Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,480.50 |
1,479.75 |
-0.75 |
-0.1% |
1,461.50 |
High |
1,481.75 |
1,493.50 |
11.75 |
0.8% |
1,493.50 |
Low |
1,468.25 |
1,478.75 |
10.50 |
0.7% |
1,461.00 |
Close |
1,480.25 |
1,493.00 |
12.75 |
0.9% |
1,493.00 |
Range |
13.50 |
14.75 |
1.25 |
9.3% |
32.50 |
ATR |
13.25 |
13.35 |
0.11 |
0.8% |
0.00 |
Volume |
1,097,360 |
1,198,217 |
100,857 |
9.2% |
5,775,744 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.75 |
1,527.50 |
1,501.00 |
|
R3 |
1,518.00 |
1,512.75 |
1,497.00 |
|
R2 |
1,503.25 |
1,503.25 |
1,495.75 |
|
R1 |
1,498.00 |
1,498.00 |
1,494.25 |
1,500.50 |
PP |
1,488.50 |
1,488.50 |
1,488.50 |
1,489.75 |
S1 |
1,483.25 |
1,483.25 |
1,491.75 |
1,486.00 |
S2 |
1,473.75 |
1,473.75 |
1,490.25 |
|
S3 |
1,459.00 |
1,468.50 |
1,489.00 |
|
S4 |
1,444.25 |
1,453.75 |
1,485.00 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.00 |
1,569.00 |
1,511.00 |
|
R3 |
1,547.50 |
1,536.50 |
1,502.00 |
|
R2 |
1,515.00 |
1,515.00 |
1,499.00 |
|
R1 |
1,504.00 |
1,504.00 |
1,496.00 |
1,509.50 |
PP |
1,482.50 |
1,482.50 |
1,482.50 |
1,485.25 |
S1 |
1,471.50 |
1,471.50 |
1,490.00 |
1,477.00 |
S2 |
1,450.00 |
1,450.00 |
1,487.00 |
|
S3 |
1,417.50 |
1,439.00 |
1,484.00 |
|
S4 |
1,385.00 |
1,406.50 |
1,475.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,493.50 |
1,461.00 |
32.50 |
2.2% |
13.50 |
0.9% |
98% |
True |
False |
1,155,148 |
10 |
1,493.50 |
1,442.25 |
51.25 |
3.4% |
12.00 |
0.8% |
99% |
True |
False |
943,592 |
20 |
1,493.50 |
1,418.00 |
75.50 |
5.1% |
12.25 |
0.8% |
99% |
True |
False |
982,423 |
40 |
1,493.50 |
1,375.25 |
118.25 |
7.9% |
17.00 |
1.1% |
100% |
True |
False |
929,582 |
60 |
1,493.50 |
1,375.25 |
118.25 |
7.9% |
14.50 |
1.0% |
100% |
True |
False |
620,671 |
80 |
1,493.50 |
1,375.25 |
118.25 |
7.9% |
13.75 |
0.9% |
100% |
True |
False |
465,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,556.25 |
2.618 |
1,532.00 |
1.618 |
1,517.25 |
1.000 |
1,508.25 |
0.618 |
1,502.50 |
HIGH |
1,493.50 |
0.618 |
1,487.75 |
0.500 |
1,486.00 |
0.382 |
1,484.50 |
LOW |
1,478.75 |
0.618 |
1,469.75 |
1.000 |
1,464.00 |
1.618 |
1,455.00 |
2.618 |
1,440.25 |
4.250 |
1,416.00 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,490.75 |
1,489.00 |
PP |
1,488.50 |
1,485.00 |
S1 |
1,486.00 |
1,481.00 |
|