Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,207.5 |
7,285.0 |
77.5 |
1.1% |
7,162.0 |
High |
7,268.0 |
7,397.0 |
129.0 |
1.8% |
7,268.0 |
Low |
7,198.5 |
7,278.0 |
79.5 |
1.1% |
7,133.0 |
Close |
7,256.0 |
7,379.5 |
123.5 |
1.7% |
7,256.0 |
Range |
69.5 |
119.0 |
49.5 |
71.2% |
135.0 |
ATR |
93.2 |
96.6 |
3.4 |
3.7% |
0.0 |
Volume |
163,295 |
173,939 |
10,644 |
6.5% |
688,200 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,708.5 |
7,663.0 |
7,445.0 |
|
R3 |
7,589.5 |
7,544.0 |
7,412.2 |
|
R2 |
7,470.5 |
7,470.5 |
7,401.3 |
|
R1 |
7,425.0 |
7,425.0 |
7,390.4 |
7,447.8 |
PP |
7,351.5 |
7,351.5 |
7,351.5 |
7,362.9 |
S1 |
7,306.0 |
7,306.0 |
7,368.6 |
7,328.8 |
S2 |
7,232.5 |
7,232.5 |
7,357.7 |
|
S3 |
7,113.5 |
7,187.0 |
7,346.8 |
|
S4 |
6,994.5 |
7,068.0 |
7,314.1 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,624.0 |
7,575.0 |
7,330.3 |
|
R3 |
7,489.0 |
7,440.0 |
7,293.1 |
|
R2 |
7,354.0 |
7,354.0 |
7,280.8 |
|
R1 |
7,305.0 |
7,305.0 |
7,268.4 |
7,329.5 |
PP |
7,219.0 |
7,219.0 |
7,219.0 |
7,231.3 |
S1 |
7,170.0 |
7,170.0 |
7,243.6 |
7,194.5 |
S2 |
7,084.0 |
7,084.0 |
7,231.3 |
|
S3 |
6,949.0 |
7,035.0 |
7,218.9 |
|
S4 |
6,814.0 |
6,900.0 |
7,181.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,397.0 |
7,133.0 |
264.0 |
3.6% |
85.9 |
1.2% |
93% |
True |
False |
172,427 |
10 |
7,397.0 |
6,937.0 |
460.0 |
6.2% |
79.5 |
1.1% |
96% |
True |
False |
164,426 |
20 |
7,397.0 |
6,585.5 |
811.5 |
11.0% |
79.1 |
1.1% |
98% |
True |
False |
176,274 |
40 |
7,397.0 |
6,483.0 |
914.0 |
12.4% |
92.1 |
1.2% |
98% |
True |
False |
100,909 |
60 |
7,397.0 |
6,483.0 |
914.0 |
12.4% |
81.8 |
1.1% |
98% |
True |
False |
67,476 |
80 |
7,397.0 |
6,483.0 |
914.0 |
12.4% |
76.7 |
1.0% |
98% |
True |
False |
50,889 |
100 |
7,397.0 |
6,331.0 |
1,066.0 |
14.4% |
75.4 |
1.0% |
98% |
True |
False |
41,239 |
120 |
7,397.0 |
6,331.0 |
1,066.0 |
14.4% |
71.4 |
1.0% |
98% |
True |
False |
34,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,902.8 |
2.618 |
7,708.5 |
1.618 |
7,589.5 |
1.000 |
7,516.0 |
0.618 |
7,470.5 |
HIGH |
7,397.0 |
0.618 |
7,351.5 |
0.500 |
7,337.5 |
0.382 |
7,323.5 |
LOW |
7,278.0 |
0.618 |
7,204.5 |
1.000 |
7,159.0 |
1.618 |
7,085.5 |
2.618 |
6,966.5 |
4.250 |
6,772.3 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,365.5 |
7,341.3 |
PP |
7,351.5 |
7,303.2 |
S1 |
7,337.5 |
7,265.0 |
|