Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,634 |
12,554 |
-80 |
-0.6% |
12,438 |
High |
12,650 |
12,619 |
-31 |
-0.2% |
12,670 |
Low |
12,515 |
12,487 |
-28 |
-0.2% |
12,391 |
Close |
12,554 |
12,604 |
50 |
0.4% |
12,622 |
Range |
135 |
132 |
-3 |
-2.2% |
279 |
ATR |
109 |
111 |
2 |
1.5% |
0 |
Volume |
70,939 |
143,884 |
72,945 |
102.8% |
541,059 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,966 |
12,917 |
12,677 |
|
R3 |
12,834 |
12,785 |
12,640 |
|
R2 |
12,702 |
12,702 |
12,628 |
|
R1 |
12,653 |
12,653 |
12,616 |
12,678 |
PP |
12,570 |
12,570 |
12,570 |
12,582 |
S1 |
12,521 |
12,521 |
12,592 |
12,546 |
S2 |
12,438 |
12,438 |
12,580 |
|
S3 |
12,306 |
12,389 |
12,568 |
|
S4 |
12,174 |
12,257 |
12,532 |
|
|
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 |
12,487 |
183 |
1.5% |
81 |
0.6% |
64% |
False |
True |
67,182 |
10 |
12,670 |
12,315 |
355 |
2.8% |
97 |
0.8% |
81% |
False |
False |
97,475 |
20 |
12,670 |
12,176 |
494 |
3.9% |
107 |
0.8% |
87% |
False |
False |
113,362 |
40 |
12,908 |
12,035 |
873 |
6.9% |
130 |
1.0% |
65% |
False |
False |
78,259 |
60 |
12,908 |
12,035 |
873 |
6.9% |
108 |
0.9% |
65% |
False |
False |
52,187 |
80 |
12,908 |
12,035 |
873 |
6.9% |
90 |
0.7% |
65% |
False |
False |
39,141 |
100 |
12,908 |
12,035 |
873 |
6.9% |
75 |
0.6% |
65% |
False |
False |
31,322 |
120 |
12,908 |
12,035 |
873 |
6.9% |
62 |
0.5% |
65% |
False |
False |
26,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,180 |
2.618 |
12,965 |
1.618 |
12,833 |
1.000 |
12,751 |
0.618 |
12,701 |
HIGH |
12,619 |
0.618 |
12,569 |
0.500 |
12,553 |
0.382 |
12,538 |
LOW |
12,487 |
0.618 |
12,406 |
1.000 |
12,355 |
1.618 |
12,274 |
2.618 |
12,142 |
4.250 |
11,926 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,587 |
12,594 |
PP |
12,570 |
12,583 |
S1 |
12,553 |
12,573 |
|