Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,422 |
12,438 |
16 |
0.1% |
12,561 |
High |
12,492 |
12,465 |
-27 |
-0.2% |
12,578 |
Low |
12,315 |
12,391 |
76 |
0.6% |
12,315 |
Close |
12,440 |
12,449 |
9 |
0.1% |
12,440 |
Range |
177 |
74 |
-103 |
-58.2% |
263 |
ATR |
132 |
128 |
-4 |
-3.1% |
0 |
Volume |
157,513 |
164,297 |
6,784 |
4.3% |
668,121 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,657 |
12,627 |
12,490 |
|
R3 |
12,583 |
12,553 |
12,469 |
|
R2 |
12,509 |
12,509 |
12,463 |
|
R1 |
12,479 |
12,479 |
12,456 |
12,494 |
PP |
12,435 |
12,435 |
12,435 |
12,443 |
S1 |
12,405 |
12,405 |
12,442 |
12,420 |
S2 |
12,361 |
12,361 |
12,436 |
|
S3 |
12,287 |
12,331 |
12,429 |
|
S4 |
12,213 |
12,257 |
12,408 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,233 |
13,100 |
12,585 |
|
R3 |
12,970 |
12,837 |
12,512 |
|
R2 |
12,707 |
12,707 |
12,488 |
|
R1 |
12,574 |
12,574 |
12,464 |
12,509 |
PP |
12,444 |
12,444 |
12,444 |
12,412 |
S1 |
12,311 |
12,311 |
12,416 |
12,246 |
S2 |
12,181 |
12,181 |
12,392 |
|
S3 |
11,918 |
12,048 |
12,368 |
|
S4 |
11,655 |
11,785 |
12,295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,535 |
12,315 |
220 |
1.8% |
118 |
0.9% |
61% |
False |
False |
147,455 |
10 |
12,599 |
12,303 |
296 |
2.4% |
117 |
0.9% |
49% |
False |
False |
133,714 |
20 |
12,599 |
12,035 |
564 |
4.5% |
128 |
1.0% |
73% |
False |
False |
123,672 |
40 |
12,908 |
12,035 |
873 |
7.0% |
124 |
1.0% |
47% |
False |
False |
61,944 |
60 |
12,908 |
12,035 |
873 |
7.0% |
103 |
0.8% |
47% |
False |
False |
41,306 |
80 |
12,908 |
12,035 |
873 |
7.0% |
84 |
0.7% |
47% |
False |
False |
30,991 |
100 |
12,908 |
12,035 |
873 |
7.0% |
67 |
0.5% |
47% |
False |
False |
24,792 |
120 |
12,908 |
12,035 |
873 |
7.0% |
56 |
0.5% |
47% |
False |
False |
20,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,780 |
2.618 |
12,659 |
1.618 |
12,585 |
1.000 |
12,539 |
0.618 |
12,511 |
HIGH |
12,465 |
0.618 |
12,437 |
0.500 |
12,428 |
0.382 |
12,419 |
LOW |
12,391 |
0.618 |
12,345 |
1.000 |
12,317 |
1.618 |
12,271 |
2.618 |
12,197 |
4.250 |
12,077 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,442 |
12,434 |
PP |
12,435 |
12,419 |
S1 |
12,428 |
12,404 |
|