Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,809 |
12,851 |
42 |
0.3% |
12,659 |
High |
12,889 |
12,879 |
-10 |
-0.1% |
12,685 |
Low |
12,782 |
12,766 |
-16 |
-0.1% |
12,487 |
Close |
12,858 |
12,871 |
13 |
0.1% |
12,673 |
Range |
107 |
113 |
6 |
5.6% |
198 |
ATR |
110 |
110 |
0 |
0.2% |
0 |
Volume |
128,878 |
126,502 |
-2,376 |
-1.8% |
401,178 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,178 |
13,137 |
12,933 |
|
R3 |
13,065 |
13,024 |
12,902 |
|
R2 |
12,952 |
12,952 |
12,892 |
|
R1 |
12,911 |
12,911 |
12,881 |
12,932 |
PP |
12,839 |
12,839 |
12,839 |
12,849 |
S1 |
12,798 |
12,798 |
12,861 |
12,819 |
S2 |
12,726 |
12,726 |
12,850 |
|
S3 |
12,613 |
12,685 |
12,840 |
|
S4 |
12,500 |
12,572 |
12,809 |
|
|
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 |
12,587 |
302 |
2.3% |
109 |
0.8% |
94% |
False |
False |
116,982 |
10 |
12,889 |
12,487 |
402 |
3.1% |
95 |
0.7% |
96% |
False |
False |
92,082 |
20 |
12,889 |
12,315 |
574 |
4.5% |
102 |
0.8% |
97% |
False |
False |
110,376 |
40 |
12,889 |
12,035 |
854 |
6.6% |
135 |
1.0% |
98% |
False |
False |
92,875 |
60 |
12,908 |
12,035 |
873 |
6.8% |
111 |
0.9% |
96% |
False |
False |
61,931 |
80 |
12,908 |
12,035 |
873 |
6.8% |
95 |
0.7% |
96% |
False |
False |
46,452 |
100 |
12,908 |
12,035 |
873 |
6.8% |
80 |
0.6% |
96% |
False |
False |
37,171 |
120 |
12,908 |
12,035 |
873 |
6.8% |
67 |
0.5% |
96% |
False |
False |
30,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,359 |
2.618 |
13,175 |
1.618 |
13,062 |
1.000 |
12,992 |
0.618 |
12,949 |
HIGH |
12,879 |
0.618 |
12,836 |
0.500 |
12,823 |
0.382 |
12,809 |
LOW |
12,766 |
0.618 |
12,696 |
1.000 |
12,653 |
1.618 |
12,583 |
2.618 |
12,470 |
4.250 |
12,286 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,855 |
12,852 |
PP |
12,839 |
12,832 |
S1 |
12,823 |
12,813 |
|