Trading Metrics calculated at close of trading on 05-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,814.00 |
1,818.25 |
4.25 |
0.2% |
1,810.75 |
High |
1,821.25 |
1,831.50 |
10.25 |
0.6% |
1,822.25 |
Low |
1,811.00 |
1,814.50 |
3.50 |
0.2% |
1,770.25 |
Close |
1,819.25 |
1,828.25 |
9.00 |
0.5% |
1,790.75 |
Range |
10.25 |
17.00 |
6.75 |
65.9% |
52.00 |
ATR |
25.47 |
24.86 |
-0.60 |
-2.4% |
0.00 |
Volume |
272,457 |
0 |
-272,457 |
-100.0% |
1,423,808 |
|
Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.75 |
1,869.00 |
1,837.50 |
|
R3 |
1,858.75 |
1,852.00 |
1,833.00 |
|
R2 |
1,841.75 |
1,841.75 |
1,831.25 |
|
R1 |
1,835.00 |
1,835.00 |
1,829.75 |
1,838.50 |
PP |
1,824.75 |
1,824.75 |
1,824.75 |
1,826.50 |
S1 |
1,818.00 |
1,818.00 |
1,826.75 |
1,821.50 |
S2 |
1,807.75 |
1,807.75 |
1,825.25 |
|
S3 |
1,790.75 |
1,801.00 |
1,823.50 |
|
S4 |
1,773.75 |
1,784.00 |
1,819.00 |
|
|
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 |
1,831.50 |
1,775.25 |
56.25 |
3.1% |
20.25 |
1.1% |
94% |
True |
False |
222,390 |
10 |
1,831.50 |
1,770.25 |
61.25 |
3.4% |
21.25 |
1.2% |
95% |
True |
False |
248,368 |
20 |
1,831.50 |
1,731.50 |
100.00 |
5.5% |
24.50 |
1.3% |
97% |
True |
False |
300,224 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
27.25 |
1.5% |
70% |
False |
False |
150,863 |
60 |
1,888.50 |
1,707.00 |
181.50 |
9.9% |
25.75 |
1.4% |
67% |
False |
False |
100,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.75 |
2.618 |
1,876.00 |
1.618 |
1,859.00 |
1.000 |
1,848.50 |
0.618 |
1,842.00 |
HIGH |
1,831.50 |
0.618 |
1,825.00 |
0.500 |
1,823.00 |
0.382 |
1,821.00 |
LOW |
1,814.50 |
0.618 |
1,804.00 |
1.000 |
1,797.50 |
1.618 |
1,787.00 |
2.618 |
1,770.00 |
4.250 |
1,742.25 |
|
|
Fisher Pivots for day following 05-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,826.50 |
1,822.50 |
PP |
1,824.75 |
1,816.50 |
S1 |
1,823.00 |
1,810.50 |
|