Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
13,013 |
13,125 |
112 |
0.9% |
12,683 |
High |
13,153 |
13,173 |
20 |
0.2% |
13,031 |
Low |
12,990 |
13,112 |
122 |
0.9% |
12,676 |
Close |
13,120 |
13,169 |
49 |
0.4% |
13,019 |
Range |
163 |
61 |
-102 |
-62.6% |
355 |
ATR |
114 |
110 |
-4 |
-3.3% |
0 |
Volume |
134,108 |
149,103 |
14,995 |
11.2% |
592,630 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,334 |
13,313 |
13,203 |
|
R3 |
13,273 |
13,252 |
13,186 |
|
R2 |
13,212 |
13,212 |
13,180 |
|
R1 |
13,191 |
13,191 |
13,175 |
13,202 |
PP |
13,151 |
13,151 |
13,151 |
13,157 |
S1 |
13,130 |
13,130 |
13,164 |
13,141 |
S2 |
13,090 |
13,090 |
13,158 |
|
S3 |
13,029 |
13,069 |
13,152 |
|
S4 |
12,968 |
13,008 |
13,136 |
|
|
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 |
13,173 |
12,867 |
306 |
2.3% |
111 |
0.8% |
99% |
True |
False |
127,524 |
10 |
13,173 |
12,587 |
586 |
4.4% |
110 |
0.8% |
99% |
True |
False |
122,253 |
20 |
13,173 |
12,315 |
858 |
6.5% |
103 |
0.8% |
100% |
True |
False |
109,864 |
40 |
13,173 |
12,035 |
1,138 |
8.6% |
120 |
0.9% |
100% |
True |
False |
108,747 |
60 |
13,173 |
12,035 |
1,138 |
8.6% |
114 |
0.9% |
100% |
True |
False |
72,555 |
80 |
13,173 |
12,035 |
1,138 |
8.6% |
102 |
0.8% |
100% |
True |
False |
54,423 |
100 |
13,173 |
12,035 |
1,138 |
8.6% |
86 |
0.6% |
100% |
True |
False |
43,547 |
120 |
13,173 |
12,035 |
1,138 |
8.6% |
71 |
0.5% |
100% |
True |
False |
36,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,432 |
2.618 |
13,333 |
1.618 |
13,272 |
1.000 |
13,234 |
0.618 |
13,211 |
HIGH |
13,173 |
0.618 |
13,150 |
0.500 |
13,143 |
0.382 |
13,135 |
LOW |
13,112 |
0.618 |
13,074 |
1.000 |
13,051 |
1.618 |
13,013 |
2.618 |
12,952 |
4.250 |
12,853 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,160 |
13,133 |
PP |
13,151 |
13,097 |
S1 |
13,143 |
13,061 |
|