Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,659 |
12,639 |
-20 |
-0.2% |
12,438 |
High |
12,668 |
12,659 |
-9 |
-0.1% |
12,670 |
Low |
12,625 |
12,618 |
-7 |
-0.1% |
12,391 |
Close |
12,639 |
12,632 |
-7 |
-0.1% |
12,622 |
Range |
43 |
41 |
-2 |
-4.7% |
279 |
ATR |
112 |
107 |
-5 |
-4.5% |
0 |
Volume |
2,719 |
58,639 |
55,920 |
2,056.6% |
541,059 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,759 |
12,737 |
12,655 |
|
R3 |
12,718 |
12,696 |
12,643 |
|
R2 |
12,677 |
12,677 |
12,640 |
|
R1 |
12,655 |
12,655 |
12,636 |
12,646 |
PP |
12,636 |
12,636 |
12,636 |
12,632 |
S1 |
12,614 |
12,614 |
12,628 |
12,605 |
S2 |
12,595 |
12,595 |
12,625 |
|
S3 |
12,554 |
12,573 |
12,621 |
|
S4 |
12,513 |
12,532 |
12,610 |
|
|
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 |
12,555 |
115 |
0.9% |
53 |
0.4% |
67% |
False |
False |
64,309 |
10 |
12,670 |
12,315 |
355 |
2.8% |
96 |
0.8% |
89% |
False |
False |
103,696 |
20 |
12,670 |
12,035 |
635 |
5.0% |
109 |
0.9% |
94% |
False |
False |
128,260 |
40 |
12,908 |
12,035 |
873 |
6.9% |
127 |
1.0% |
68% |
False |
False |
72,892 |
60 |
12,908 |
12,035 |
873 |
6.9% |
104 |
0.8% |
68% |
False |
False |
48,607 |
80 |
12,908 |
12,035 |
873 |
6.9% |
88 |
0.7% |
68% |
False |
False |
36,456 |
100 |
12,908 |
12,035 |
873 |
6.9% |
72 |
0.6% |
68% |
False |
False |
29,174 |
120 |
12,908 |
12,035 |
873 |
6.9% |
60 |
0.5% |
68% |
False |
False |
24,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,833 |
2.618 |
12,766 |
1.618 |
12,725 |
1.000 |
12,700 |
0.618 |
12,684 |
HIGH |
12,659 |
0.618 |
12,643 |
0.500 |
12,639 |
0.382 |
12,634 |
LOW |
12,618 |
0.618 |
12,593 |
1.000 |
12,577 |
1.618 |
12,552 |
2.618 |
12,511 |
4.250 |
12,444 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,639 |
12,643 |
PP |
12,636 |
12,639 |
S1 |
12,634 |
12,636 |
|