Trading Metrics calculated at close of trading on 05-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,577 |
12,594 |
17 |
0.1% |
12,561 |
High |
12,610 |
12,643 |
33 |
0.3% |
12,578 |
Low |
12,555 |
12,571 |
16 |
0.1% |
12,315 |
Close |
12,595 |
12,622 |
27 |
0.2% |
12,440 |
Range |
55 |
72 |
17 |
30.9% |
263 |
ATR |
126 |
122 |
-4 |
-3.1% |
0 |
Volume |
122,496 |
77,961 |
-44,535 |
-36.4% |
668,121 |
|
Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,828 |
12,797 |
12,662 |
|
R3 |
12,756 |
12,725 |
12,642 |
|
R2 |
12,684 |
12,684 |
12,635 |
|
R1 |
12,653 |
12,653 |
12,629 |
12,669 |
PP |
12,612 |
12,612 |
12,612 |
12,620 |
S1 |
12,581 |
12,581 |
12,616 |
12,597 |
S2 |
12,540 |
12,540 |
12,609 |
|
S3 |
12,468 |
12,509 |
12,602 |
|
S4 |
12,396 |
12,437 |
12,583 |
|
|
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 |
12,643 |
12,315 |
328 |
2.6% |
112 |
0.9% |
94% |
True |
False |
127,767 |
10 |
12,643 |
12,315 |
328 |
2.6% |
109 |
0.9% |
94% |
True |
False |
128,671 |
20 |
12,643 |
12,035 |
608 |
4.8% |
125 |
1.0% |
97% |
True |
False |
138,967 |
40 |
12,908 |
12,035 |
873 |
6.9% |
129 |
1.0% |
67% |
False |
False |
69,868 |
60 |
12,908 |
12,035 |
873 |
6.9% |
105 |
0.8% |
67% |
False |
False |
46,589 |
80 |
12,908 |
12,035 |
873 |
6.9% |
87 |
0.7% |
67% |
False |
False |
34,951 |
100 |
12,908 |
12,035 |
873 |
6.9% |
71 |
0.6% |
67% |
False |
False |
27,963 |
120 |
12,908 |
12,035 |
873 |
6.9% |
59 |
0.5% |
67% |
False |
False |
23,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,949 |
2.618 |
12,832 |
1.618 |
12,760 |
1.000 |
12,715 |
0.618 |
12,688 |
HIGH |
12,643 |
0.618 |
12,616 |
0.500 |
12,607 |
0.382 |
12,599 |
LOW |
12,571 |
0.618 |
12,527 |
1.000 |
12,499 |
1.618 |
12,455 |
2.618 |
12,383 |
4.250 |
12,265 |
|
|
Fisher Pivots for day following 05-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,617 |
12,596 |
PP |
12,612 |
12,571 |
S1 |
12,607 |
12,545 |
|