Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,062.75 |
13,133.94 |
71.19 |
0.5% |
12,961.49 |
High |
13,137.76 |
13,256.33 |
118.57 |
0.9% |
13,148.00 |
Low |
13,041.30 |
13,130.53 |
89.23 |
0.7% |
12,901.68 |
Close |
13,136.14 |
13,211.88 |
75.74 |
0.6% |
13,120.94 |
Range |
96.46 |
125.80 |
29.34 |
30.4% |
246.32 |
ATR |
102.40 |
104.07 |
1.67 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,576.98 |
13,520.23 |
13,281.07 |
|
R3 |
13,451.18 |
13,394.43 |
13,246.48 |
|
R2 |
13,325.38 |
13,325.38 |
13,234.94 |
|
R1 |
13,268.63 |
13,268.63 |
13,223.41 |
13,297.01 |
PP |
13,199.58 |
13,199.58 |
13,199.58 |
13,213.77 |
S1 |
13,142.83 |
13,142.83 |
13,200.35 |
13,171.21 |
S2 |
13,073.78 |
13,073.78 |
13,188.82 |
|
S3 |
12,947.98 |
13,017.03 |
13,177.29 |
|
S4 |
12,822.18 |
12,891.23 |
13,142.69 |
|
|
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 |
13,256.33 |
13,041.30 |
215.03 |
1.6% |
92.41 |
0.7% |
79% |
True |
False |
|
10 |
13,256.33 |
12,734.92 |
521.41 |
3.9% |
102.49 |
0.8% |
91% |
True |
False |
|
20 |
13,256.33 |
12,428.22 |
828.11 |
6.3% |
93.52 |
0.7% |
95% |
True |
False |
|
40 |
13,256.33 |
11,939.61 |
1,316.72 |
10.0% |
107.78 |
0.8% |
97% |
True |
False |
|
60 |
13,256.33 |
11,939.61 |
1,316.72 |
10.0% |
113.98 |
0.9% |
97% |
True |
False |
|
80 |
13,256.33 |
11,939.61 |
1,316.72 |
10.0% |
106.87 |
0.8% |
97% |
True |
False |
|
100 |
13,256.33 |
11,939.61 |
1,316.72 |
10.0% |
102.55 |
0.8% |
97% |
True |
False |
|
120 |
13,256.33 |
11,939.61 |
1,316.72 |
10.0% |
100.47 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,790.98 |
2.618 |
13,585.67 |
1.618 |
13,459.87 |
1.000 |
13,382.13 |
0.618 |
13,334.07 |
HIGH |
13,256.33 |
0.618 |
13,208.27 |
0.500 |
13,193.43 |
0.382 |
13,178.59 |
LOW |
13,130.53 |
0.618 |
13,052.79 |
1.000 |
13,004.73 |
1.618 |
12,926.99 |
2.618 |
12,801.19 |
4.250 |
12,595.88 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,205.73 |
13,190.86 |
PP |
13,199.58 |
13,169.84 |
S1 |
13,193.43 |
13,148.82 |
|