Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,438 |
12,452 |
14 |
0.1% |
12,561 |
High |
12,465 |
12,627 |
162 |
1.3% |
12,578 |
Low |
12,391 |
12,447 |
56 |
0.5% |
12,315 |
Close |
12,449 |
12,580 |
131 |
1.1% |
12,440 |
Range |
74 |
180 |
106 |
143.2% |
263 |
ATR |
128 |
132 |
4 |
2.9% |
0 |
Volume |
164,297 |
116,572 |
-47,725 |
-29.0% |
668,121 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,091 |
13,016 |
12,679 |
|
R3 |
12,911 |
12,836 |
12,630 |
|
R2 |
12,731 |
12,731 |
12,613 |
|
R1 |
12,656 |
12,656 |
12,597 |
12,694 |
PP |
12,551 |
12,551 |
12,551 |
12,570 |
S1 |
12,476 |
12,476 |
12,564 |
12,514 |
S2 |
12,371 |
12,371 |
12,547 |
|
S3 |
12,191 |
12,296 |
12,531 |
|
S4 |
12,011 |
12,116 |
12,481 |
|
|
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 |
12,627 |
12,315 |
312 |
2.5% |
138 |
1.1% |
85% |
True |
False |
143,083 |
10 |
12,627 |
12,315 |
312 |
2.5% |
126 |
1.0% |
85% |
True |
False |
134,324 |
20 |
12,627 |
12,035 |
592 |
4.7% |
128 |
1.0% |
92% |
True |
False |
129,418 |
40 |
12,908 |
12,035 |
873 |
6.9% |
128 |
1.0% |
62% |
False |
False |
64,858 |
60 |
12,908 |
12,035 |
873 |
6.9% |
105 |
0.8% |
62% |
False |
False |
43,248 |
80 |
12,908 |
12,035 |
873 |
6.9% |
87 |
0.7% |
62% |
False |
False |
32,448 |
100 |
12,908 |
12,035 |
873 |
6.9% |
69 |
0.5% |
62% |
False |
False |
25,958 |
120 |
12,908 |
12,035 |
873 |
6.9% |
58 |
0.5% |
62% |
False |
False |
21,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,392 |
2.618 |
13,098 |
1.618 |
12,918 |
1.000 |
12,807 |
0.618 |
12,738 |
HIGH |
12,627 |
0.618 |
12,558 |
0.500 |
12,537 |
0.382 |
12,516 |
LOW |
12,447 |
0.618 |
12,336 |
1.000 |
12,267 |
1.618 |
12,156 |
2.618 |
11,976 |
4.250 |
11,682 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,566 |
12,544 |
PP |
12,551 |
12,507 |
S1 |
12,537 |
12,471 |
|