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 |
13,120.21 |
13,062.75 |
-57.46 |
-0.4% |
12,961.49 |
High |
13,162.06 |
13,137.76 |
-24.30 |
-0.2% |
13,148.00 |
Low |
13,061.53 |
13,041.30 |
-20.23 |
-0.2% |
12,901.68 |
Close |
13,062.91 |
13,136.14 |
73.23 |
0.6% |
13,120.94 |
Range |
100.53 |
96.46 |
-4.07 |
-4.0% |
246.32 |
ATR |
102.86 |
102.40 |
-0.46 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,394.45 |
13,361.75 |
13,189.19 |
|
R3 |
13,297.99 |
13,265.29 |
13,162.67 |
|
R2 |
13,201.53 |
13,201.53 |
13,153.82 |
|
R1 |
13,168.83 |
13,168.83 |
13,144.98 |
13,185.18 |
PP |
13,105.07 |
13,105.07 |
13,105.07 |
13,113.24 |
S1 |
13,072.37 |
13,072.37 |
13,127.30 |
13,088.72 |
S2 |
13,008.61 |
13,008.61 |
13,118.46 |
|
S3 |
12,912.15 |
12,975.91 |
13,109.61 |
|
S4 |
12,815.69 |
12,879.45 |
13,083.09 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,795.83 |
13,704.71 |
13,256.42 |
|
R3 |
13,549.51 |
13,458.39 |
13,188.68 |
|
R2 |
13,303.19 |
13,303.19 |
13,166.10 |
|
R1 |
13,212.07 |
13,212.07 |
13,143.52 |
13,257.63 |
PP |
13,056.87 |
13,056.87 |
13,056.87 |
13,079.66 |
S1 |
12,965.75 |
12,965.75 |
13,098.36 |
13,011.31 |
S2 |
12,810.55 |
12,810.55 |
13,075.78 |
|
S3 |
12,564.23 |
12,719.43 |
13,053.20 |
|
S4 |
12,317.91 |
12,473.11 |
12,985.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,162.06 |
12,951.42 |
210.64 |
1.6% |
98.46 |
0.7% |
88% |
False |
False |
|
10 |
13,162.06 |
12,728.99 |
433.07 |
3.3% |
100.85 |
0.8% |
94% |
False |
False |
|
20 |
13,162.06 |
12,379.05 |
783.01 |
6.0% |
94.99 |
0.7% |
97% |
False |
False |
|
40 |
13,162.06 |
11,939.61 |
1,222.45 |
9.3% |
108.98 |
0.8% |
98% |
False |
False |
|
60 |
13,162.06 |
11,939.61 |
1,222.45 |
9.3% |
112.74 |
0.9% |
98% |
False |
False |
|
80 |
13,162.06 |
11,939.61 |
1,222.45 |
9.3% |
106.73 |
0.8% |
98% |
False |
False |
|
100 |
13,162.06 |
11,939.61 |
1,222.45 |
9.3% |
101.88 |
0.8% |
98% |
False |
False |
|
120 |
13,162.06 |
11,939.61 |
1,222.45 |
9.3% |
100.53 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,547.72 |
2.618 |
13,390.29 |
1.618 |
13,293.83 |
1.000 |
13,234.22 |
0.618 |
13,197.37 |
HIGH |
13,137.76 |
0.618 |
13,100.91 |
0.500 |
13,089.53 |
0.382 |
13,078.15 |
LOW |
13,041.30 |
0.618 |
12,981.69 |
1.000 |
12,944.84 |
1.618 |
12,885.23 |
2.618 |
12,788.77 |
4.250 |
12,631.35 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,120.60 |
13,124.65 |
PP |
13,105.07 |
13,113.17 |
S1 |
13,089.53 |
13,101.68 |
|