Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,488.1 |
1,488.3 |
0.2 |
0.0% |
1,461.5 |
High |
1,491.3 |
1,503.2 |
11.9 |
0.8% |
1,493.5 |
Low |
1,480.5 |
1,486.7 |
6.2 |
0.4% |
1,461.2 |
Close |
1,488.5 |
1,500.8 |
12.3 |
0.8% |
1,493.1 |
Range |
10.8 |
16.5 |
5.7 |
52.8% |
32.3 |
ATR |
12.5 |
12.8 |
0.3 |
2.3% |
0.0 |
Volume |
30,432 |
30,479 |
47 |
0.2% |
167,478 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.4 |
1,540.1 |
1,509.9 |
|
R3 |
1,529.9 |
1,523.6 |
1,505.3 |
|
R2 |
1,513.4 |
1,513.4 |
1,503.8 |
|
R1 |
1,507.1 |
1,507.1 |
1,502.3 |
1,510.3 |
PP |
1,496.9 |
1,496.9 |
1,496.9 |
1,498.5 |
S1 |
1,490.6 |
1,490.6 |
1,499.3 |
1,493.8 |
S2 |
1,480.4 |
1,480.4 |
1,497.8 |
|
S3 |
1,463.9 |
1,474.1 |
1,496.3 |
|
S4 |
1,447.4 |
1,457.6 |
1,491.7 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.5 |
1,568.6 |
1,510.9 |
|
R3 |
1,547.2 |
1,536.3 |
1,502.0 |
|
R2 |
1,514.9 |
1,514.9 |
1,499.0 |
|
R1 |
1,504.0 |
1,504.0 |
1,496.1 |
1,509.5 |
PP |
1,482.6 |
1,482.6 |
1,482.6 |
1,485.3 |
S1 |
1,471.7 |
1,471.7 |
1,490.1 |
1,477.2 |
S2 |
1,450.3 |
1,450.3 |
1,487.2 |
|
S3 |
1,418.0 |
1,439.4 |
1,484.2 |
|
S4 |
1,385.7 |
1,407.1 |
1,475.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,503.2 |
1,468.2 |
35.0 |
2.3% |
12.7 |
0.8% |
93% |
True |
False |
34,701 |
10 |
1,503.2 |
1,442.3 |
60.9 |
4.1% |
12.6 |
0.8% |
96% |
True |
False |
32,433 |
20 |
1,503.2 |
1,418.5 |
84.7 |
5.6% |
11.9 |
0.8% |
97% |
True |
False |
29,831 |
40 |
1,503.2 |
1,375.9 |
127.3 |
8.5% |
14.4 |
1.0% |
98% |
True |
False |
45,344 |
60 |
1,503.2 |
1,375.9 |
127.3 |
8.5% |
13.1 |
0.9% |
98% |
True |
False |
31,375 |
80 |
1,503.2 |
1,375.9 |
127.3 |
8.5% |
11.8 |
0.8% |
98% |
True |
False |
23,953 |
100 |
1,503.2 |
1,375.9 |
127.3 |
8.5% |
10.3 |
0.7% |
98% |
True |
False |
19,414 |
120 |
1,503.2 |
1,375.9 |
127.3 |
8.5% |
8.7 |
0.6% |
98% |
True |
False |
16,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,573.3 |
2.618 |
1,546.4 |
1.618 |
1,529.9 |
1.000 |
1,519.7 |
0.618 |
1,513.4 |
HIGH |
1,503.2 |
0.618 |
1,496.9 |
0.500 |
1,495.0 |
0.382 |
1,493.0 |
LOW |
1,486.7 |
0.618 |
1,476.5 |
1.000 |
1,470.2 |
1.618 |
1,460.0 |
2.618 |
1,443.5 |
4.250 |
1,416.6 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,498.9 |
1,497.8 |
PP |
1,496.9 |
1,494.8 |
S1 |
1,495.0 |
1,491.9 |
|