Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.50 |
1,455.75 |
1.25 |
0.1% |
1,431.75 |
High |
1,458.25 |
1,458.25 |
0.00 |
0.0% |
1,459.00 |
Low |
1,451.25 |
1,444.50 |
-6.75 |
-0.5% |
1,425.75 |
Close |
1,456.00 |
1,448.50 |
-7.50 |
-0.5% |
1,452.75 |
Range |
7.00 |
13.75 |
6.75 |
96.4% |
33.25 |
ATR |
13.47 |
13.49 |
0.02 |
0.1% |
0.00 |
Volume |
576,687 |
712,441 |
135,754 |
23.5% |
4,586,084 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.75 |
1,483.75 |
1,456.00 |
|
R3 |
1,478.00 |
1,470.00 |
1,452.25 |
|
R2 |
1,464.25 |
1,464.25 |
1,451.00 |
|
R1 |
1,456.25 |
1,456.25 |
1,449.75 |
1,453.50 |
PP |
1,450.50 |
1,450.50 |
1,450.50 |
1,449.00 |
S1 |
1,442.50 |
1,442.50 |
1,447.25 |
1,439.50 |
S2 |
1,436.75 |
1,436.75 |
1,446.00 |
|
S3 |
1,423.00 |
1,428.75 |
1,444.75 |
|
S4 |
1,409.25 |
1,415.00 |
1,441.00 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.50 |
1,532.50 |
1,471.00 |
|
R3 |
1,512.25 |
1,499.25 |
1,462.00 |
|
R2 |
1,479.00 |
1,479.00 |
1,458.75 |
|
R1 |
1,466.00 |
1,466.00 |
1,455.75 |
1,472.50 |
PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,449.00 |
S1 |
1,432.75 |
1,432.75 |
1,449.75 |
1,439.25 |
S2 |
1,412.50 |
1,412.50 |
1,446.75 |
|
S3 |
1,379.25 |
1,399.50 |
1,443.50 |
|
S4 |
1,346.00 |
1,366.25 |
1,434.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.00 |
1,444.50 |
14.50 |
1.0% |
8.50 |
0.6% |
28% |
False |
True |
521,830 |
10 |
1,459.00 |
1,418.00 |
41.00 |
2.8% |
11.25 |
0.8% |
74% |
False |
False |
869,855 |
20 |
1,459.00 |
1,394.75 |
64.25 |
4.4% |
13.00 |
0.9% |
84% |
False |
False |
1,113,669 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
16.00 |
1.1% |
71% |
False |
False |
727,764 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
71% |
False |
False |
485,961 |
80 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
13.25 |
0.9% |
71% |
False |
False |
364,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.75 |
2.618 |
1,494.25 |
1.618 |
1,480.50 |
1.000 |
1,472.00 |
0.618 |
1,466.75 |
HIGH |
1,458.25 |
0.618 |
1,453.00 |
0.500 |
1,451.50 |
0.382 |
1,449.75 |
LOW |
1,444.50 |
0.618 |
1,436.00 |
1.000 |
1,430.75 |
1.618 |
1,422.25 |
2.618 |
1,408.50 |
4.250 |
1,386.00 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,451.50 |
1,451.75 |
PP |
1,450.50 |
1,450.75 |
S1 |
1,449.50 |
1,449.50 |
|