7 |
1,526.7 |
1,525.6 |
S1 |
1,524.0 |
1,524.0 |
1,528.0 |
1,521.6 |
S2 |
1,519.2 |
1,519.2 |
1,527.3 |
|
S3 |
1,511.7 |
1,516.5 |
1,526.6 |
|
S4 |
1,504.2 |
1,509.0 |
1,524.6 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.8 |
1,603.9 |
1,546.4 |
|
R3 |
1,582.7 |
1,571.8 |
1,537.5 |
|
R2 |
1,550.6 |
1,550.6 |
1,534.6 |
|
R1 |
1,539.7 |
1,539.7 |
1,531.6 |
1,545.2 |
PP |
1,518.5 |
1,518.5 |
1,518.5 |
1,521.3 |
S1 |
1,507.6 |
1,507.6 |
1,525.8 |
1,513.1 |
S2 |
1,486.4 |
1,486.4 |
1,522.8 |
|
S3 |
1,454.3 |
1,475.5 |
1,519.9 |
|
S4 |
1,422.2 |
1,443.4 |
1,511.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,529.5 |
1,497.4 |
32.1 |
2.1% |
5.7 |
0.4% |
98% |
True |
False |
547 |
10 |
1,529.5 |
1,494.4 |
35.1 |
2.3% |
6.7 |
0.4% |
98% |
True |
False |
528 |
20 |
1,529.5 |
1,460.6 |
68.9 |
4.5% |
6.8 |
0.4% |
99% |
True |
False |
398 |
40 |
1,529.5 |
1,388.4 |
141.1 |
9.2% |
6.4 |
0.4% |
99% |
True |
False |
348 |
60 |
1,529.5 |
1,388.4 |
141.1 |
9.2% |
5.8 |
0.4% |
99% |
True |
False |
285 |
80 |
1,529.5 |
1,388.4 |
141.1 |
9.2% |
4.9 |
0.3% |
99% |
True |
False |
306 |
100 |
1,529.5 |
1,388.4 |
141.1 |
9.2% |
4.1 |
0.3% |
99% |
True |
False |
392 |
120 |
1,529.5 |
1,388.4 |
141.1 |
9.2% |
3.6 |
0.2% |
99% |
True |
False |
345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.4 |
2.618 |
1,549.1 |
1.618 |
1,541.6 |
1.000 |
1,537.0 |
0.618 |
1,534.1 |
HIGH |
1,529.5 |
0.618 |
1,526.6 |
0.500 |
1,525.8 |
0.382 |
1,524.9 |
LOW |
1,522.0 |
0.618 |
1,517.4 |
1.000 |
1,514.5 |
1.618 |
1,509.9 |
2.618 |
1,502.4 |
4.250 |
1,490.1 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,527.7 |
1,526.3 |
PP |
1,526.7 |
1,523.9 |
S1 |
1,525.8 |
1,521.5 |
|