Trading Metrics calculated at close of trading on 09-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,622 |
12,659 |
37 |
0.3% |
12,438 |
High |
12,670 |
12,668 |
-2 |
0.0% |
12,670 |
Low |
12,615 |
12,625 |
10 |
0.1% |
12,391 |
Close |
12,622 |
12,639 |
17 |
0.1% |
12,622 |
Range |
55 |
43 |
-12 |
-21.8% |
279 |
ATR |
117 |
112 |
-5 |
-4.3% |
0 |
Volume |
59,733 |
2,719 |
-57,014 |
-95.4% |
541,059 |
|
Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,773 |
12,749 |
12,663 |
|
R3 |
12,730 |
12,706 |
12,651 |
|
R2 |
12,687 |
12,687 |
12,647 |
|
R1 |
12,663 |
12,663 |
12,643 |
12,654 |
PP |
12,644 |
12,644 |
12,644 |
12,639 |
S1 |
12,620 |
12,620 |
12,635 |
12,611 |
S2 |
12,601 |
12,601 |
12,631 |
|
S3 |
12,558 |
12,577 |
12,627 |
|
S4 |
12,515 |
12,534 |
12,615 |
|
|
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 |
12,447 |
223 |
1.8% |
81 |
0.6% |
86% |
False |
False |
75,896 |
10 |
12,670 |
12,315 |
355 |
2.8% |
100 |
0.8% |
91% |
False |
False |
111,675 |
20 |
12,670 |
12,035 |
635 |
5.0% |
119 |
0.9% |
95% |
False |
False |
131,369 |
40 |
12,908 |
12,035 |
873 |
6.9% |
128 |
1.0% |
69% |
False |
False |
71,427 |
60 |
12,908 |
12,035 |
873 |
6.9% |
104 |
0.8% |
69% |
False |
False |
47,629 |
80 |
12,908 |
12,035 |
873 |
6.9% |
87 |
0.7% |
69% |
False |
False |
35,723 |
100 |
12,908 |
12,035 |
873 |
6.9% |
72 |
0.6% |
69% |
False |
False |
28,587 |
120 |
12,908 |
12,035 |
873 |
6.9% |
60 |
0.5% |
69% |
False |
False |
23,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,851 |
2.618 |
12,781 |
1.618 |
12,738 |
1.000 |
12,711 |
0.618 |
12,695 |
HIGH |
12,668 |
0.618 |
12,652 |
0.500 |
12,647 |
0.382 |
12,642 |
LOW |
12,625 |
0.618 |
12,599 |
1.000 |
12,582 |
1.618 |
12,556 |
2.618 |
12,513 |
4.250 |
12,442 |
|
|
Fisher Pivots for day following 09-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,647 |
12,633 |
PP |
12,644 |
12,627 |
S1 |
12,642 |
12,621 |
|