Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,478.9 |
1,480.5 |
1.6 |
0.1% |
1,457.3 |
High |
1,484.4 |
1,481.8 |
-2.6 |
-0.2% |
1,461.5 |
Low |
1,473.1 |
1,468.2 |
-4.9 |
-0.3% |
1,442.3 |
Close |
1,480.3 |
1,480.3 |
0.0 |
0.0% |
1,461.3 |
Range |
11.3 |
13.6 |
2.3 |
20.4% |
19.2 |
ATR |
12.9 |
12.9 |
0.1 |
0.4% |
0.0 |
Volume |
32,385 |
31,967 |
-418 |
-1.3% |
94,530 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.6 |
1,512.5 |
1,487.8 |
|
R3 |
1,504.0 |
1,498.9 |
1,484.0 |
|
R2 |
1,490.4 |
1,490.4 |
1,482.8 |
|
R1 |
1,485.3 |
1,485.3 |
1,481.5 |
1,481.1 |
PP |
1,476.8 |
1,476.8 |
1,476.8 |
1,474.6 |
S1 |
1,471.7 |
1,471.7 |
1,479.1 |
1,467.5 |
S2 |
1,463.2 |
1,463.2 |
1,477.8 |
|
S3 |
1,449.6 |
1,458.1 |
1,476.6 |
|
S4 |
1,436.0 |
1,444.5 |
1,472.8 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.6 |
1,506.2 |
1,471.9 |
|
R3 |
1,493.4 |
1,487.0 |
1,466.6 |
|
R2 |
1,474.2 |
1,474.2 |
1,464.8 |
|
R1 |
1,467.8 |
1,467.8 |
1,463.1 |
1,471.0 |
PP |
1,455.0 |
1,455.0 |
1,455.0 |
1,456.7 |
S1 |
1,448.6 |
1,448.6 |
1,459.5 |
1,451.8 |
S2 |
1,435.8 |
1,435.8 |
1,457.8 |
|
S3 |
1,416.6 |
1,429.4 |
1,456.0 |
|
S4 |
1,397.4 |
1,410.2 |
1,450.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.4 |
1,452.0 |
32.4 |
2.2% |
12.3 |
0.8% |
87% |
False |
False |
30,946 |
10 |
1,484.4 |
1,442.3 |
42.1 |
2.8% |
11.0 |
0.7% |
90% |
False |
False |
24,394 |
20 |
1,484.4 |
1,418.5 |
65.9 |
4.5% |
11.8 |
0.8% |
94% |
False |
False |
29,287 |
40 |
1,484.4 |
1,375.9 |
108.5 |
7.3% |
15.3 |
1.0% |
96% |
False |
False |
42,955 |
60 |
1,484.4 |
1,375.9 |
108.5 |
7.3% |
12.8 |
0.9% |
96% |
False |
False |
29,303 |
80 |
1,484.4 |
1,375.9 |
108.5 |
7.3% |
11.5 |
0.8% |
96% |
False |
False |
22,219 |
100 |
1,484.4 |
1,375.9 |
108.5 |
7.3% |
9.8 |
0.7% |
96% |
False |
False |
18,043 |
120 |
1,484.4 |
1,375.9 |
108.5 |
7.3% |
8.4 |
0.6% |
96% |
False |
False |
15,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.6 |
2.618 |
1,517.4 |
1.618 |
1,503.8 |
1.000 |
1,495.4 |
0.618 |
1,490.2 |
HIGH |
1,481.8 |
0.618 |
1,476.6 |
0.500 |
1,475.0 |
0.382 |
1,473.4 |
LOW |
1,468.2 |
0.618 |
1,459.8 |
1.000 |
1,454.6 |
1.618 |
1,446.2 |
2.618 |
1,432.6 |
4.250 |
1,410.4 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,478.5 |
1,479.0 |
PP |
1,476.8 |
1,477.6 |
S1 |
1,475.0 |
1,476.3 |
|