Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,823.75 |
1,830.00 |
6.25 |
0.3% |
1,791.75 |
High |
1,833.25 |
1,833.75 |
0.50 |
0.0% |
1,839.50 |
Low |
1,822.00 |
1,807.25 |
-14.75 |
-0.8% |
1,778.25 |
Close |
1,829.50 |
1,812.75 |
-16.75 |
-0.9% |
1,828.25 |
Range |
11.25 |
26.50 |
15.25 |
135.6% |
61.25 |
ATR |
22.71 |
22.98 |
0.27 |
1.2% |
0.00 |
Volume |
170,599 |
194,117 |
23,518 |
13.8% |
917,704 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.50 |
1,881.50 |
1,827.25 |
|
R3 |
1,871.00 |
1,855.00 |
1,820.00 |
|
R2 |
1,844.50 |
1,844.50 |
1,817.50 |
|
R1 |
1,828.50 |
1,828.50 |
1,815.25 |
1,823.25 |
PP |
1,818.00 |
1,818.00 |
1,818.00 |
1,815.25 |
S1 |
1,802.00 |
1,802.00 |
1,810.25 |
1,796.75 |
S2 |
1,791.50 |
1,791.50 |
1,808.00 |
|
S3 |
1,765.00 |
1,775.50 |
1,805.50 |
|
S4 |
1,738.50 |
1,749.00 |
1,798.25 |
|
|
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 |
1,807.25 |
32.50 |
1.8% |
17.25 |
0.9% |
17% |
False |
True |
102,989 |
10 |
1,839.75 |
1,770.25 |
69.50 |
3.8% |
20.25 |
1.1% |
61% |
False |
False |
200,964 |
20 |
1,839.75 |
1,753.25 |
86.50 |
4.8% |
21.25 |
1.2% |
69% |
False |
False |
256,010 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
26.75 |
1.5% |
61% |
False |
False |
163,717 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
25.75 |
1.4% |
61% |
False |
False |
109,182 |
80 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
25.00 |
1.4% |
58% |
False |
False |
81,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.50 |
2.618 |
1,903.25 |
1.618 |
1,876.75 |
1.000 |
1,860.25 |
0.618 |
1,850.25 |
HIGH |
1,833.75 |
0.618 |
1,823.75 |
0.500 |
1,820.50 |
0.382 |
1,817.25 |
LOW |
1,807.25 |
0.618 |
1,790.75 |
1.000 |
1,780.75 |
1.618 |
1,764.25 |
2.618 |
1,737.75 |
4.250 |
1,694.50 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,820.50 |
1,823.50 |
PP |
1,818.00 |
1,820.00 |
S1 |
1,815.25 |
1,816.25 |
|