Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,639 |
12,634 |
-5 |
0.0% |
12,438 |
High |
12,659 |
12,650 |
-9 |
-0.1% |
12,670 |
Low |
12,618 |
12,515 |
-103 |
-0.8% |
12,391 |
Close |
12,632 |
12,554 |
-78 |
-0.6% |
12,622 |
Range |
41 |
135 |
94 |
229.3% |
279 |
ATR |
107 |
109 |
2 |
1.9% |
0 |
Volume |
58,639 |
70,939 |
12,300 |
21.0% |
541,059 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,978 |
12,901 |
12,628 |
|
R3 |
12,843 |
12,766 |
12,591 |
|
R2 |
12,708 |
12,708 |
12,579 |
|
R1 |
12,631 |
12,631 |
12,567 |
12,602 |
PP |
12,573 |
12,573 |
12,573 |
12,559 |
S1 |
12,496 |
12,496 |
12,542 |
12,467 |
S2 |
12,438 |
12,438 |
12,529 |
|
S3 |
12,303 |
12,361 |
12,517 |
|
S4 |
12,168 |
12,226 |
12,480 |
|
|
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 |
12,515 |
155 |
1.2% |
69 |
0.6% |
25% |
False |
True |
53,998 |
10 |
12,670 |
12,315 |
355 |
2.8% |
96 |
0.8% |
67% |
False |
False |
99,629 |
20 |
12,670 |
12,176 |
494 |
3.9% |
104 |
0.8% |
77% |
False |
False |
121,117 |
40 |
12,908 |
12,035 |
873 |
7.0% |
129 |
1.0% |
59% |
False |
False |
74,664 |
60 |
12,908 |
12,035 |
873 |
7.0% |
107 |
0.8% |
59% |
False |
False |
49,789 |
80 |
12,908 |
12,035 |
873 |
7.0% |
88 |
0.7% |
59% |
False |
False |
37,343 |
100 |
12,908 |
12,035 |
873 |
7.0% |
73 |
0.6% |
59% |
False |
False |
29,883 |
120 |
12,908 |
12,035 |
873 |
7.0% |
61 |
0.5% |
59% |
False |
False |
24,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,224 |
2.618 |
13,004 |
1.618 |
12,869 |
1.000 |
12,785 |
0.618 |
12,734 |
HIGH |
12,650 |
0.618 |
12,599 |
0.500 |
12,583 |
0.382 |
12,567 |
LOW |
12,515 |
0.618 |
12,432 |
1.000 |
12,380 |
1.618 |
12,297 |
2.618 |
12,162 |
4.250 |
11,941 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,583 |
12,592 |
PP |
12,573 |
12,579 |
S1 |
12,564 |
12,567 |
|