Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,827.25 |
1,832.00 |
4.75 |
0.3% |
1,839.75 |
High |
1,833.25 |
1,850.50 |
17.25 |
0.9% |
1,839.75 |
Low |
1,815.50 |
1,829.50 |
14.00 |
0.8% |
1,802.25 |
Close |
1,831.75 |
1,848.25 |
16.50 |
0.9% |
1,831.75 |
Range |
17.75 |
21.00 |
3.25 |
18.3% |
37.50 |
ATR |
22.92 |
22.79 |
-0.14 |
-0.6% |
0.00 |
Volume |
308,978 |
232,369 |
-76,609 |
-24.8% |
1,004,797 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.75 |
1,898.00 |
1,859.75 |
|
R3 |
1,884.75 |
1,877.00 |
1,854.00 |
|
R2 |
1,863.75 |
1,863.75 |
1,852.00 |
|
R1 |
1,856.00 |
1,856.00 |
1,850.25 |
1,860.00 |
PP |
1,842.75 |
1,842.75 |
1,842.75 |
1,844.75 |
S1 |
1,835.00 |
1,835.00 |
1,846.25 |
1,839.00 |
S2 |
1,821.75 |
1,821.75 |
1,844.50 |
|
S3 |
1,800.75 |
1,814.00 |
1,842.50 |
|
S4 |
1,779.75 |
1,793.00 |
1,836.75 |
|
|
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 |
1,850.50 |
1,802.25 |
48.25 |
2.6% |
20.75 |
1.1% |
95% |
True |
False |
246,079 |
10 |
1,850.50 |
1,789.75 |
60.75 |
3.3% |
19.25 |
1.0% |
96% |
True |
False |
185,926 |
20 |
1,850.50 |
1,770.25 |
80.25 |
4.3% |
21.50 |
1.2% |
97% |
True |
False |
237,491 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.3% |
27.50 |
1.5% |
82% |
False |
False |
185,340 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.3% |
25.50 |
1.4% |
82% |
False |
False |
123,607 |
80 |
1,888.50 |
1,707.00 |
181.50 |
9.8% |
25.00 |
1.4% |
78% |
False |
False |
92,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,939.75 |
2.618 |
1,905.50 |
1.618 |
1,884.50 |
1.000 |
1,871.50 |
0.618 |
1,863.50 |
HIGH |
1,850.50 |
0.618 |
1,842.50 |
0.500 |
1,840.00 |
0.382 |
1,837.50 |
LOW |
1,829.50 |
0.618 |
1,816.50 |
1.000 |
1,808.50 |
1.618 |
1,795.50 |
2.618 |
1,774.50 |
4.250 |
1,740.25 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,845.50 |
1,841.00 |
PP |
1,842.75 |
1,833.75 |
S1 |
1,840.00 |
1,826.50 |
|