Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,488.25 |
1,500.75 |
12.50 |
0.8% |
1,461.50 |
High |
1,503.50 |
1,505.00 |
1.50 |
0.1% |
1,493.50 |
Low |
1,486.75 |
1,497.25 |
10.50 |
0.7% |
1,461.00 |
Close |
1,500.75 |
1,502.75 |
2.00 |
0.1% |
1,493.00 |
Range |
16.75 |
7.75 |
-9.00 |
-53.7% |
32.50 |
ATR |
13.11 |
12.73 |
-0.38 |
-2.9% |
0.00 |
Volume |
1,202,067 |
1,220,950 |
18,883 |
1.6% |
5,775,744 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.00 |
1,521.50 |
1,507.00 |
|
R3 |
1,517.25 |
1,513.75 |
1,505.00 |
|
R2 |
1,509.50 |
1,509.50 |
1,504.25 |
|
R1 |
1,506.00 |
1,506.00 |
1,503.50 |
1,507.75 |
PP |
1,501.75 |
1,501.75 |
1,501.75 |
1,502.50 |
S1 |
1,498.25 |
1,498.25 |
1,502.00 |
1,500.00 |
S2 |
1,494.00 |
1,494.00 |
1,501.25 |
|
S3 |
1,486.25 |
1,490.50 |
1,500.50 |
|
S4 |
1,478.50 |
1,482.75 |
1,498.50 |
|
|
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 |
1,505.00 |
1,478.75 |
26.25 |
1.7% |
11.75 |
0.8% |
91% |
True |
False |
1,229,186 |
10 |
1,505.00 |
1,452.25 |
52.75 |
3.5% |
12.00 |
0.8% |
96% |
True |
False |
1,189,188 |
20 |
1,505.00 |
1,418.00 |
87.00 |
5.8% |
11.75 |
0.8% |
97% |
True |
False |
1,015,036 |
40 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
14.75 |
1.0% |
98% |
True |
False |
1,051,046 |
60 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
14.50 |
1.0% |
98% |
True |
False |
702,934 |
80 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
13.75 |
0.9% |
98% |
True |
False |
527,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,538.00 |
2.618 |
1,525.25 |
1.618 |
1,517.50 |
1.000 |
1,512.75 |
0.618 |
1,509.75 |
HIGH |
1,505.00 |
0.618 |
1,502.00 |
0.500 |
1,501.00 |
0.382 |
1,500.25 |
LOW |
1,497.25 |
0.618 |
1,492.50 |
1.000 |
1,489.50 |
1.618 |
1,484.75 |
2.618 |
1,477.00 |
4.250 |
1,464.25 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,502.25 |
1,499.50 |
PP |
1,501.75 |
1,496.00 |
S1 |
1,501.00 |
1,492.50 |
|