Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,126.0 |
7,162.0 |
36.0 |
0.5% |
6,964.0 |
High |
7,178.0 |
7,231.5 |
53.5 |
0.7% |
7,178.0 |
Low |
7,116.0 |
7,159.5 |
43.5 |
0.6% |
6,943.5 |
Close |
7,149.5 |
7,207.5 |
58.0 |
0.8% |
7,149.5 |
Range |
62.0 |
72.0 |
10.0 |
16.1% |
234.5 |
ATR |
97.1 |
96.0 |
-1.1 |
-1.1% |
0.0 |
Volume |
100,081 |
161,077 |
60,996 |
60.9% |
575,707 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,415.5 |
7,383.5 |
7,247.1 |
|
R3 |
7,343.5 |
7,311.5 |
7,227.3 |
|
R2 |
7,271.5 |
7,271.5 |
7,220.7 |
|
R1 |
7,239.5 |
7,239.5 |
7,214.1 |
7,255.5 |
PP |
7,199.5 |
7,199.5 |
7,199.5 |
7,207.5 |
S1 |
7,167.5 |
7,167.5 |
7,200.9 |
7,183.5 |
S2 |
7,127.5 |
7,127.5 |
7,194.3 |
|
S3 |
7,055.5 |
7,095.5 |
7,187.7 |
|
S4 |
6,983.5 |
7,023.5 |
7,167.9 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,793.8 |
7,706.2 |
7,278.5 |
|
R3 |
7,559.3 |
7,471.7 |
7,214.0 |
|
R2 |
7,324.8 |
7,324.8 |
7,192.5 |
|
R1 |
7,237.2 |
7,237.2 |
7,171.0 |
7,281.0 |
PP |
7,090.3 |
7,090.3 |
7,090.3 |
7,112.3 |
S1 |
7,002.7 |
7,002.7 |
7,128.0 |
7,046.5 |
S2 |
6,855.8 |
6,855.8 |
7,106.5 |
|
S3 |
6,621.3 |
6,768.2 |
7,085.0 |
|
S4 |
6,386.8 |
6,533.7 |
7,020.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,231.5 |
6,943.5 |
288.0 |
4.0% |
70.9 |
1.0% |
92% |
True |
False |
147,356 |
10 |
7,231.5 |
6,844.5 |
387.0 |
5.4% |
72.6 |
1.0% |
94% |
True |
False |
168,006 |
20 |
7,231.5 |
6,483.0 |
748.5 |
10.4% |
85.8 |
1.2% |
97% |
True |
False |
163,758 |
40 |
7,231.5 |
6,483.0 |
748.5 |
10.4% |
87.4 |
1.2% |
97% |
True |
False |
83,423 |
60 |
7,231.5 |
6,483.0 |
748.5 |
10.4% |
79.1 |
1.1% |
97% |
True |
False |
55,869 |
80 |
7,231.5 |
6,483.0 |
748.5 |
10.4% |
75.0 |
1.0% |
97% |
True |
False |
42,493 |
100 |
7,231.5 |
6,331.0 |
900.5 |
12.5% |
73.9 |
1.0% |
97% |
True |
False |
34,326 |
120 |
7,231.5 |
6,294.0 |
937.5 |
13.0% |
70.2 |
1.0% |
97% |
True |
False |
28,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,537.5 |
2.618 |
7,420.0 |
1.618 |
7,348.0 |
1.000 |
7,303.5 |
0.618 |
7,276.0 |
HIGH |
7,231.5 |
0.618 |
7,204.0 |
0.500 |
7,195.5 |
0.382 |
7,187.0 |
LOW |
7,159.5 |
0.618 |
7,115.0 |
1.000 |
7,087.5 |
1.618 |
7,043.0 |
2.618 |
6,971.0 |
4.250 |
6,853.5 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,203.5 |
7,192.0 |
PP |
7,199.5 |
7,176.5 |
S1 |
7,195.5 |
7,161.0 |
|