Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,862.25 |
1,870.25 |
8.00 |
0.4% |
1,832.00 |
High |
1,876.75 |
1,896.75 |
20.00 |
1.1% |
1,870.25 |
Low |
1,855.75 |
1,869.25 |
13.50 |
0.7% |
1,829.50 |
Close |
1,870.25 |
1,894.00 |
23.75 |
1.3% |
1,862.50 |
Range |
21.00 |
27.50 |
6.50 |
31.0% |
40.75 |
ATR |
21.02 |
21.48 |
0.46 |
2.2% |
0.00 |
Volume |
201,344 |
326,961 |
125,617 |
62.4% |
1,252,069 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.25 |
1,959.00 |
1,909.00 |
|
R3 |
1,941.75 |
1,931.50 |
1,901.50 |
|
R2 |
1,914.25 |
1,914.25 |
1,899.00 |
|
R1 |
1,904.00 |
1,904.00 |
1,896.50 |
1,909.00 |
PP |
1,886.75 |
1,886.75 |
1,886.75 |
1,889.25 |
S1 |
1,876.50 |
1,876.50 |
1,891.50 |
1,881.50 |
S2 |
1,859.25 |
1,859.25 |
1,889.00 |
|
S3 |
1,831.75 |
1,849.00 |
1,886.50 |
|
S4 |
1,804.25 |
1,821.50 |
1,879.00 |
|
|
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 |
1,896.75 |
1,831.25 |
65.50 |
3.5% |
21.00 |
1.1% |
96% |
True |
False |
278,156 |
10 |
1,896.75 |
1,802.25 |
94.50 |
5.0% |
20.00 |
1.1% |
97% |
True |
False |
272,217 |
20 |
1,896.75 |
1,770.25 |
126.50 |
6.7% |
20.00 |
1.1% |
98% |
True |
False |
236,590 |
40 |
1,896.75 |
1,707.00 |
189.75 |
10.0% |
24.75 |
1.3% |
99% |
True |
False |
231,602 |
60 |
1,896.75 |
1,707.00 |
189.75 |
10.0% |
24.75 |
1.3% |
99% |
True |
False |
154,537 |
80 |
1,896.75 |
1,707.00 |
189.75 |
10.0% |
25.50 |
1.3% |
99% |
True |
False |
115,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.50 |
2.618 |
1,968.75 |
1.618 |
1,941.25 |
1.000 |
1,924.25 |
0.618 |
1,913.75 |
HIGH |
1,896.75 |
0.618 |
1,886.25 |
0.500 |
1,883.00 |
0.382 |
1,879.75 |
LOW |
1,869.25 |
0.618 |
1,852.25 |
1.000 |
1,841.75 |
1.618 |
1,824.75 |
2.618 |
1,797.25 |
4.250 |
1,752.50 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,890.25 |
1,888.00 |
PP |
1,886.75 |
1,882.25 |
S1 |
1,883.00 |
1,876.25 |
|