Trading Metrics calculated at close of trading on 03-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,133.94 |
13,206.65 |
72.71 |
0.6% |
12,961.49 |
High |
13,256.33 |
13,246.82 |
-9.51 |
-0.1% |
13,148.00 |
Low |
13,130.53 |
13,196.03 |
65.50 |
0.5% |
12,901.68 |
Close |
13,211.88 |
13,241.38 |
29.50 |
0.2% |
13,120.94 |
Range |
125.80 |
50.79 |
-75.01 |
-59.6% |
246.32 |
ATR |
104.07 |
100.27 |
-3.81 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,380.45 |
13,361.70 |
13,269.31 |
|
R3 |
13,329.66 |
13,310.91 |
13,255.35 |
|
R2 |
13,278.87 |
13,278.87 |
13,250.69 |
|
R1 |
13,260.12 |
13,260.12 |
13,246.04 |
13,269.50 |
PP |
13,228.08 |
13,228.08 |
13,228.08 |
13,232.76 |
S1 |
13,209.33 |
13,209.33 |
13,236.72 |
13,218.71 |
S2 |
13,177.29 |
13,177.29 |
13,232.07 |
|
S3 |
13,126.50 |
13,158.54 |
13,227.41 |
|
S4 |
13,075.71 |
13,107.75 |
13,213.45 |
|
|
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% |
89.64 |
0.7% |
93% |
False |
False |
|
10 |
13,256.33 |
12,810.17 |
446.16 |
3.4% |
98.05 |
0.7% |
97% |
False |
False |
|
20 |
13,256.33 |
12,428.22 |
828.11 |
6.3% |
93.77 |
0.7% |
98% |
False |
False |
|
40 |
13,256.33 |
11,939.61 |
1,316.72 |
9.9% |
107.10 |
0.8% |
99% |
False |
False |
|
60 |
13,256.33 |
11,939.61 |
1,316.72 |
9.9% |
114.05 |
0.9% |
99% |
False |
False |
|
80 |
13,256.33 |
11,939.61 |
1,316.72 |
9.9% |
106.15 |
0.8% |
99% |
False |
False |
|
100 |
13,256.33 |
11,939.61 |
1,316.72 |
9.9% |
102.65 |
0.8% |
99% |
False |
False |
|
120 |
13,256.33 |
11,939.61 |
1,316.72 |
9.9% |
100.10 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,462.68 |
2.618 |
13,379.79 |
1.618 |
13,329.00 |
1.000 |
13,297.61 |
0.618 |
13,278.21 |
HIGH |
13,246.82 |
0.618 |
13,227.42 |
0.500 |
13,221.43 |
0.382 |
13,215.43 |
LOW |
13,196.03 |
0.618 |
13,164.64 |
1.000 |
13,145.24 |
1.618 |
13,113.85 |
2.618 |
13,063.06 |
4.250 |
12,980.17 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,234.73 |
13,210.53 |
PP |
13,228.08 |
13,179.67 |
S1 |
13,221.43 |
13,148.82 |
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