Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,870.25 |
1,893.50 |
23.25 |
1.2% |
1,832.00 |
High |
1,896.75 |
1,909.00 |
12.25 |
0.6% |
1,870.25 |
Low |
1,869.25 |
1,893.50 |
24.25 |
1.3% |
1,829.50 |
Close |
1,894.00 |
1,906.00 |
12.00 |
0.6% |
1,862.50 |
Range |
27.50 |
15.50 |
-12.00 |
-43.6% |
40.75 |
ATR |
21.48 |
21.05 |
-0.43 |
-2.0% |
0.00 |
Volume |
326,961 |
321,892 |
-5,069 |
-1.6% |
1,252,069 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.25 |
1,943.25 |
1,914.50 |
|
R3 |
1,933.75 |
1,927.75 |
1,910.25 |
|
R2 |
1,918.25 |
1,918.25 |
1,908.75 |
|
R1 |
1,912.25 |
1,912.25 |
1,907.50 |
1,915.25 |
PP |
1,902.75 |
1,902.75 |
1,902.75 |
1,904.50 |
S1 |
1,896.75 |
1,896.75 |
1,904.50 |
1,899.75 |
S2 |
1,887.25 |
1,887.25 |
1,903.25 |
|
S3 |
1,871.75 |
1,881.25 |
1,901.75 |
|
S4 |
1,856.25 |
1,865.75 |
1,897.50 |
|
|
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 |
1,909.00 |
1,846.75 |
62.25 |
3.3% |
19.50 |
1.0% |
95% |
True |
False |
289,739 |
10 |
1,909.00 |
1,815.50 |
93.50 |
4.9% |
18.75 |
1.0% |
97% |
True |
False |
271,972 |
20 |
1,909.00 |
1,775.25 |
133.75 |
7.0% |
19.25 |
1.0% |
98% |
True |
False |
233,548 |
40 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
23.75 |
1.2% |
99% |
True |
False |
239,626 |
60 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.50 |
1.3% |
99% |
True |
False |
159,900 |
80 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.75 |
1.3% |
99% |
True |
False |
119,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.00 |
2.618 |
1,949.50 |
1.618 |
1,934.00 |
1.000 |
1,924.50 |
0.618 |
1,918.50 |
HIGH |
1,909.00 |
0.618 |
1,903.00 |
0.500 |
1,901.25 |
0.382 |
1,899.50 |
LOW |
1,893.50 |
0.618 |
1,884.00 |
1.000 |
1,878.00 |
1.618 |
1,868.50 |
2.618 |
1,853.00 |
4.250 |
1,827.50 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,904.50 |
1,898.00 |
PP |
1,902.75 |
1,890.25 |
S1 |
1,901.25 |
1,882.50 |
|