Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,452 |
12,577 |
125 |
1.0% |
12,561 |
High |
12,627 |
12,610 |
-17 |
-0.1% |
12,578 |
Low |
12,447 |
12,555 |
108 |
0.9% |
12,315 |
Close |
12,580 |
12,595 |
15 |
0.1% |
12,440 |
Range |
180 |
55 |
-125 |
-69.4% |
263 |
ATR |
132 |
126 |
-5 |
-4.2% |
0 |
Volume |
116,572 |
122,496 |
5,924 |
5.1% |
668,121 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,752 |
12,728 |
12,625 |
|
R3 |
12,697 |
12,673 |
12,610 |
|
R2 |
12,642 |
12,642 |
12,605 |
|
R1 |
12,618 |
12,618 |
12,600 |
12,630 |
PP |
12,587 |
12,587 |
12,587 |
12,593 |
S1 |
12,563 |
12,563 |
12,590 |
12,575 |
S2 |
12,532 |
12,532 |
12,585 |
|
S3 |
12,477 |
12,508 |
12,580 |
|
S4 |
12,422 |
12,453 |
12,565 |
|
|
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% |
122 |
1.0% |
90% |
False |
False |
145,261 |
10 |
12,627 |
12,315 |
312 |
2.5% |
110 |
0.9% |
90% |
False |
False |
136,442 |
20 |
12,627 |
12,035 |
592 |
4.7% |
127 |
1.0% |
95% |
False |
False |
135,451 |
40 |
12,908 |
12,035 |
873 |
6.9% |
129 |
1.0% |
64% |
False |
False |
67,920 |
60 |
12,908 |
12,035 |
873 |
6.9% |
105 |
0.8% |
64% |
False |
False |
45,290 |
80 |
12,908 |
12,035 |
873 |
6.9% |
87 |
0.7% |
64% |
False |
False |
33,979 |
100 |
12,908 |
12,035 |
873 |
6.9% |
70 |
0.6% |
64% |
False |
False |
27,183 |
120 |
12,908 |
12,035 |
873 |
6.9% |
58 |
0.5% |
64% |
False |
False |
22,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,844 |
2.618 |
12,754 |
1.618 |
12,699 |
1.000 |
12,665 |
0.618 |
12,644 |
HIGH |
12,610 |
0.618 |
12,589 |
0.500 |
12,583 |
0.382 |
12,576 |
LOW |
12,555 |
0.618 |
12,521 |
1.000 |
12,500 |
1.618 |
12,466 |
2.618 |
12,411 |
4.250 |
12,321 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,591 |
12,566 |
PP |
12,587 |
12,538 |
S1 |
12,583 |
12,509 |
|