Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,839.75 |
1,823.75 |
-16.00 |
-0.9% |
1,791.75 |
High |
1,839.75 |
1,833.25 |
-6.50 |
-0.4% |
1,839.50 |
Low |
1,820.50 |
1,822.00 |
1.50 |
0.1% |
1,778.25 |
Close |
1,824.00 |
1,829.50 |
5.50 |
0.3% |
1,828.25 |
Range |
19.25 |
11.25 |
-8.00 |
-41.6% |
61.25 |
ATR |
23.59 |
22.71 |
-0.88 |
-3.7% |
0.00 |
Volume |
6,769 |
170,599 |
163,830 |
2,420.3% |
917,704 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.00 |
1,857.00 |
1,835.75 |
|
R3 |
1,850.75 |
1,845.75 |
1,832.50 |
|
R2 |
1,839.50 |
1,839.50 |
1,831.50 |
|
R1 |
1,834.50 |
1,834.50 |
1,830.50 |
1,837.00 |
PP |
1,828.25 |
1,828.25 |
1,828.25 |
1,829.50 |
S1 |
1,823.25 |
1,823.25 |
1,828.50 |
1,825.75 |
S2 |
1,817.00 |
1,817.00 |
1,827.50 |
|
S3 |
1,805.75 |
1,812.00 |
1,826.50 |
|
S4 |
1,794.50 |
1,800.75 |
1,823.25 |
|
|
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 |
1,811.00 |
28.75 |
1.6% |
14.00 |
0.8% |
64% |
False |
False |
118,657 |
10 |
1,839.75 |
1,770.25 |
69.50 |
3.8% |
20.00 |
1.1% |
85% |
False |
False |
200,904 |
20 |
1,839.75 |
1,731.50 |
108.25 |
5.9% |
21.75 |
1.2% |
91% |
False |
False |
271,929 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
26.75 |
1.5% |
71% |
False |
False |
158,865 |
60 |
1,879.50 |
1,707.00 |
172.50 |
9.4% |
25.50 |
1.4% |
71% |
False |
False |
105,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.00 |
2.618 |
1,862.75 |
1.618 |
1,851.50 |
1.000 |
1,844.50 |
0.618 |
1,840.25 |
HIGH |
1,833.25 |
0.618 |
1,829.00 |
0.500 |
1,827.50 |
0.382 |
1,826.25 |
LOW |
1,822.00 |
0.618 |
1,815.00 |
1.000 |
1,810.75 |
1.618 |
1,803.75 |
2.618 |
1,792.50 |
4.250 |
1,774.25 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,829.00 |
1,830.00 |
PP |
1,828.25 |
1,830.00 |
S1 |
1,827.50 |
1,829.75 |
|