Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,213.0 |
7,198.0 |
-15.0 |
-0.2% |
6,964.0 |
High |
7,249.5 |
7,233.5 |
-16.0 |
-0.2% |
7,178.0 |
Low |
7,181.0 |
7,133.0 |
-48.0 |
-0.7% |
6,943.5 |
Close |
7,206.5 |
7,192.0 |
-14.5 |
-0.2% |
7,149.5 |
Range |
68.5 |
100.5 |
32.0 |
46.7% |
234.5 |
ATR |
94.0 |
94.5 |
0.5 |
0.5% |
0.0 |
Volume |
168,452 |
195,376 |
26,924 |
16.0% |
575,707 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,487.7 |
7,440.3 |
7,247.3 |
|
R3 |
7,387.2 |
7,339.8 |
7,219.6 |
|
R2 |
7,286.7 |
7,286.7 |
7,210.4 |
|
R1 |
7,239.3 |
7,239.3 |
7,201.2 |
7,212.8 |
PP |
7,186.2 |
7,186.2 |
7,186.2 |
7,172.9 |
S1 |
7,138.8 |
7,138.8 |
7,182.8 |
7,112.3 |
S2 |
7,085.7 |
7,085.7 |
7,173.6 |
|
S3 |
6,985.2 |
7,038.3 |
7,164.4 |
|
S4 |
6,884.7 |
6,937.8 |
7,136.7 |
|
|
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 |
7,090.5 |
159.0 |
2.2% |
70.4 |
1.0% |
64% |
False |
False |
155,626 |
10 |
7,249.5 |
6,844.5 |
405.0 |
5.6% |
74.3 |
1.0% |
86% |
False |
False |
167,555 |
20 |
7,249.5 |
6,483.0 |
766.5 |
10.7% |
81.1 |
1.1% |
92% |
False |
False |
170,701 |
40 |
7,249.5 |
6,483.0 |
766.5 |
10.7% |
89.4 |
1.2% |
92% |
False |
False |
92,503 |
60 |
7,249.5 |
6,483.0 |
766.5 |
10.7% |
80.9 |
1.1% |
92% |
False |
False |
61,902 |
80 |
7,249.5 |
6,483.0 |
766.5 |
10.7% |
75.5 |
1.0% |
92% |
False |
False |
46,791 |
100 |
7,249.5 |
6,331.0 |
918.5 |
12.8% |
74.9 |
1.0% |
94% |
False |
False |
37,948 |
120 |
7,249.5 |
6,331.0 |
918.5 |
12.8% |
70.6 |
1.0% |
94% |
False |
False |
31,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,660.6 |
2.618 |
7,496.6 |
1.618 |
7,396.1 |
1.000 |
7,334.0 |
0.618 |
7,295.6 |
HIGH |
7,233.5 |
0.618 |
7,195.1 |
0.500 |
7,183.3 |
0.382 |
7,171.4 |
LOW |
7,133.0 |
0.618 |
7,070.9 |
1.000 |
7,032.5 |
1.618 |
6,970.4 |
2.618 |
6,869.9 |
4.250 |
6,705.9 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,189.1 |
7,191.8 |
PP |
7,186.2 |
7,191.5 |
S1 |
7,183.3 |
7,191.3 |
|