Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
13,020 |
12,984 |
-36 |
-0.3% |
12,683 |
High |
13,040 |
13,037 |
-3 |
0.0% |
13,031 |
Low |
12,965 |
12,948 |
-17 |
-0.1% |
12,676 |
Close |
12,974 |
13,007 |
33 |
0.3% |
13,019 |
Range |
75 |
89 |
14 |
18.7% |
355 |
ATR |
111 |
110 |
-2 |
-1.4% |
0 |
Volume |
126,259 |
95,435 |
-30,824 |
-24.4% |
592,630 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,264 |
13,225 |
13,056 |
|
R3 |
13,175 |
13,136 |
13,032 |
|
R2 |
13,086 |
13,086 |
13,023 |
|
R1 |
13,047 |
13,047 |
13,015 |
13,067 |
PP |
12,997 |
12,997 |
12,997 |
13,007 |
S1 |
12,958 |
12,958 |
12,999 |
12,978 |
S2 |
12,908 |
12,908 |
12,991 |
|
S3 |
12,819 |
12,869 |
12,983 |
|
S4 |
12,730 |
12,780 |
12,958 |
|
|
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 |
12,766 |
274 |
2.1% |
110 |
0.8% |
88% |
False |
False |
121,957 |
10 |
13,040 |
12,487 |
553 |
4.3% |
114 |
0.9% |
94% |
False |
False |
115,414 |
20 |
13,040 |
12,315 |
725 |
5.6% |
105 |
0.8% |
95% |
False |
False |
109,555 |
40 |
13,040 |
12,035 |
1,005 |
7.7% |
125 |
1.0% |
97% |
False |
False |
101,706 |
60 |
13,040 |
12,035 |
1,005 |
7.7% |
112 |
0.9% |
97% |
False |
False |
67,837 |
80 |
13,040 |
12,035 |
1,005 |
7.7% |
99 |
0.8% |
97% |
False |
False |
50,882 |
100 |
13,040 |
12,035 |
1,005 |
7.7% |
83 |
0.6% |
97% |
False |
False |
40,715 |
120 |
13,040 |
12,035 |
1,005 |
7.7% |
69 |
0.5% |
97% |
False |
False |
33,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,415 |
2.618 |
13,270 |
1.618 |
13,181 |
1.000 |
13,126 |
0.618 |
13,092 |
HIGH |
13,037 |
0.618 |
13,003 |
0.500 |
12,993 |
0.382 |
12,982 |
LOW |
12,948 |
0.618 |
12,893 |
1.000 |
12,859 |
1.618 |
12,804 |
2.618 |
12,715 |
4.250 |
12,570 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,002 |
12,989 |
PP |
12,997 |
12,971 |
S1 |
12,993 |
12,954 |
|