Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,851 |
12,876 |
25 |
0.2% |
12,683 |
High |
12,879 |
13,031 |
152 |
1.2% |
13,031 |
Low |
12,766 |
12,867 |
101 |
0.8% |
12,676 |
Close |
12,871 |
13,019 |
148 |
1.1% |
13,019 |
Range |
113 |
164 |
51 |
45.1% |
355 |
ATR |
110 |
114 |
4 |
3.5% |
0 |
Volume |
126,502 |
132,715 |
6,213 |
4.9% |
592,630 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,464 |
13,406 |
13,109 |
|
R3 |
13,300 |
13,242 |
13,064 |
|
R2 |
13,136 |
13,136 |
13,049 |
|
R1 |
13,078 |
13,078 |
13,034 |
13,107 |
PP |
12,972 |
12,972 |
12,972 |
12,987 |
S1 |
12,914 |
12,914 |
13,004 |
12,943 |
S2 |
12,808 |
12,808 |
12,989 |
|
S3 |
12,644 |
12,750 |
12,974 |
|
S4 |
12,480 |
12,586 |
12,929 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,974 |
13,851 |
13,214 |
|
R3 |
13,619 |
13,496 |
13,117 |
|
R2 |
13,264 |
13,264 |
13,084 |
|
R1 |
13,141 |
13,141 |
13,052 |
13,203 |
PP |
12,909 |
12,909 |
12,909 |
12,939 |
S1 |
12,786 |
12,786 |
12,987 |
12,848 |
S2 |
12,554 |
12,554 |
12,954 |
|
S3 |
12,199 |
12,431 |
12,922 |
|
S4 |
11,844 |
12,076 |
12,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,031 |
12,676 |
355 |
2.7% |
122 |
0.9% |
97% |
True |
False |
118,526 |
10 |
13,031 |
12,487 |
544 |
4.2% |
106 |
0.8% |
98% |
True |
False |
99,380 |
20 |
13,031 |
12,315 |
716 |
5.5% |
107 |
0.8% |
98% |
True |
False |
110,149 |
40 |
13,031 |
12,035 |
996 |
7.7% |
137 |
1.1% |
99% |
True |
False |
96,190 |
60 |
13,031 |
12,035 |
996 |
7.7% |
111 |
0.9% |
99% |
True |
False |
64,143 |
80 |
13,031 |
12,035 |
996 |
7.7% |
97 |
0.7% |
99% |
True |
False |
48,111 |
100 |
13,031 |
12,035 |
996 |
7.7% |
82 |
0.6% |
99% |
True |
False |
38,498 |
120 |
13,031 |
12,035 |
996 |
7.7% |
68 |
0.5% |
99% |
True |
False |
32,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,728 |
2.618 |
13,460 |
1.618 |
13,296 |
1.000 |
13,195 |
0.618 |
13,132 |
HIGH |
13,031 |
0.618 |
12,968 |
0.500 |
12,949 |
0.382 |
12,930 |
LOW |
12,867 |
0.618 |
12,766 |
1.000 |
12,703 |
1.618 |
12,602 |
2.618 |
12,438 |
4.250 |
12,170 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,996 |
12,979 |
PP |
12,972 |
12,939 |
S1 |
12,949 |
12,899 |
|