Trading Metrics calculated at close of trading on 06-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,594 |
12,622 |
28 |
0.2% |
12,438 |
High |
12,643 |
12,670 |
27 |
0.2% |
12,670 |
Low |
12,571 |
12,615 |
44 |
0.4% |
12,391 |
Close |
12,622 |
12,622 |
0 |
0.0% |
12,622 |
Range |
72 |
55 |
-17 |
-23.6% |
279 |
ATR |
122 |
117 |
-5 |
-3.9% |
0 |
Volume |
77,961 |
59,733 |
-18,228 |
-23.4% |
541,059 |
|
Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,801 |
12,766 |
12,652 |
|
R3 |
12,746 |
12,711 |
12,637 |
|
R2 |
12,691 |
12,691 |
12,632 |
|
R1 |
12,656 |
12,656 |
12,627 |
12,650 |
PP |
12,636 |
12,636 |
12,636 |
12,632 |
S1 |
12,601 |
12,601 |
12,617 |
12,595 |
S2 |
12,581 |
12,581 |
12,612 |
|
S3 |
12,526 |
12,546 |
12,607 |
|
S4 |
12,471 |
12,491 |
12,592 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,398 |
13,289 |
12,776 |
|
R3 |
13,119 |
13,010 |
12,699 |
|
R2 |
12,840 |
12,840 |
12,673 |
|
R1 |
12,731 |
12,731 |
12,648 |
12,786 |
PP |
12,561 |
12,561 |
12,561 |
12,588 |
S1 |
12,452 |
12,452 |
12,597 |
12,507 |
S2 |
12,282 |
12,282 |
12,571 |
|
S3 |
12,003 |
12,173 |
12,545 |
|
S4 |
11,724 |
11,894 |
12,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,670 |
12,391 |
279 |
2.2% |
87 |
0.7% |
83% |
True |
False |
108,211 |
10 |
12,670 |
12,315 |
355 |
2.8% |
108 |
0.9% |
86% |
True |
False |
120,918 |
20 |
12,670 |
12,035 |
635 |
5.0% |
122 |
1.0% |
92% |
True |
False |
137,799 |
40 |
12,908 |
12,035 |
873 |
6.9% |
129 |
1.0% |
67% |
False |
False |
71,360 |
60 |
12,908 |
12,035 |
873 |
6.9% |
105 |
0.8% |
67% |
False |
False |
47,584 |
80 |
12,908 |
12,035 |
873 |
6.9% |
87 |
0.7% |
67% |
False |
False |
35,693 |
100 |
12,908 |
12,035 |
873 |
6.9% |
71 |
0.6% |
67% |
False |
False |
28,560 |
120 |
12,908 |
12,035 |
873 |
6.9% |
59 |
0.5% |
67% |
False |
False |
23,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,904 |
2.618 |
12,814 |
1.618 |
12,759 |
1.000 |
12,725 |
0.618 |
12,704 |
HIGH |
12,670 |
0.618 |
12,649 |
0.500 |
12,643 |
0.382 |
12,636 |
LOW |
12,615 |
0.618 |
12,581 |
1.000 |
12,560 |
1.618 |
12,526 |
2.618 |
12,471 |
4.250 |
12,381 |
|
|
Fisher Pivots for day following 06-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,643 |
12,619 |
PP |
12,636 |
12,616 |
S1 |
12,629 |
12,613 |
|