Trading Metrics calculated at close of trading on 13-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,812.00 |
1,827.25 |
15.25 |
0.8% |
1,839.75 |
High |
1,830.00 |
1,833.25 |
3.25 |
0.2% |
1,839.75 |
Low |
1,802.25 |
1,815.50 |
13.25 |
0.7% |
1,802.25 |
Close |
1,827.75 |
1,831.75 |
4.00 |
0.2% |
1,831.75 |
Range |
27.75 |
17.75 |
-10.00 |
-36.0% |
37.50 |
ATR |
23.32 |
22.92 |
-0.40 |
-1.7% |
0.00 |
Volume |
324,334 |
308,978 |
-15,356 |
-4.7% |
1,004,797 |
|
Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.00 |
1,873.75 |
1,841.50 |
|
R3 |
1,862.25 |
1,856.00 |
1,836.75 |
|
R2 |
1,844.50 |
1,844.50 |
1,835.00 |
|
R1 |
1,838.25 |
1,838.25 |
1,833.50 |
1,841.50 |
PP |
1,826.75 |
1,826.75 |
1,826.75 |
1,828.50 |
S1 |
1,820.50 |
1,820.50 |
1,830.00 |
1,823.50 |
S2 |
1,809.00 |
1,809.00 |
1,828.50 |
|
S3 |
1,791.25 |
1,802.75 |
1,826.75 |
|
S4 |
1,773.50 |
1,785.00 |
1,822.00 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.00 |
1,922.00 |
1,852.50 |
|
R3 |
1,899.50 |
1,884.50 |
1,842.00 |
|
R2 |
1,862.00 |
1,862.00 |
1,838.50 |
|
R1 |
1,847.00 |
1,847.00 |
1,835.25 |
1,835.75 |
PP |
1,824.50 |
1,824.50 |
1,824.50 |
1,819.00 |
S1 |
1,809.50 |
1,809.50 |
1,828.25 |
1,798.25 |
S2 |
1,787.00 |
1,787.00 |
1,825.00 |
|
S3 |
1,749.50 |
1,772.00 |
1,821.50 |
|
S4 |
1,712.00 |
1,734.50 |
1,811.00 |
|
|
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 |
2.0% |
20.50 |
1.1% |
79% |
False |
False |
200,959 |
10 |
1,839.75 |
1,778.25 |
61.50 |
3.4% |
19.00 |
1.0% |
87% |
False |
False |
192,250 |
20 |
1,839.75 |
1,757.50 |
82.25 |
4.5% |
21.75 |
1.2% |
90% |
False |
False |
239,939 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
26.75 |
1.5% |
72% |
False |
False |
179,538 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
25.50 |
1.4% |
72% |
False |
False |
119,735 |
80 |
1,888.50 |
1,707.00 |
181.50 |
9.9% |
25.25 |
1.4% |
69% |
False |
False |
89,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.75 |
2.618 |
1,879.75 |
1.618 |
1,862.00 |
1.000 |
1,851.00 |
0.618 |
1,844.25 |
HIGH |
1,833.25 |
0.618 |
1,826.50 |
0.500 |
1,824.50 |
0.382 |
1,822.25 |
LOW |
1,815.50 |
0.618 |
1,804.50 |
1.000 |
1,797.75 |
1.618 |
1,786.75 |
2.618 |
1,769.00 |
4.250 |
1,740.00 |
|
|
Fisher Pivots for day following 13-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,829.25 |
1,827.25 |
PP |
1,826.75 |
1,822.50 |
S1 |
1,824.50 |
1,818.00 |
|