Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,791.75 |
1,790.50 |
-1.25 |
-0.1% |
1,810.75 |
High |
1,797.25 |
1,819.00 |
21.75 |
1.2% |
1,822.25 |
Low |
1,778.25 |
1,789.75 |
11.50 |
0.6% |
1,770.25 |
Close |
1,790.00 |
1,814.75 |
24.75 |
1.4% |
1,790.75 |
Range |
19.00 |
29.25 |
10.25 |
53.9% |
52.00 |
ATR |
26.44 |
26.64 |
0.20 |
0.8% |
0.00 |
Volume |
295,606 |
206,177 |
-89,429 |
-30.3% |
1,423,808 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.50 |
1,884.50 |
1,830.75 |
|
R3 |
1,866.25 |
1,855.25 |
1,822.75 |
|
R2 |
1,837.00 |
1,837.00 |
1,820.00 |
|
R1 |
1,826.00 |
1,826.00 |
1,817.50 |
1,831.50 |
PP |
1,807.75 |
1,807.75 |
1,807.75 |
1,810.50 |
S1 |
1,796.75 |
1,796.75 |
1,812.00 |
1,802.25 |
S2 |
1,778.50 |
1,778.50 |
1,809.50 |
|
S3 |
1,749.25 |
1,767.50 |
1,806.75 |
|
S4 |
1,720.00 |
1,738.25 |
1,798.75 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,922.50 |
1,819.25 |
|
R3 |
1,898.50 |
1,870.50 |
1,805.00 |
|
R2 |
1,846.50 |
1,846.50 |
1,800.25 |
|
R1 |
1,818.50 |
1,818.50 |
1,795.50 |
1,806.50 |
PP |
1,794.50 |
1,794.50 |
1,794.50 |
1,788.50 |
S1 |
1,766.50 |
1,766.50 |
1,786.00 |
1,754.50 |
S2 |
1,742.50 |
1,742.50 |
1,781.25 |
|
S3 |
1,690.50 |
1,714.50 |
1,776.50 |
|
S4 |
1,638.50 |
1,662.50 |
1,762.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.00 |
1,770.25 |
48.75 |
2.7% |
25.75 |
1.4% |
91% |
True |
False |
283,151 |
10 |
1,831.00 |
1,770.25 |
60.75 |
3.3% |
25.00 |
1.4% |
73% |
False |
False |
284,367 |
20 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
25.00 |
1.4% |
84% |
False |
False |
287,161 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.50 |
1.5% |
63% |
False |
False |
144,057 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
26.50 |
1.5% |
59% |
False |
False |
96,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.25 |
2.618 |
1,895.50 |
1.618 |
1,866.25 |
1.000 |
1,848.25 |
0.618 |
1,837.00 |
HIGH |
1,819.00 |
0.618 |
1,807.75 |
0.500 |
1,804.50 |
0.382 |
1,801.00 |
LOW |
1,789.75 |
0.618 |
1,771.75 |
1.000 |
1,760.50 |
1.618 |
1,742.50 |
2.618 |
1,713.25 |
4.250 |
1,665.50 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,811.25 |
1,809.00 |
PP |
1,807.75 |
1,803.00 |
S1 |
1,804.50 |
1,797.00 |
|