Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,500.7 |
1,501.8 |
1.1 |
0.1% |
1,492.6 |
High |
1,504.8 |
1,503.7 |
-1.1 |
-0.1% |
1,504.8 |
Low |
1,497.4 |
1,494.5 |
-2.9 |
-0.2% |
1,480.5 |
Close |
1,502.8 |
1,502.0 |
-0.8 |
-0.1% |
1,502.0 |
Range |
7.4 |
9.2 |
1.8 |
24.3% |
24.3 |
ATR |
12.4 |
12.2 |
-0.2 |
-1.9% |
0.0 |
Volume |
36,289 |
30,957 |
-5,332 |
-14.7% |
167,601 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.7 |
1,524.0 |
1,507.1 |
|
R3 |
1,518.5 |
1,514.8 |
1,504.5 |
|
R2 |
1,509.3 |
1,509.3 |
1,503.7 |
|
R1 |
1,505.6 |
1,505.6 |
1,502.8 |
1,507.5 |
PP |
1,500.1 |
1,500.1 |
1,500.1 |
1,501.0 |
S1 |
1,496.4 |
1,496.4 |
1,501.2 |
1,498.3 |
S2 |
1,490.9 |
1,490.9 |
1,500.3 |
|
S3 |
1,481.7 |
1,487.2 |
1,499.5 |
|
S4 |
1,472.5 |
1,478.0 |
1,496.9 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.7 |
1,559.6 |
1,515.4 |
|
R3 |
1,544.4 |
1,535.3 |
1,508.7 |
|
R2 |
1,520.1 |
1,520.1 |
1,506.5 |
|
R1 |
1,511.0 |
1,511.0 |
1,504.2 |
1,515.6 |
PP |
1,495.8 |
1,495.8 |
1,495.8 |
1,498.0 |
S1 |
1,486.7 |
1,486.7 |
1,499.8 |
1,491.3 |
S2 |
1,471.5 |
1,471.5 |
1,497.5 |
|
S3 |
1,447.2 |
1,462.4 |
1,495.3 |
|
S4 |
1,422.9 |
1,438.1 |
1,488.6 |
|
|
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 |
1,480.5 |
24.3 |
1.6% |
10.3 |
0.7% |
88% |
False |
False |
33,520 |
10 |
1,504.8 |
1,461.2 |
43.6 |
2.9% |
11.8 |
0.8% |
94% |
False |
False |
33,507 |
20 |
1,504.8 |
1,426.0 |
78.8 |
5.2% |
10.9 |
0.7% |
96% |
False |
False |
29,591 |
40 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
13.6 |
0.9% |
98% |
False |
False |
46,215 |
60 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
13.0 |
0.9% |
98% |
False |
False |
32,442 |
80 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
11.7 |
0.8% |
98% |
False |
False |
24,793 |
100 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
10.5 |
0.7% |
98% |
False |
False |
20,076 |
120 |
1,504.8 |
1,375.9 |
128.9 |
8.6% |
8.9 |
0.6% |
98% |
False |
False |
16,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,542.8 |
2.618 |
1,527.8 |
1.618 |
1,518.6 |
1.000 |
1,512.9 |
0.618 |
1,509.4 |
HIGH |
1,503.7 |
0.618 |
1,500.2 |
0.500 |
1,499.1 |
0.382 |
1,498.0 |
LOW |
1,494.5 |
0.618 |
1,488.8 |
1.000 |
1,485.3 |
1.618 |
1,479.6 |
2.618 |
1,470.4 |
4.250 |
1,455.4 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,501.0 |
1,499.9 |
PP |
1,500.1 |
1,497.8 |
S1 |
1,499.1 |
1,495.8 |
|