Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,876 |
13,020 |
144 |
1.1% |
12,683 |
High |
13,031 |
13,040 |
9 |
0.1% |
13,031 |
Low |
12,867 |
12,965 |
98 |
0.8% |
12,676 |
Close |
13,019 |
12,974 |
-45 |
-0.3% |
13,019 |
Range |
164 |
75 |
-89 |
-54.3% |
355 |
ATR |
114 |
111 |
-3 |
-2.5% |
0 |
Volume |
132,715 |
126,259 |
-6,456 |
-4.9% |
592,630 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,218 |
13,171 |
13,015 |
|
R3 |
13,143 |
13,096 |
12,995 |
|
R2 |
13,068 |
13,068 |
12,988 |
|
R1 |
13,021 |
13,021 |
12,981 |
13,007 |
PP |
12,993 |
12,993 |
12,993 |
12,986 |
S1 |
12,946 |
12,946 |
12,967 |
12,932 |
S2 |
12,918 |
12,918 |
12,960 |
|
S3 |
12,843 |
12,871 |
12,954 |
|
S4 |
12,768 |
12,796 |
12,933 |
|
|
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 |
13,040 |
12,736 |
304 |
2.3% |
114 |
0.9% |
78% |
True |
False |
121,834 |
10 |
13,040 |
12,487 |
553 |
4.3% |
109 |
0.8% |
88% |
True |
False |
111,734 |
20 |
13,040 |
12,315 |
725 |
5.6% |
104 |
0.8% |
91% |
True |
False |
111,705 |
40 |
13,040 |
12,035 |
1,005 |
7.7% |
137 |
1.1% |
93% |
True |
False |
99,343 |
60 |
13,040 |
12,035 |
1,005 |
7.7% |
111 |
0.9% |
93% |
True |
False |
66,247 |
80 |
13,040 |
12,035 |
1,005 |
7.7% |
98 |
0.8% |
93% |
True |
False |
49,690 |
100 |
13,040 |
12,035 |
1,005 |
7.7% |
82 |
0.6% |
93% |
True |
False |
39,761 |
120 |
13,040 |
12,035 |
1,005 |
7.7% |
69 |
0.5% |
93% |
True |
False |
33,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,359 |
2.618 |
13,236 |
1.618 |
13,161 |
1.000 |
13,115 |
0.618 |
13,086 |
HIGH |
13,040 |
0.618 |
13,011 |
0.500 |
13,003 |
0.382 |
12,994 |
LOW |
12,965 |
0.618 |
12,919 |
1.000 |
12,890 |
1.618 |
12,844 |
2.618 |
12,769 |
4.250 |
12,646 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,003 |
12,950 |
PP |
12,993 |
12,927 |
S1 |
12,984 |
12,903 |
|