| 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 |
13,113 |
13,178 |
65 |
0.5% |
13,020 |
| High |
13,180 |
13,290 |
110 |
0.8% |
13,188 |
| Low |
13,078 |
13,174 |
96 |
0.7% |
12,948 |
| Close |
13,178 |
13,248 |
70 |
0.5% |
13,175 |
| Range |
102 |
116 |
14 |
13.7% |
240 |
| ATR |
106 |
107 |
1 |
0.6% |
0 |
| Volume |
116,643 |
150,755 |
34,112 |
29.2% |
615,997 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,585 |
13,533 |
13,312 |
|
| R3 |
13,469 |
13,417 |
13,280 |
|
| R2 |
13,353 |
13,353 |
13,269 |
|
| R1 |
13,301 |
13,301 |
13,259 |
13,327 |
| PP |
13,237 |
13,237 |
13,237 |
13,251 |
| S1 |
13,185 |
13,185 |
13,237 |
13,211 |
| S2 |
13,121 |
13,121 |
13,227 |
|
| S3 |
13,005 |
13,069 |
13,216 |
|
| S4 |
12,889 |
12,953 |
13,184 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,824 |
13,739 |
13,307 |
|
| R3 |
13,584 |
13,499 |
13,241 |
|
| R2 |
13,344 |
13,344 |
13,219 |
|
| R1 |
13,259 |
13,259 |
13,197 |
13,302 |
| PP |
13,104 |
13,104 |
13,104 |
13,125 |
| S1 |
13,019 |
13,019 |
13,153 |
13,062 |
| S2 |
12,864 |
12,864 |
13,131 |
|
| S3 |
12,624 |
12,779 |
13,109 |
|
| S4 |
12,384 |
12,539 |
13,043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,290 |
13,078 |
212 |
1.6% |
91 |
0.7% |
80% |
True |
False |
129,436 |
| 10 |
13,290 |
12,766 |
524 |
4.0% |
106 |
0.8% |
92% |
True |
False |
126,220 |
| 20 |
13,290 |
12,487 |
803 |
6.1% |
98 |
0.7% |
95% |
True |
False |
106,724 |
| 40 |
13,290 |
12,035 |
1,255 |
9.5% |
113 |
0.8% |
97% |
True |
False |
121,088 |
| 60 |
13,290 |
12,035 |
1,255 |
9.5% |
119 |
0.9% |
97% |
True |
False |
80,854 |
| 80 |
13,290 |
12,035 |
1,255 |
9.5% |
103 |
0.8% |
97% |
True |
False |
60,648 |
| 100 |
13,290 |
12,035 |
1,255 |
9.5% |
89 |
0.7% |
97% |
True |
False |
48,528 |
| 120 |
13,290 |
12,035 |
1,255 |
9.5% |
75 |
0.6% |
97% |
True |
False |
40,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,783 |
|
2.618 |
13,594 |
|
1.618 |
13,478 |
|
1.000 |
13,406 |
|
0.618 |
13,362 |
|
HIGH |
13,290 |
|
0.618 |
13,246 |
|
0.500 |
13,232 |
|
0.382 |
13,218 |
|
LOW |
13,174 |
|
0.618 |
13,102 |
|
1.000 |
13,058 |
|
1.618 |
12,986 |
|
2.618 |
12,870 |
|
4.250 |
12,681 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,243 |
13,227 |
| PP |
13,237 |
13,205 |
| S1 |
13,232 |
13,184 |
|