Trading Metrics calculated at close of trading on 05-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,447.00 |
1,448.00 |
1.00 |
0.1% |
1,446.25 |
High |
1,450.00 |
1,454.75 |
4.75 |
0.3% |
1,449.25 |
Low |
1,444.25 |
1,446.25 |
2.00 |
0.1% |
1,418.00 |
Close |
1,448.50 |
1,452.75 |
4.25 |
0.3% |
1,431.25 |
Range |
5.75 |
8.50 |
2.75 |
47.8% |
31.25 |
ATR |
15.64 |
15.13 |
-0.51 |
-3.3% |
0.00 |
Volume |
1,008,408 |
753,211 |
-255,197 |
-25.3% |
5,626,465 |
|
Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.75 |
1,473.25 |
1,457.50 |
|
R3 |
1,468.25 |
1,464.75 |
1,455.00 |
|
R2 |
1,459.75 |
1,459.75 |
1,454.25 |
|
R1 |
1,456.25 |
1,456.25 |
1,453.50 |
1,458.00 |
PP |
1,451.25 |
1,451.25 |
1,451.25 |
1,452.00 |
S1 |
1,447.75 |
1,447.75 |
1,452.00 |
1,449.50 |
S2 |
1,442.75 |
1,442.75 |
1,451.25 |
|
S3 |
1,434.25 |
1,439.25 |
1,450.50 |
|
S4 |
1,425.75 |
1,430.75 |
1,448.00 |
|
|
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 |
1,454.75 |
1,418.00 |
36.75 |
2.5% |
12.75 |
0.9% |
95% |
True |
False |
1,079,301 |
10 |
1,454.75 |
1,418.00 |
36.75 |
2.5% |
12.75 |
0.9% |
95% |
True |
False |
1,082,802 |
20 |
1,454.75 |
1,375.25 |
79.50 |
5.5% |
15.50 |
1.1% |
97% |
True |
False |
1,335,237 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
16.50 |
1.1% |
76% |
False |
False |
681,637 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
76% |
False |
False |
455,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.00 |
2.618 |
1,477.00 |
1.618 |
1,468.50 |
1.000 |
1,463.25 |
0.618 |
1,460.00 |
HIGH |
1,454.75 |
0.618 |
1,451.50 |
0.500 |
1,450.50 |
0.382 |
1,449.50 |
LOW |
1,446.25 |
0.618 |
1,441.00 |
1.000 |
1,437.75 |
1.618 |
1,432.50 |
2.618 |
1,424.00 |
4.250 |
1,410.00 |
|
|
Fisher Pivots for day following 05-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,452.00 |
1,449.75 |
PP |
1,451.25 |
1,447.00 |
S1 |
1,450.50 |
1,444.00 |
|