Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,492.75 |
1,488.00 |
-4.75 |
-0.3% |
1,461.50 |
High |
1,494.75 |
1,491.50 |
-3.25 |
-0.2% |
1,493.50 |
Low |
1,487.00 |
1,480.25 |
-6.75 |
-0.5% |
1,461.00 |
Close |
1,488.25 |
1,488.50 |
0.25 |
0.0% |
1,493.00 |
Range |
7.75 |
11.25 |
3.50 |
45.2% |
32.50 |
ATR |
12.95 |
12.83 |
-0.12 |
-0.9% |
0.00 |
Volume |
1,345,302 |
1,179,394 |
-165,908 |
-12.3% |
5,775,744 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.50 |
1,515.75 |
1,494.75 |
|
R3 |
1,509.25 |
1,504.50 |
1,491.50 |
|
R2 |
1,498.00 |
1,498.00 |
1,490.50 |
|
R1 |
1,493.25 |
1,493.25 |
1,489.50 |
1,495.50 |
PP |
1,486.75 |
1,486.75 |
1,486.75 |
1,488.00 |
S1 |
1,482.00 |
1,482.00 |
1,487.50 |
1,484.50 |
S2 |
1,475.50 |
1,475.50 |
1,486.50 |
|
S3 |
1,464.25 |
1,470.75 |
1,485.50 |
|
S4 |
1,453.00 |
1,459.50 |
1,482.25 |
|
|
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% |
76% |
False |
False |
1,224,117 |
10 |
1,494.75 |
1,442.25 |
52.50 |
3.5% |
12.50 |
0.8% |
88% |
False |
False |
1,133,770 |
20 |
1,494.75 |
1,418.00 |
76.75 |
5.2% |
12.00 |
0.8% |
92% |
False |
False |
1,011,740 |
40 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
15.75 |
1.1% |
95% |
False |
False |
992,247 |
60 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
14.50 |
1.0% |
95% |
False |
False |
662,649 |
80 |
1,494.75 |
1,375.25 |
119.50 |
8.0% |
13.75 |
0.9% |
95% |
False |
False |
497,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.25 |
2.618 |
1,521.00 |
1.618 |
1,509.75 |
1.000 |
1,502.75 |
0.618 |
1,498.50 |
HIGH |
1,491.50 |
0.618 |
1,487.25 |
0.500 |
1,486.00 |
0.382 |
1,484.50 |
LOW |
1,480.25 |
0.618 |
1,473.25 |
1.000 |
1,469.00 |
1.618 |
1,462.00 |
2.618 |
1,450.75 |
4.250 |
1,432.50 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,487.50 |
1,488.00 |
PP |
1,486.75 |
1,487.25 |
S1 |
1,486.00 |
1,486.75 |
|