Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,026.0 |
7,128.0 |
102.0 |
1.5% |
6,956.0 |
High |
7,119.5 |
7,139.5 |
20.0 |
0.3% |
7,019.5 |
Low |
7,026.0 |
7,090.5 |
64.5 |
0.9% |
6,844.5 |
Close |
7,099.0 |
7,121.5 |
22.5 |
0.3% |
6,969.0 |
Range |
93.5 |
49.0 |
-44.5 |
-47.6% |
175.0 |
ATR |
103.7 |
99.8 |
-3.9 |
-3.8% |
0.0 |
Volume |
171,815 |
153,147 |
-18,668 |
-10.9% |
943,282 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,264.2 |
7,241.8 |
7,148.5 |
|
R3 |
7,215.2 |
7,192.8 |
7,135.0 |
|
R2 |
7,166.2 |
7,166.2 |
7,130.5 |
|
R1 |
7,143.8 |
7,143.8 |
7,126.0 |
7,130.5 |
PP |
7,117.2 |
7,117.2 |
7,117.2 |
7,110.5 |
S1 |
7,094.8 |
7,094.8 |
7,117.0 |
7,081.5 |
S2 |
7,068.2 |
7,068.2 |
7,112.5 |
|
S3 |
7,019.2 |
7,045.8 |
7,108.0 |
|
S4 |
6,970.2 |
6,996.8 |
7,094.6 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,469.3 |
7,394.2 |
7,065.3 |
|
R3 |
7,294.3 |
7,219.2 |
7,017.1 |
|
R2 |
7,119.3 |
7,119.3 |
7,001.1 |
|
R1 |
7,044.2 |
7,044.2 |
6,985.0 |
7,081.8 |
PP |
6,944.3 |
6,944.3 |
6,944.3 |
6,963.1 |
S1 |
6,869.2 |
6,869.2 |
6,953.0 |
6,906.8 |
S2 |
6,769.3 |
6,769.3 |
6,936.9 |
|
S3 |
6,594.3 |
6,694.2 |
6,920.9 |
|
S4 |
6,419.3 |
6,519.2 |
6,872.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,139.5 |
6,901.5 |
238.0 |
3.3% |
73.1 |
1.0% |
92% |
True |
False |
169,885 |
10 |
7,139.5 |
6,844.5 |
295.0 |
4.1% |
73.4 |
1.0% |
94% |
True |
False |
181,482 |
20 |
7,139.5 |
6,483.0 |
656.5 |
9.2% |
87.0 |
1.2% |
97% |
True |
False |
151,729 |
40 |
7,139.5 |
6,483.0 |
656.5 |
9.2% |
87.4 |
1.2% |
97% |
True |
False |
76,939 |
60 |
7,139.5 |
6,483.0 |
656.5 |
9.2% |
79.8 |
1.1% |
97% |
True |
False |
51,571 |
80 |
7,139.5 |
6,483.0 |
656.5 |
9.2% |
74.1 |
1.0% |
97% |
True |
False |
39,323 |
100 |
7,139.5 |
6,331.0 |
808.5 |
11.4% |
73.6 |
1.0% |
98% |
True |
False |
31,724 |
120 |
7,139.5 |
6,260.0 |
879.5 |
12.3% |
69.9 |
1.0% |
98% |
True |
False |
26,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,347.8 |
2.618 |
7,267.8 |
1.618 |
7,218.8 |
1.000 |
7,188.5 |
0.618 |
7,169.8 |
HIGH |
7,139.5 |
0.618 |
7,120.8 |
0.500 |
7,115.0 |
0.382 |
7,109.2 |
LOW |
7,090.5 |
0.618 |
7,060.2 |
1.000 |
7,041.5 |
1.618 |
7,011.2 |
2.618 |
6,962.2 |
4.250 |
6,882.3 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,119.3 |
7,094.8 |
PP |
7,117.2 |
7,068.2 |
S1 |
7,115.0 |
7,041.5 |
|