Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,457.3 |
1,454.4 |
-2.9 |
-0.2% |
1,431.8 |
High |
1,458.9 |
1,458.1 |
-0.8 |
-0.1% |
1,460.0 |
Low |
1,452.5 |
1,451.5 |
-1.0 |
-0.1% |
1,426.0 |
Close |
1,454.5 |
1,456.0 |
1.5 |
0.1% |
1,452.7 |
Range |
6.4 |
6.6 |
0.2 |
3.1% |
34.0 |
ATR |
13.5 |
13.0 |
-0.5 |
-3.7% |
0.0 |
Volume |
2,422 |
15,895 |
13,473 |
556.3% |
162,229 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.0 |
1,472.1 |
1,459.6 |
|
R3 |
1,468.4 |
1,465.5 |
1,457.8 |
|
R2 |
1,461.8 |
1,461.8 |
1,457.2 |
|
R1 |
1,458.9 |
1,458.9 |
1,456.6 |
1,460.4 |
PP |
1,455.2 |
1,455.2 |
1,455.2 |
1,455.9 |
S1 |
1,452.3 |
1,452.3 |
1,455.4 |
1,453.8 |
S2 |
1,448.6 |
1,448.6 |
1,454.8 |
|
S3 |
1,442.0 |
1,445.7 |
1,454.2 |
|
S4 |
1,435.4 |
1,439.1 |
1,452.4 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.2 |
1,534.5 |
1,471.4 |
|
R3 |
1,514.2 |
1,500.5 |
1,462.1 |
|
R2 |
1,480.2 |
1,480.2 |
1,458.9 |
|
R1 |
1,466.5 |
1,466.5 |
1,455.8 |
1,473.4 |
PP |
1,446.2 |
1,446.2 |
1,446.2 |
1,449.7 |
S1 |
1,432.5 |
1,432.5 |
1,449.6 |
1,439.4 |
S2 |
1,412.2 |
1,412.2 |
1,446.5 |
|
S3 |
1,378.2 |
1,398.5 |
1,443.4 |
|
S4 |
1,344.2 |
1,364.5 |
1,434.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,460.0 |
1,444.3 |
15.7 |
1.1% |
6.9 |
0.5% |
75% |
False |
False |
19,284 |
10 |
1,460.0 |
1,418.5 |
41.5 |
2.9% |
11.5 |
0.8% |
90% |
False |
False |
28,045 |
20 |
1,460.0 |
1,375.9 |
84.1 |
5.8% |
13.5 |
0.9% |
95% |
False |
False |
44,173 |
40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.3 |
1.0% |
79% |
False |
False |
38,167 |
60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.8 |
0.8% |
79% |
False |
False |
26,159 |
80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.0 |
0.8% |
79% |
False |
False |
19,877 |
100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.9 |
0.6% |
79% |
False |
False |
16,030 |
120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.7 |
0.5% |
79% |
False |
False |
13,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.2 |
2.618 |
1,475.4 |
1.618 |
1,468.8 |
1.000 |
1,464.7 |
0.618 |
1,462.2 |
HIGH |
1,458.1 |
0.618 |
1,455.6 |
0.500 |
1,454.8 |
0.382 |
1,454.0 |
LOW |
1,451.5 |
0.618 |
1,447.4 |
1.000 |
1,444.9 |
1.618 |
1,440.8 |
2.618 |
1,434.2 |
4.250 |
1,423.5 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,455.6 |
1,455.9 |
PP |
1,455.2 |
1,455.8 |
S1 |
1,454.8 |
1,455.8 |
|