Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,764 |
12,809 |
45 |
0.4% |
12,659 |
High |
12,847 |
12,889 |
42 |
0.3% |
12,685 |
Low |
12,736 |
12,782 |
46 |
0.4% |
12,487 |
Close |
12,826 |
12,858 |
32 |
0.2% |
12,673 |
Range |
111 |
107 |
-4 |
-3.6% |
198 |
ATR |
110 |
110 |
0 |
-0.2% |
0 |
Volume |
94,817 |
128,878 |
34,061 |
35.9% |
401,178 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,164 |
13,118 |
12,917 |
|
R3 |
13,057 |
13,011 |
12,888 |
|
R2 |
12,950 |
12,950 |
12,878 |
|
R1 |
12,904 |
12,904 |
12,868 |
12,927 |
PP |
12,843 |
12,843 |
12,843 |
12,855 |
S1 |
12,797 |
12,797 |
12,848 |
12,820 |
S2 |
12,736 |
12,736 |
12,839 |
|
S3 |
12,629 |
12,690 |
12,829 |
|
S4 |
12,522 |
12,583 |
12,799 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,209 |
13,139 |
12,782 |
|
R3 |
13,011 |
12,941 |
12,728 |
|
R2 |
12,813 |
12,813 |
12,709 |
|
R1 |
12,743 |
12,743 |
12,691 |
12,778 |
PP |
12,615 |
12,615 |
12,615 |
12,633 |
S1 |
12,545 |
12,545 |
12,655 |
12,580 |
S2 |
12,417 |
12,417 |
12,637 |
|
S3 |
12,219 |
12,347 |
12,619 |
|
S4 |
12,021 |
12,149 |
12,564 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,889 |
12,487 |
402 |
3.1% |
112 |
0.9% |
92% |
True |
False |
120,458 |
10 |
12,889 |
12,487 |
402 |
3.1% |
91 |
0.7% |
92% |
True |
False |
87,228 |
20 |
12,889 |
12,315 |
574 |
4.5% |
100 |
0.8% |
95% |
True |
False |
111,835 |
40 |
12,896 |
12,035 |
861 |
6.7% |
135 |
1.0% |
96% |
False |
False |
89,714 |
60 |
12,908 |
12,035 |
873 |
6.8% |
110 |
0.9% |
94% |
False |
False |
59,824 |
80 |
12,908 |
12,035 |
873 |
6.8% |
94 |
0.7% |
94% |
False |
False |
44,871 |
100 |
12,908 |
12,035 |
873 |
6.8% |
79 |
0.6% |
94% |
False |
False |
35,906 |
120 |
12,908 |
12,035 |
873 |
6.8% |
66 |
0.5% |
94% |
False |
False |
29,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,344 |
2.618 |
13,169 |
1.618 |
13,062 |
1.000 |
12,996 |
0.618 |
12,955 |
HIGH |
12,889 |
0.618 |
12,848 |
0.500 |
12,836 |
0.382 |
12,823 |
LOW |
12,782 |
0.618 |
12,716 |
1.000 |
12,675 |
1.618 |
12,609 |
2.618 |
12,502 |
4.250 |
12,327 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,851 |
12,833 |
PP |
12,843 |
12,808 |
S1 |
12,836 |
12,783 |
|