Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,162.0 |
7,213.0 |
51.0 |
0.7% |
6,964.0 |
High |
7,231.5 |
7,249.5 |
18.0 |
0.2% |
7,178.0 |
Low |
7,159.5 |
7,181.0 |
21.5 |
0.3% |
6,943.5 |
Close |
7,207.5 |
7,206.5 |
-1.0 |
0.0% |
7,149.5 |
Range |
72.0 |
68.5 |
-3.5 |
-4.9% |
234.5 |
ATR |
96.0 |
94.0 |
-2.0 |
-2.0% |
0.0 |
Volume |
161,077 |
168,452 |
7,375 |
4.6% |
575,707 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,417.8 |
7,380.7 |
7,244.2 |
|
R3 |
7,349.3 |
7,312.2 |
7,225.3 |
|
R2 |
7,280.8 |
7,280.8 |
7,219.1 |
|
R1 |
7,243.7 |
7,243.7 |
7,212.8 |
7,228.0 |
PP |
7,212.3 |
7,212.3 |
7,212.3 |
7,204.5 |
S1 |
7,175.2 |
7,175.2 |
7,200.2 |
7,159.5 |
S2 |
7,143.8 |
7,143.8 |
7,193.9 |
|
S3 |
7,075.3 |
7,106.7 |
7,187.7 |
|
S4 |
7,006.8 |
7,038.2 |
7,168.8 |
|
|
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 |
7,249.5 |
7,026.0 |
223.5 |
3.1% |
69.0 |
1.0% |
81% |
True |
False |
150,914 |
10 |
7,249.5 |
6,844.5 |
405.0 |
5.6% |
69.2 |
1.0% |
89% |
True |
False |
165,651 |
20 |
7,249.5 |
6,483.0 |
766.5 |
10.6% |
85.3 |
1.2% |
94% |
True |
False |
168,757 |
40 |
7,249.5 |
6,483.0 |
766.5 |
10.6% |
88.1 |
1.2% |
94% |
True |
False |
87,626 |
60 |
7,249.5 |
6,483.0 |
766.5 |
10.6% |
79.8 |
1.1% |
94% |
True |
False |
58,653 |
80 |
7,249.5 |
6,483.0 |
766.5 |
10.6% |
74.9 |
1.0% |
94% |
True |
False |
44,495 |
100 |
7,249.5 |
6,331.0 |
918.5 |
12.7% |
74.2 |
1.0% |
95% |
True |
False |
36,005 |
120 |
7,249.5 |
6,309.0 |
940.5 |
13.1% |
70.1 |
1.0% |
95% |
True |
False |
30,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,540.6 |
2.618 |
7,428.8 |
1.618 |
7,360.3 |
1.000 |
7,318.0 |
0.618 |
7,291.8 |
HIGH |
7,249.5 |
0.618 |
7,223.3 |
0.500 |
7,215.3 |
0.382 |
7,207.2 |
LOW |
7,181.0 |
0.618 |
7,138.7 |
1.000 |
7,112.5 |
1.618 |
7,070.2 |
2.618 |
7,001.7 |
4.250 |
6,889.9 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,215.3 |
7,198.6 |
PP |
7,212.3 |
7,190.7 |
S1 |
7,209.4 |
7,182.8 |
|