Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,893.50 |
1,904.50 |
11.00 |
0.6% |
1,862.50 |
High |
1,909.00 |
1,907.25 |
-1.75 |
-0.1% |
1,909.00 |
Low |
1,893.50 |
1,894.50 |
1.00 |
0.1% |
1,855.75 |
Close |
1,906.00 |
1,906.75 |
0.75 |
0.0% |
1,906.75 |
Range |
15.50 |
12.75 |
-2.75 |
-17.7% |
53.25 |
ATR |
21.05 |
20.46 |
-0.59 |
-2.8% |
0.00 |
Volume |
321,892 |
262,449 |
-59,443 |
-18.5% |
1,421,131 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.00 |
1,936.75 |
1,913.75 |
|
R3 |
1,928.25 |
1,924.00 |
1,910.25 |
|
R2 |
1,915.50 |
1,915.50 |
1,909.00 |
|
R1 |
1,911.25 |
1,911.25 |
1,908.00 |
1,913.50 |
PP |
1,902.75 |
1,902.75 |
1,902.75 |
1,904.00 |
S1 |
1,898.50 |
1,898.50 |
1,905.50 |
1,900.50 |
S2 |
1,890.00 |
1,890.00 |
1,904.50 |
|
S3 |
1,877.25 |
1,885.75 |
1,903.25 |
|
S4 |
1,864.50 |
1,873.00 |
1,899.75 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.25 |
2,031.75 |
1,936.00 |
|
R3 |
1,997.00 |
1,978.50 |
1,921.50 |
|
R2 |
1,943.75 |
1,943.75 |
1,916.50 |
|
R1 |
1,925.25 |
1,925.25 |
1,911.75 |
1,934.50 |
PP |
1,890.50 |
1,890.50 |
1,890.50 |
1,895.00 |
S1 |
1,872.00 |
1,872.00 |
1,901.75 |
1,881.25 |
S2 |
1,837.25 |
1,837.25 |
1,897.00 |
|
S3 |
1,784.00 |
1,818.75 |
1,892.00 |
|
S4 |
1,730.75 |
1,765.50 |
1,877.50 |
|
|
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 |
1,855.75 |
53.25 |
2.8% |
17.50 |
0.9% |
96% |
False |
False |
284,226 |
10 |
1,909.00 |
1,829.50 |
79.50 |
4.2% |
18.25 |
1.0% |
97% |
False |
False |
267,320 |
20 |
1,909.00 |
1,778.25 |
130.75 |
6.9% |
18.75 |
1.0% |
98% |
False |
False |
229,785 |
40 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
23.00 |
1.2% |
99% |
False |
False |
246,144 |
60 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.50 |
1.3% |
99% |
False |
False |
164,271 |
80 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.50 |
1.3% |
99% |
False |
False |
123,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.50 |
2.618 |
1,940.75 |
1.618 |
1,928.00 |
1.000 |
1,920.00 |
0.618 |
1,915.25 |
HIGH |
1,907.25 |
0.618 |
1,902.50 |
0.500 |
1,901.00 |
0.382 |
1,899.25 |
LOW |
1,894.50 |
0.618 |
1,886.50 |
1.000 |
1,881.75 |
1.618 |
1,873.75 |
2.618 |
1,861.00 |
4.250 |
1,840.25 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,904.75 |
1,901.00 |
PP |
1,902.75 |
1,895.00 |
S1 |
1,901.00 |
1,889.00 |
|