Trading Metrics calculated at close of trading on 09-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,828.00 |
1,839.75 |
11.75 |
0.6% |
1,791.75 |
High |
1,839.50 |
1,839.75 |
0.25 |
0.0% |
1,839.50 |
Low |
1,827.75 |
1,820.50 |
-7.25 |
-0.4% |
1,778.25 |
Close |
1,828.25 |
1,824.00 |
-4.25 |
-0.2% |
1,828.25 |
Range |
11.75 |
19.25 |
7.50 |
63.8% |
61.25 |
ATR |
23.93 |
23.59 |
-0.33 |
-1.4% |
0.00 |
Volume |
143,464 |
6,769 |
-136,695 |
-95.3% |
917,704 |
|
Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.75 |
1,874.25 |
1,834.50 |
|
R3 |
1,866.50 |
1,855.00 |
1,829.25 |
|
R2 |
1,847.25 |
1,847.25 |
1,827.50 |
|
R1 |
1,835.75 |
1,835.75 |
1,825.75 |
1,832.00 |
PP |
1,828.00 |
1,828.00 |
1,828.00 |
1,826.25 |
S1 |
1,816.50 |
1,816.50 |
1,822.25 |
1,812.50 |
S2 |
1,808.75 |
1,808.75 |
1,820.50 |
|
S3 |
1,789.50 |
1,797.25 |
1,818.75 |
|
S4 |
1,770.25 |
1,778.00 |
1,813.50 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.00 |
1,975.00 |
1,862.00 |
|
R3 |
1,937.75 |
1,913.75 |
1,845.00 |
|
R2 |
1,876.50 |
1,876.50 |
1,839.50 |
|
R1 |
1,852.50 |
1,852.50 |
1,833.75 |
1,864.50 |
PP |
1,815.25 |
1,815.25 |
1,815.25 |
1,821.50 |
S1 |
1,791.25 |
1,791.25 |
1,822.75 |
1,803.25 |
S2 |
1,754.00 |
1,754.00 |
1,817.00 |
|
S3 |
1,692.75 |
1,730.00 |
1,811.50 |
|
S4 |
1,631.50 |
1,668.75 |
1,794.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,839.75 |
1,789.75 |
50.00 |
2.7% |
17.50 |
1.0% |
69% |
True |
False |
125,773 |
10 |
1,839.75 |
1,770.25 |
69.50 |
3.8% |
20.00 |
1.1% |
77% |
True |
False |
215,554 |
20 |
1,839.75 |
1,731.50 |
108.25 |
5.9% |
23.25 |
1.3% |
85% |
True |
False |
276,631 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
26.75 |
1.5% |
68% |
False |
False |
154,601 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
25.75 |
1.4% |
64% |
False |
False |
103,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.50 |
2.618 |
1,890.25 |
1.618 |
1,871.00 |
1.000 |
1,859.00 |
0.618 |
1,851.75 |
HIGH |
1,839.75 |
0.618 |
1,832.50 |
0.500 |
1,830.00 |
0.382 |
1,827.75 |
LOW |
1,820.50 |
0.618 |
1,808.50 |
1.000 |
1,801.25 |
1.618 |
1,789.25 |
2.618 |
1,770.00 |
4.250 |
1,738.75 |
|
|
Fisher Pivots for day following 09-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,830.00 |
1,827.00 |
PP |
1,828.00 |
1,826.00 |
S1 |
1,826.00 |
1,825.00 |
|