Trading Metrics calculated at close of trading on 07-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,243.08 |
13,264.13 |
21.05 |
0.2% |
13,120.21 |
High |
13,284.53 |
13,317.69 |
33.16 |
0.2% |
13,284.53 |
Low |
13,228.78 |
13,260.80 |
32.02 |
0.2% |
13,041.30 |
Close |
13,264.62 |
13,312.97 |
48.35 |
0.4% |
13,264.62 |
Range |
55.75 |
56.89 |
1.14 |
2.0% |
243.23 |
ATR |
97.09 |
94.21 |
-2.87 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,467.82 |
13,447.29 |
13,344.26 |
|
R3 |
13,410.93 |
13,390.40 |
13,328.61 |
|
R2 |
13,354.04 |
13,354.04 |
13,323.40 |
|
R1 |
13,333.51 |
13,333.51 |
13,318.18 |
13,343.78 |
PP |
13,297.15 |
13,297.15 |
13,297.15 |
13,302.29 |
S1 |
13,276.62 |
13,276.62 |
13,307.76 |
13,286.89 |
S2 |
13,240.26 |
13,240.26 |
13,302.54 |
|
S3 |
13,183.37 |
13,219.73 |
13,297.33 |
|
S4 |
13,126.48 |
13,162.84 |
13,281.68 |
|
|
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 |
13,317.69 |
13,041.30 |
276.39 |
2.1% |
77.14 |
0.6% |
98% |
True |
False |
|
10 |
13,317.69 |
12,901.68 |
416.01 |
3.1% |
86.97 |
0.7% |
99% |
True |
False |
|
20 |
13,317.69 |
12,428.22 |
889.47 |
6.7% |
93.89 |
0.7% |
99% |
True |
False |
|
40 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
104.60 |
0.8% |
100% |
True |
False |
|
60 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
113.27 |
0.9% |
100% |
True |
False |
|
80 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
105.14 |
0.8% |
100% |
True |
False |
|
100 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
101.92 |
0.8% |
100% |
True |
False |
|
120 |
13,317.69 |
11,939.61 |
1,378.08 |
10.4% |
99.48 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,559.47 |
2.618 |
13,466.63 |
1.618 |
13,409.74 |
1.000 |
13,374.58 |
0.618 |
13,352.85 |
HIGH |
13,317.69 |
0.618 |
13,295.96 |
0.500 |
13,289.25 |
0.382 |
13,282.53 |
LOW |
13,260.80 |
0.618 |
13,225.64 |
1.000 |
13,203.91 |
1.618 |
13,168.75 |
2.618 |
13,111.86 |
4.250 |
13,019.02 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,305.06 |
13,294.27 |
PP |
13,297.15 |
13,275.56 |
S1 |
13,289.25 |
13,256.86 |
|