Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,501.8 |
1,501.1 |
-0.7 |
0.0% |
1,492.6 |
High |
1,503.7 |
1,504.8 |
1.1 |
0.1% |
1,504.8 |
Low |
1,494.5 |
1,488.0 |
-6.5 |
-0.4% |
1,480.5 |
Close |
1,502.0 |
1,488.4 |
-13.6 |
-0.9% |
1,502.0 |
Range |
9.2 |
16.8 |
7.6 |
82.6% |
24.3 |
ATR |
12.2 |
12.5 |
0.3 |
2.7% |
0.0 |
Volume |
30,957 |
27,664 |
-3,293 |
-10.6% |
167,601 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.1 |
1,533.1 |
1,497.6 |
|
R3 |
1,527.3 |
1,516.3 |
1,493.0 |
|
R2 |
1,510.5 |
1,510.5 |
1,491.5 |
|
R1 |
1,499.5 |
1,499.5 |
1,489.9 |
1,496.6 |
PP |
1,493.7 |
1,493.7 |
1,493.7 |
1,492.3 |
S1 |
1,482.7 |
1,482.7 |
1,486.9 |
1,479.8 |
S2 |
1,476.9 |
1,476.9 |
1,485.3 |
|
S3 |
1,460.1 |
1,465.9 |
1,483.8 |
|
S4 |
1,443.3 |
1,449.1 |
1,479.2 |
|
|
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% |
12.1 |
0.8% |
33% |
True |
False |
31,164 |
10 |
1,504.8 |
1,468.2 |
36.6 |
2.5% |
11.9 |
0.8% |
55% |
True |
False |
33,256 |
20 |
1,504.8 |
1,433.3 |
71.5 |
4.8% |
11.2 |
0.8% |
77% |
True |
False |
28,419 |
40 |
1,504.8 |
1,375.9 |
128.9 |
8.7% |
13.5 |
0.9% |
87% |
True |
False |
46,037 |
60 |
1,504.8 |
1,375.9 |
128.9 |
8.7% |
13.2 |
0.9% |
87% |
True |
False |
32,897 |
80 |
1,504.8 |
1,375.9 |
128.9 |
8.7% |
11.7 |
0.8% |
87% |
True |
False |
25,126 |
100 |
1,504.8 |
1,375.9 |
128.9 |
8.7% |
10.6 |
0.7% |
87% |
True |
False |
20,334 |
120 |
1,504.8 |
1,375.9 |
128.9 |
8.7% |
9.0 |
0.6% |
87% |
True |
False |
17,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,576.2 |
2.618 |
1,548.8 |
1.618 |
1,532.0 |
1.000 |
1,521.6 |
0.618 |
1,515.2 |
HIGH |
1,504.8 |
0.618 |
1,498.4 |
0.500 |
1,496.4 |
0.382 |
1,494.4 |
LOW |
1,488.0 |
0.618 |
1,477.6 |
1.000 |
1,471.2 |
1.618 |
1,460.8 |
2.618 |
1,444.0 |
4.250 |
1,416.6 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,496.4 |
1,496.4 |
PP |
1,493.7 |
1,493.7 |
S1 |
1,491.1 |
1,491.1 |
|