Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,455.75 |
1,448.50 |
-7.25 |
-0.5% |
1,431.75 |
High |
1,458.25 |
1,457.00 |
-1.25 |
-0.1% |
1,459.00 |
Low |
1,444.50 |
1,442.25 |
-2.25 |
-0.2% |
1,425.75 |
Close |
1,448.50 |
1,455.50 |
7.00 |
0.5% |
1,452.75 |
Range |
13.75 |
14.75 |
1.00 |
7.3% |
33.25 |
ATR |
13.49 |
13.58 |
0.09 |
0.7% |
0.00 |
Volume |
712,441 |
1,156,391 |
443,950 |
62.3% |
4,586,084 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.75 |
1,490.50 |
1,463.50 |
|
R3 |
1,481.00 |
1,475.75 |
1,459.50 |
|
R2 |
1,466.25 |
1,466.25 |
1,458.25 |
|
R1 |
1,461.00 |
1,461.00 |
1,456.75 |
1,463.50 |
PP |
1,451.50 |
1,451.50 |
1,451.50 |
1,453.00 |
S1 |
1,446.25 |
1,446.25 |
1,454.25 |
1,449.00 |
S2 |
1,436.75 |
1,436.75 |
1,452.75 |
|
S3 |
1,422.00 |
1,431.50 |
1,451.50 |
|
S4 |
1,407.25 |
1,416.75 |
1,447.50 |
|
|
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 |
1,442.25 |
16.75 |
1.2% |
9.75 |
0.7% |
79% |
False |
True |
602,466 |
10 |
1,459.00 |
1,418.00 |
41.00 |
2.8% |
11.25 |
0.8% |
91% |
False |
False |
840,883 |
20 |
1,459.00 |
1,394.75 |
64.25 |
4.4% |
13.25 |
0.9% |
95% |
False |
False |
1,024,066 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
16.25 |
1.1% |
78% |
False |
False |
756,616 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
14.25 |
1.0% |
78% |
False |
False |
505,190 |
80 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
13.50 |
0.9% |
78% |
False |
False |
379,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,519.75 |
2.618 |
1,495.50 |
1.618 |
1,480.75 |
1.000 |
1,471.75 |
0.618 |
1,466.00 |
HIGH |
1,457.00 |
0.618 |
1,451.25 |
0.500 |
1,449.50 |
0.382 |
1,448.00 |
LOW |
1,442.25 |
0.618 |
1,433.25 |
1.000 |
1,427.50 |
1.618 |
1,418.50 |
2.618 |
1,403.75 |
4.250 |
1,379.50 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,453.50 |
1,453.75 |
PP |
1,451.50 |
1,452.00 |
S1 |
1,449.50 |
1,450.25 |
|