Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,500.75 |
1,502.00 |
1.25 |
0.1% |
1,492.75 |
High |
1,505.00 |
1,503.75 |
-1.25 |
-0.1% |
1,505.00 |
Low |
1,497.25 |
1,494.50 |
-2.75 |
-0.2% |
1,480.25 |
Close |
1,502.75 |
1,502.00 |
-0.75 |
0.0% |
1,502.00 |
Range |
7.75 |
9.25 |
1.50 |
19.4% |
24.75 |
ATR |
12.73 |
12.48 |
-0.25 |
-2.0% |
0.00 |
Volume |
1,220,950 |
972,312 |
-248,638 |
-20.4% |
5,920,025 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.75 |
1,524.25 |
1,507.00 |
|
R3 |
1,518.50 |
1,515.00 |
1,504.50 |
|
R2 |
1,509.25 |
1,509.25 |
1,503.75 |
|
R1 |
1,505.75 |
1,505.75 |
1,502.75 |
1,506.50 |
PP |
1,500.00 |
1,500.00 |
1,500.00 |
1,500.50 |
S1 |
1,496.50 |
1,496.50 |
1,501.25 |
1,497.50 |
S2 |
1,490.75 |
1,490.75 |
1,500.25 |
|
S3 |
1,481.50 |
1,487.25 |
1,499.50 |
|
S4 |
1,472.25 |
1,478.00 |
1,497.00 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,570.00 |
1,560.75 |
1,515.50 |
|
R3 |
1,545.25 |
1,536.00 |
1,508.75 |
|
R2 |
1,520.50 |
1,520.50 |
1,506.50 |
|
R1 |
1,511.25 |
1,511.25 |
1,504.25 |
1,516.00 |
PP |
1,495.75 |
1,495.75 |
1,495.75 |
1,498.00 |
S1 |
1,486.50 |
1,486.50 |
1,499.75 |
1,491.00 |
S2 |
1,471.00 |
1,471.00 |
1,497.50 |
|
S3 |
1,446.25 |
1,461.75 |
1,495.25 |
|
S4 |
1,421.50 |
1,437.00 |
1,488.50 |
|
|
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 |
1,480.25 |
24.75 |
1.6% |
10.50 |
0.7% |
88% |
False |
False |
1,184,005 |
10 |
1,505.00 |
1,461.00 |
44.00 |
2.9% |
12.00 |
0.8% |
93% |
False |
False |
1,169,576 |
20 |
1,505.00 |
1,425.75 |
79.25 |
5.3% |
11.00 |
0.7% |
96% |
False |
False |
997,101 |
40 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
14.25 |
1.0% |
98% |
False |
False |
1,074,417 |
60 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
14.50 |
1.0% |
98% |
False |
False |
719,125 |
80 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
13.50 |
0.9% |
98% |
False |
False |
539,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,543.00 |
2.618 |
1,528.00 |
1.618 |
1,518.75 |
1.000 |
1,513.00 |
0.618 |
1,509.50 |
HIGH |
1,503.75 |
0.618 |
1,500.25 |
0.500 |
1,499.00 |
0.382 |
1,498.00 |
LOW |
1,494.50 |
0.618 |
1,488.75 |
1.000 |
1,485.25 |
1.618 |
1,479.50 |
2.618 |
1,470.25 |
4.250 |
1,455.25 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,501.00 |
1,500.00 |
PP |
1,500.00 |
1,498.00 |
S1 |
1,499.00 |
1,496.00 |
|