Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,479.75 |
1,492.75 |
13.00 |
0.9% |
1,461.50 |
High |
1,493.50 |
1,494.75 |
1.25 |
0.1% |
1,493.50 |
Low |
1,478.75 |
1,487.00 |
8.25 |
0.6% |
1,461.00 |
Close |
1,493.00 |
1,488.25 |
-4.75 |
-0.3% |
1,493.00 |
Range |
14.75 |
7.75 |
-7.00 |
-47.5% |
32.50 |
ATR |
13.35 |
12.95 |
-0.40 |
-3.0% |
0.00 |
Volume |
1,198,217 |
1,345,302 |
147,085 |
12.3% |
5,775,744 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.25 |
1,508.50 |
1,492.50 |
|
R3 |
1,505.50 |
1,500.75 |
1,490.50 |
|
R2 |
1,497.75 |
1,497.75 |
1,489.75 |
|
R1 |
1,493.00 |
1,493.00 |
1,489.00 |
1,491.50 |
PP |
1,490.00 |
1,490.00 |
1,490.00 |
1,489.25 |
S1 |
1,485.25 |
1,485.25 |
1,487.50 |
1,483.75 |
S2 |
1,482.25 |
1,482.25 |
1,486.75 |
|
S3 |
1,474.50 |
1,477.50 |
1,486.00 |
|
S4 |
1,466.75 |
1,469.75 |
1,484.00 |
|
|
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 |
1,494.75 |
1,468.25 |
26.50 |
1.8% |
11.75 |
0.8% |
75% |
True |
False |
1,229,130 |
10 |
1,494.75 |
1,442.25 |
52.50 |
3.5% |
12.00 |
0.8% |
88% |
True |
False |
1,073,499 |
20 |
1,494.75 |
1,418.00 |
76.75 |
5.2% |
12.00 |
0.8% |
92% |
True |
False |
1,010,437 |
40 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
17.00 |
1.1% |
95% |
True |
False |
963,097 |
60 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
14.50 |
1.0% |
95% |
True |
False |
643,046 |
80 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
13.75 |
0.9% |
95% |
True |
False |
482,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,527.75 |
2.618 |
1,515.00 |
1.618 |
1,507.25 |
1.000 |
1,502.50 |
0.618 |
1,499.50 |
HIGH |
1,494.75 |
0.618 |
1,491.75 |
0.500 |
1,491.00 |
0.382 |
1,490.00 |
LOW |
1,487.00 |
0.618 |
1,482.25 |
1.000 |
1,479.25 |
1.618 |
1,474.50 |
2.618 |
1,466.75 |
4.250 |
1,454.00 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,491.00 |
1,486.00 |
PP |
1,490.00 |
1,483.75 |
S1 |
1,489.00 |
1,481.50 |
|