Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,904.50 |
1,905.50 |
1.00 |
0.1% |
1,862.50 |
High |
1,907.25 |
1,907.75 |
0.50 |
0.0% |
1,909.00 |
Low |
1,894.50 |
1,878.50 |
-16.00 |
-0.8% |
1,855.75 |
Close |
1,906.75 |
1,879.25 |
-27.50 |
-1.4% |
1,906.75 |
Range |
12.75 |
29.25 |
16.50 |
129.4% |
53.25 |
ATR |
20.46 |
21.09 |
0.63 |
3.1% |
0.00 |
Volume |
262,449 |
234,061 |
-28,388 |
-10.8% |
1,421,131 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.25 |
1,957.00 |
1,895.25 |
|
R3 |
1,947.00 |
1,927.75 |
1,887.25 |
|
R2 |
1,917.75 |
1,917.75 |
1,884.50 |
|
R1 |
1,898.50 |
1,898.50 |
1,882.00 |
1,893.50 |
PP |
1,888.50 |
1,888.50 |
1,888.50 |
1,886.00 |
S1 |
1,869.25 |
1,869.25 |
1,876.50 |
1,864.25 |
S2 |
1,859.25 |
1,859.25 |
1,874.00 |
|
S3 |
1,830.00 |
1,840.00 |
1,871.25 |
|
S4 |
1,800.75 |
1,810.75 |
1,863.25 |
|
|
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% |
21.25 |
1.1% |
44% |
False |
False |
269,341 |
10 |
1,909.00 |
1,831.25 |
77.75 |
4.1% |
19.00 |
1.0% |
62% |
False |
False |
267,489 |
20 |
1,909.00 |
1,789.75 |
119.25 |
6.3% |
19.25 |
1.0% |
75% |
False |
False |
226,707 |
40 |
1,909.00 |
1,731.50 |
177.50 |
9.4% |
22.25 |
1.2% |
83% |
False |
False |
251,980 |
60 |
1,909.00 |
1,707.00 |
202.00 |
10.7% |
24.75 |
1.3% |
85% |
False |
False |
168,171 |
80 |
1,909.00 |
1,707.00 |
202.00 |
10.7% |
24.50 |
1.3% |
85% |
False |
False |
126,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.00 |
2.618 |
1,984.25 |
1.618 |
1,955.00 |
1.000 |
1,937.00 |
0.618 |
1,925.75 |
HIGH |
1,907.75 |
0.618 |
1,896.50 |
0.500 |
1,893.00 |
0.382 |
1,889.75 |
LOW |
1,878.50 |
0.618 |
1,860.50 |
1.000 |
1,849.25 |
1.618 |
1,831.25 |
2.618 |
1,802.00 |
4.250 |
1,754.25 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,893.00 |
1,893.75 |
PP |
1,888.50 |
1,889.00 |
S1 |
1,884.00 |
1,884.00 |
|