Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,852.50 |
1,849.25 |
-3.25 |
-0.2% |
1,839.75 |
High |
1,853.00 |
1,853.75 |
0.75 |
0.0% |
1,839.75 |
Low |
1,836.50 |
1,831.25 |
-5.25 |
-0.3% |
1,802.25 |
Close |
1,848.25 |
1,849.00 |
0.75 |
0.0% |
1,831.75 |
Range |
16.50 |
22.50 |
6.00 |
36.4% |
37.50 |
ATR |
21.64 |
21.70 |
0.06 |
0.3% |
0.00 |
Volume |
231,696 |
263,979 |
32,283 |
13.9% |
1,004,797 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.25 |
1,903.00 |
1,861.50 |
|
R3 |
1,889.75 |
1,880.50 |
1,855.25 |
|
R2 |
1,867.25 |
1,867.25 |
1,853.00 |
|
R1 |
1,858.00 |
1,858.00 |
1,851.00 |
1,851.50 |
PP |
1,844.75 |
1,844.75 |
1,844.75 |
1,841.25 |
S1 |
1,835.50 |
1,835.50 |
1,847.00 |
1,829.00 |
S2 |
1,822.25 |
1,822.25 |
1,845.00 |
|
S3 |
1,799.75 |
1,813.00 |
1,842.75 |
|
S4 |
1,777.25 |
1,790.50 |
1,836.50 |
|
|
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 |
1,855.00 |
1,815.50 |
39.50 |
2.1% |
18.00 |
1.0% |
85% |
False |
False |
254,206 |
10 |
1,855.00 |
1,802.25 |
52.75 |
2.9% |
18.75 |
1.0% |
89% |
False |
False |
211,031 |
20 |
1,855.00 |
1,770.25 |
84.75 |
4.6% |
20.00 |
1.1% |
93% |
False |
False |
229,699 |
40 |
1,878.25 |
1,707.00 |
171.25 |
9.3% |
27.25 |
1.5% |
83% |
False |
False |
203,570 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.3% |
24.75 |
1.3% |
82% |
False |
False |
135,764 |
80 |
1,888.50 |
1,707.00 |
181.50 |
9.8% |
25.00 |
1.3% |
78% |
False |
False |
101,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.50 |
2.618 |
1,912.75 |
1.618 |
1,890.25 |
1.000 |
1,876.25 |
0.618 |
1,867.75 |
HIGH |
1,853.75 |
0.618 |
1,845.25 |
0.500 |
1,842.50 |
0.382 |
1,839.75 |
LOW |
1,831.25 |
0.618 |
1,817.25 |
1.000 |
1,808.75 |
1.618 |
1,794.75 |
2.618 |
1,772.25 |
4.250 |
1,735.50 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,846.75 |
1,847.00 |
PP |
1,844.75 |
1,845.00 |
S1 |
1,842.50 |
1,843.00 |
|