Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.4 |
1,455.7 |
1.3 |
0.1% |
1,431.8 |
High |
1,458.1 |
1,458.1 |
0.0 |
0.0% |
1,460.0 |
Low |
1,451.5 |
1,444.7 |
-6.8 |
-0.5% |
1,426.0 |
Close |
1,456.0 |
1,448.6 |
-7.4 |
-0.5% |
1,452.7 |
Range |
6.6 |
13.4 |
6.8 |
103.0% |
34.0 |
ATR |
13.0 |
13.1 |
0.0 |
0.2% |
0.0 |
Volume |
15,895 |
19,715 |
3,820 |
24.0% |
162,229 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.7 |
1,483.0 |
1,456.0 |
|
R3 |
1,477.3 |
1,469.6 |
1,452.3 |
|
R2 |
1,463.9 |
1,463.9 |
1,451.1 |
|
R1 |
1,456.2 |
1,456.2 |
1,449.8 |
1,453.4 |
PP |
1,450.5 |
1,450.5 |
1,450.5 |
1,449.0 |
S1 |
1,442.8 |
1,442.8 |
1,447.4 |
1,440.0 |
S2 |
1,437.1 |
1,437.1 |
1,446.1 |
|
S3 |
1,423.7 |
1,429.4 |
1,444.9 |
|
S4 |
1,410.3 |
1,416.0 |
1,441.2 |
|
|
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 |
1,444.7 |
15.3 |
1.1% |
8.5 |
0.6% |
25% |
False |
True |
16,460 |
10 |
1,460.0 |
1,418.5 |
41.5 |
2.9% |
11.1 |
0.8% |
73% |
False |
False |
27,230 |
20 |
1,460.0 |
1,394.8 |
65.2 |
4.5% |
12.8 |
0.9% |
83% |
False |
False |
37,692 |
40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.4 |
1.0% |
72% |
False |
False |
38,626 |
60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
12.0 |
0.8% |
72% |
False |
False |
26,487 |
80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.2 |
0.8% |
72% |
False |
False |
20,118 |
100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
9.1 |
0.6% |
72% |
False |
False |
16,225 |
120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.8 |
0.5% |
72% |
False |
False |
13,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.1 |
2.618 |
1,493.2 |
1.618 |
1,479.8 |
1.000 |
1,471.5 |
0.618 |
1,466.4 |
HIGH |
1,458.1 |
0.618 |
1,453.0 |
0.500 |
1,451.4 |
0.382 |
1,449.8 |
LOW |
1,444.7 |
0.618 |
1,436.4 |
1.000 |
1,431.3 |
1.618 |
1,423.0 |
2.618 |
1,409.6 |
4.250 |
1,387.8 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,451.4 |
1,451.8 |
PP |
1,450.5 |
1,450.7 |
S1 |
1,449.5 |
1,449.7 |
|