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 |
1,488.3 |
1,500.7 |
12.4 |
0.8% |
1,461.5 |
High |
1,503.2 |
1,504.8 |
1.6 |
0.1% |
1,493.5 |
Low |
1,486.7 |
1,497.4 |
10.7 |
0.7% |
1,461.2 |
Close |
1,500.8 |
1,502.8 |
2.0 |
0.1% |
1,493.1 |
Range |
16.5 |
7.4 |
-9.1 |
-55.2% |
32.3 |
ATR |
12.8 |
12.4 |
-0.4 |
-3.0% |
0.0 |
Volume |
30,479 |
36,289 |
5,810 |
19.1% |
167,478 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.9 |
1,520.7 |
1,506.9 |
|
R3 |
1,516.5 |
1,513.3 |
1,504.8 |
|
R2 |
1,509.1 |
1,509.1 |
1,504.2 |
|
R1 |
1,505.9 |
1,505.9 |
1,503.5 |
1,507.5 |
PP |
1,501.7 |
1,501.7 |
1,501.7 |
1,502.5 |
S1 |
1,498.5 |
1,498.5 |
1,502.1 |
1,500.1 |
S2 |
1,494.3 |
1,494.3 |
1,501.4 |
|
S3 |
1,486.9 |
1,491.1 |
1,500.8 |
|
S4 |
1,479.5 |
1,483.7 |
1,498.7 |
|
|
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 |
1,504.8 |
1,478.8 |
26.0 |
1.7% |
11.4 |
0.8% |
92% |
True |
False |
35,566 |
10 |
1,504.8 |
1,452.0 |
52.8 |
3.5% |
11.9 |
0.8% |
96% |
True |
False |
33,256 |
20 |
1,504.8 |
1,418.5 |
86.3 |
5.7% |
11.5 |
0.8% |
98% |
True |
False |
30,087 |
40 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
13.8 |
0.9% |
98% |
True |
False |
45,864 |
60 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
12.9 |
0.9% |
98% |
True |
False |
31,935 |
80 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
11.8 |
0.8% |
98% |
True |
False |
24,406 |
100 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
10.4 |
0.7% |
98% |
True |
False |
19,769 |
120 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
8.8 |
0.6% |
98% |
True |
False |
16,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.3 |
2.618 |
1,524.2 |
1.618 |
1,516.8 |
1.000 |
1,512.2 |
0.618 |
1,509.4 |
HIGH |
1,504.8 |
0.618 |
1,502.0 |
0.500 |
1,501.1 |
0.382 |
1,500.2 |
LOW |
1,497.4 |
0.618 |
1,492.8 |
1.000 |
1,490.0 |
1.618 |
1,485.4 |
2.618 |
1,478.0 |
4.250 |
1,466.0 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,502.2 |
1,499.4 |
PP |
1,501.7 |
1,496.0 |
S1 |
1,501.1 |
1,492.7 |
|