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 |
13,206.65 |
13,243.08 |
36.43 |
0.3% |
13,120.21 |
High |
13,246.82 |
13,284.53 |
37.71 |
0.3% |
13,284.53 |
Low |
13,196.03 |
13,228.78 |
32.75 |
0.2% |
13,041.30 |
Close |
13,241.38 |
13,264.62 |
23.24 |
0.2% |
13,264.62 |
Range |
50.79 |
55.75 |
4.96 |
9.8% |
243.23 |
ATR |
100.27 |
97.09 |
-3.18 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,426.56 |
13,401.34 |
13,295.28 |
|
R3 |
13,370.81 |
13,345.59 |
13,279.95 |
|
R2 |
13,315.06 |
13,315.06 |
13,274.84 |
|
R1 |
13,289.84 |
13,289.84 |
13,269.73 |
13,302.45 |
PP |
13,259.31 |
13,259.31 |
13,259.31 |
13,265.62 |
S1 |
13,234.09 |
13,234.09 |
13,259.51 |
13,246.70 |
S2 |
13,203.56 |
13,203.56 |
13,254.40 |
|
S3 |
13,147.81 |
13,178.34 |
13,249.29 |
|
S4 |
13,092.06 |
13,122.59 |
13,233.96 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,926.51 |
13,838.79 |
13,398.40 |
|
R3 |
13,683.28 |
13,595.56 |
13,331.51 |
|
R2 |
13,440.05 |
13,440.05 |
13,309.21 |
|
R1 |
13,352.33 |
13,352.33 |
13,286.92 |
13,396.19 |
PP |
13,196.82 |
13,196.82 |
13,196.82 |
13,218.75 |
S1 |
13,109.10 |
13,109.10 |
13,242.32 |
13,152.96 |
S2 |
12,953.59 |
12,953.59 |
13,220.03 |
|
S3 |
12,710.36 |
12,865.87 |
13,197.73 |
|
S4 |
12,467.13 |
12,622.64 |
13,130.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,284.53 |
13,041.30 |
243.23 |
1.8% |
85.87 |
0.6% |
92% |
True |
False |
|
10 |
13,284.53 |
12,901.68 |
382.85 |
2.9% |
88.01 |
0.7% |
95% |
True |
False |
|
20 |
13,284.53 |
12,428.22 |
856.31 |
6.5% |
92.96 |
0.7% |
98% |
True |
False |
|
40 |
13,284.53 |
11,939.61 |
1,344.92 |
10.1% |
105.73 |
0.8% |
99% |
True |
False |
|
60 |
13,284.53 |
11,939.61 |
1,344.92 |
10.1% |
113.82 |
0.9% |
99% |
True |
False |
|
80 |
13,284.53 |
11,939.61 |
1,344.92 |
10.1% |
105.63 |
0.8% |
99% |
True |
False |
|
100 |
13,284.53 |
11,939.61 |
1,344.92 |
10.1% |
102.25 |
0.8% |
99% |
True |
False |
|
120 |
13,284.53 |
11,939.61 |
1,344.92 |
10.1% |
99.81 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,521.47 |
2.618 |
13,430.48 |
1.618 |
13,374.73 |
1.000 |
13,340.28 |
0.618 |
13,318.98 |
HIGH |
13,284.53 |
0.618 |
13,263.23 |
0.500 |
13,256.66 |
0.382 |
13,250.08 |
LOW |
13,228.78 |
0.618 |
13,194.33 |
1.000 |
13,173.03 |
1.618 |
13,138.58 |
2.618 |
13,082.83 |
4.250 |
12,991.84 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,261.97 |
13,245.59 |
PP |
13,259.31 |
13,226.56 |
S1 |
13,256.66 |
13,207.53 |
|