Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,431.75 |
1,433.50 |
1.75 |
0.1% |
1,446.25 |
High |
1,436.00 |
1,450.50 |
14.50 |
1.0% |
1,449.25 |
Low |
1,425.75 |
1,433.25 |
7.50 |
0.5% |
1,418.00 |
Close |
1,433.25 |
1,447.25 |
14.00 |
1.0% |
1,431.25 |
Range |
10.25 |
17.25 |
7.00 |
68.3% |
31.25 |
ATR |
16.33 |
16.40 |
0.07 |
0.4% |
0.00 |
Volume |
1,399,338 |
904,543 |
-494,795 |
-35.4% |
5,626,465 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.50 |
1,488.50 |
1,456.75 |
|
R3 |
1,478.25 |
1,471.25 |
1,452.00 |
|
R2 |
1,461.00 |
1,461.00 |
1,450.50 |
|
R1 |
1,454.00 |
1,454.00 |
1,448.75 |
1,457.50 |
PP |
1,443.75 |
1,443.75 |
1,443.75 |
1,445.50 |
S1 |
1,436.75 |
1,436.75 |
1,445.75 |
1,440.25 |
S2 |
1,426.50 |
1,426.50 |
1,444.00 |
|
S3 |
1,409.25 |
1,419.50 |
1,442.50 |
|
S4 |
1,392.00 |
1,402.25 |
1,437.75 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.50 |
1,510.25 |
1,448.50 |
|
R3 |
1,495.25 |
1,479.00 |
1,439.75 |
|
R2 |
1,464.00 |
1,464.00 |
1,437.00 |
|
R1 |
1,447.75 |
1,447.75 |
1,434.00 |
1,440.25 |
PP |
1,432.75 |
1,432.75 |
1,432.75 |
1,429.00 |
S1 |
1,416.50 |
1,416.50 |
1,428.50 |
1,409.00 |
S2 |
1,401.50 |
1,401.50 |
1,425.50 |
|
S3 |
1,370.25 |
1,385.25 |
1,422.75 |
|
S4 |
1,339.00 |
1,354.00 |
1,414.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.50 |
1,418.00 |
32.50 |
2.2% |
16.25 |
1.1% |
90% |
True |
False |
1,198,399 |
10 |
1,451.00 |
1,418.00 |
33.00 |
2.3% |
15.25 |
1.1% |
89% |
False |
False |
1,174,030 |
20 |
1,451.00 |
1,375.25 |
75.75 |
5.2% |
16.50 |
1.1% |
95% |
False |
False |
1,258,928 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
16.50 |
1.1% |
70% |
False |
False |
637,633 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.50 |
1.0% |
70% |
False |
False |
425,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.75 |
2.618 |
1,495.75 |
1.618 |
1,478.50 |
1.000 |
1,467.75 |
0.618 |
1,461.25 |
HIGH |
1,450.50 |
0.618 |
1,444.00 |
0.500 |
1,442.00 |
0.382 |
1,439.75 |
LOW |
1,433.25 |
0.618 |
1,422.50 |
1.000 |
1,416.00 |
1.618 |
1,405.25 |
2.618 |
1,388.00 |
4.250 |
1,360.00 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,445.50 |
1,443.00 |
PP |
1,443.75 |
1,438.50 |
S1 |
1,442.00 |
1,434.25 |
|