Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,849.25 |
1,848.50 |
-0.75 |
0.0% |
1,832.00 |
High |
1,853.75 |
1,870.25 |
16.50 |
0.9% |
1,870.25 |
Low |
1,831.25 |
1,846.75 |
15.50 |
0.8% |
1,829.50 |
Close |
1,849.00 |
1,862.50 |
13.50 |
0.7% |
1,862.50 |
Range |
22.50 |
23.50 |
1.00 |
4.4% |
40.75 |
ATR |
21.70 |
21.83 |
0.13 |
0.6% |
0.00 |
Volume |
263,979 |
290,014 |
26,035 |
9.9% |
1,252,069 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.25 |
1,920.00 |
1,875.50 |
|
R3 |
1,906.75 |
1,896.50 |
1,869.00 |
|
R2 |
1,883.25 |
1,883.25 |
1,866.75 |
|
R1 |
1,873.00 |
1,873.00 |
1,864.75 |
1,878.00 |
PP |
1,859.75 |
1,859.75 |
1,859.75 |
1,862.50 |
S1 |
1,849.50 |
1,849.50 |
1,860.25 |
1,854.50 |
S2 |
1,836.25 |
1,836.25 |
1,858.25 |
|
S3 |
1,812.75 |
1,826.00 |
1,856.00 |
|
S4 |
1,789.25 |
1,802.50 |
1,849.50 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.25 |
1,960.25 |
1,885.00 |
|
R3 |
1,935.50 |
1,919.50 |
1,873.75 |
|
R2 |
1,894.75 |
1,894.75 |
1,870.00 |
|
R1 |
1,878.75 |
1,878.75 |
1,866.25 |
1,886.75 |
PP |
1,854.00 |
1,854.00 |
1,854.00 |
1,858.00 |
S1 |
1,838.00 |
1,838.00 |
1,858.75 |
1,846.00 |
S2 |
1,813.25 |
1,813.25 |
1,855.00 |
|
S3 |
1,772.50 |
1,797.25 |
1,851.25 |
|
S4 |
1,731.75 |
1,756.50 |
1,840.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,870.25 |
1,829.50 |
40.75 |
2.2% |
19.25 |
1.0% |
81% |
True |
False |
250,413 |
10 |
1,870.25 |
1,802.25 |
68.00 |
3.7% |
19.75 |
1.1% |
89% |
True |
False |
225,686 |
20 |
1,870.25 |
1,770.25 |
100.00 |
5.4% |
20.50 |
1.1% |
92% |
True |
False |
229,918 |
40 |
1,878.25 |
1,707.00 |
171.25 |
9.2% |
27.25 |
1.5% |
91% |
False |
False |
210,783 |
60 |
1,879.25 |
1,707.00 |
172.25 |
9.2% |
24.75 |
1.3% |
90% |
False |
False |
140,595 |
80 |
1,888.50 |
1,707.00 |
181.50 |
9.7% |
25.00 |
1.3% |
86% |
False |
False |
105,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,970.00 |
2.618 |
1,931.75 |
1.618 |
1,908.25 |
1.000 |
1,893.75 |
0.618 |
1,884.75 |
HIGH |
1,870.25 |
0.618 |
1,861.25 |
0.500 |
1,858.50 |
0.382 |
1,855.75 |
LOW |
1,846.75 |
0.618 |
1,832.25 |
1.000 |
1,823.25 |
1.618 |
1,808.75 |
2.618 |
1,785.25 |
4.250 |
1,747.00 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,861.25 |
1,858.50 |
PP |
1,859.75 |
1,854.75 |
S1 |
1,858.50 |
1,850.75 |
|