Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,830.00 |
1,812.00 |
-18.00 |
-1.0% |
1,791.75 |
High |
1,833.75 |
1,830.00 |
-3.75 |
-0.2% |
1,839.50 |
Low |
1,807.25 |
1,802.25 |
-5.00 |
-0.3% |
1,778.25 |
Close |
1,812.75 |
1,827.75 |
15.00 |
0.8% |
1,828.25 |
Range |
26.50 |
27.75 |
1.25 |
4.7% |
61.25 |
ATR |
22.98 |
23.32 |
0.34 |
1.5% |
0.00 |
Volume |
194,117 |
324,334 |
130,217 |
67.1% |
917,704 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.25 |
1,893.25 |
1,843.00 |
|
R3 |
1,875.50 |
1,865.50 |
1,835.50 |
|
R2 |
1,847.75 |
1,847.75 |
1,832.75 |
|
R1 |
1,837.75 |
1,837.75 |
1,830.25 |
1,842.75 |
PP |
1,820.00 |
1,820.00 |
1,820.00 |
1,822.50 |
S1 |
1,810.00 |
1,810.00 |
1,825.25 |
1,815.00 |
S2 |
1,792.25 |
1,792.25 |
1,822.75 |
|
S3 |
1,764.50 |
1,782.25 |
1,820.00 |
|
S4 |
1,736.75 |
1,754.50 |
1,812.50 |
|
|
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 |
1,802.25 |
37.50 |
2.1% |
19.25 |
1.1% |
68% |
False |
True |
167,856 |
10 |
1,839.75 |
1,775.25 |
64.50 |
3.5% |
19.75 |
1.1% |
81% |
False |
False |
195,123 |
20 |
1,839.75 |
1,753.25 |
86.50 |
4.7% |
21.75 |
1.2% |
86% |
False |
False |
241,687 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
26.75 |
1.5% |
70% |
False |
False |
171,821 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
25.50 |
1.4% |
70% |
False |
False |
114,586 |
80 |
1,888.50 |
1,707.00 |
181.50 |
9.9% |
25.50 |
1.4% |
67% |
False |
False |
85,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.00 |
2.618 |
1,902.75 |
1.618 |
1,875.00 |
1.000 |
1,857.75 |
0.618 |
1,847.25 |
HIGH |
1,830.00 |
0.618 |
1,819.50 |
0.500 |
1,816.00 |
0.382 |
1,812.75 |
LOW |
1,802.25 |
0.618 |
1,785.00 |
1.000 |
1,774.50 |
1.618 |
1,757.25 |
2.618 |
1,729.50 |
4.250 |
1,684.25 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,824.00 |
1,824.50 |
PP |
1,820.00 |
1,821.25 |
S1 |
1,816.00 |
1,818.00 |
|