Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,474.75 |
1,478.75 |
4.00 |
0.3% |
1,457.25 |
High |
1,482.75 |
1,484.50 |
1.75 |
0.1% |
1,461.75 |
Low |
1,471.25 |
1,473.00 |
1.75 |
0.1% |
1,442.25 |
Close |
1,479.00 |
1,480.25 |
1.25 |
0.1% |
1,461.25 |
Range |
11.50 |
11.50 |
0.00 |
0.0% |
19.50 |
ATR |
13.36 |
13.23 |
-0.13 |
-1.0% |
0.00 |
Volume |
1,204,460 |
1,300,312 |
95,852 |
8.0% |
3,660,176 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.75 |
1,508.50 |
1,486.50 |
|
R3 |
1,502.25 |
1,497.00 |
1,483.50 |
|
R2 |
1,490.75 |
1,490.75 |
1,482.25 |
|
R1 |
1,485.50 |
1,485.50 |
1,481.25 |
1,488.00 |
PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,480.50 |
S1 |
1,474.00 |
1,474.00 |
1,479.25 |
1,476.50 |
S2 |
1,467.75 |
1,467.75 |
1,478.25 |
|
S3 |
1,456.25 |
1,462.50 |
1,477.00 |
|
S4 |
1,444.75 |
1,451.00 |
1,474.00 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.50 |
1,507.00 |
1,472.00 |
|
R3 |
1,494.00 |
1,487.50 |
1,466.50 |
|
R2 |
1,474.50 |
1,474.50 |
1,464.75 |
|
R1 |
1,468.00 |
1,468.00 |
1,463.00 |
1,471.25 |
PP |
1,455.00 |
1,455.00 |
1,455.00 |
1,456.75 |
S1 |
1,448.50 |
1,448.50 |
1,459.50 |
1,451.75 |
S2 |
1,435.50 |
1,435.50 |
1,457.75 |
|
S3 |
1,416.00 |
1,429.00 |
1,456.00 |
|
S4 |
1,396.50 |
1,409.50 |
1,450.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.50 |
1,442.25 |
42.25 |
2.9% |
12.75 |
0.9% |
90% |
True |
False |
1,160,997 |
10 |
1,484.50 |
1,442.25 |
42.25 |
2.9% |
10.50 |
0.7% |
90% |
True |
False |
841,413 |
20 |
1,484.50 |
1,418.00 |
66.50 |
4.5% |
11.75 |
0.8% |
94% |
True |
False |
1,004,910 |
40 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
16.75 |
1.1% |
96% |
True |
False |
872,728 |
60 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
14.50 |
1.0% |
96% |
True |
False |
582,502 |
80 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
13.50 |
0.9% |
96% |
True |
False |
437,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.50 |
2.618 |
1,514.50 |
1.618 |
1,503.00 |
1.000 |
1,496.00 |
0.618 |
1,491.50 |
HIGH |
1,484.50 |
0.618 |
1,480.00 |
0.500 |
1,478.75 |
0.382 |
1,477.50 |
LOW |
1,473.00 |
0.618 |
1,466.00 |
1.000 |
1,461.50 |
1.618 |
1,454.50 |
2.618 |
1,443.00 |
4.250 |
1,424.00 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,479.75 |
1,477.75 |
PP |
1,479.25 |
1,475.25 |
S1 |
1,478.75 |
1,472.75 |
|