Trading Metrics calculated at close of trading on 17-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,285.0 |
7,369.0 |
84.0 |
1.2% |
7,162.0 |
High |
7,397.0 |
7,413.5 |
16.5 |
0.2% |
7,268.0 |
Low |
7,278.0 |
7,337.0 |
59.0 |
0.8% |
7,133.0 |
Close |
7,379.5 |
7,391.0 |
11.5 |
0.2% |
7,256.0 |
Range |
119.0 |
76.5 |
-42.5 |
-35.7% |
135.0 |
ATR |
96.6 |
95.2 |
-1.4 |
-1.5% |
0.0 |
Volume |
173,939 |
204,582 |
30,643 |
17.6% |
688,200 |
|
Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,610.0 |
7,577.0 |
7,433.1 |
|
R3 |
7,533.5 |
7,500.5 |
7,412.0 |
|
R2 |
7,457.0 |
7,457.0 |
7,405.0 |
|
R1 |
7,424.0 |
7,424.0 |
7,398.0 |
7,440.5 |
PP |
7,380.5 |
7,380.5 |
7,380.5 |
7,388.8 |
S1 |
7,347.5 |
7,347.5 |
7,384.0 |
7,364.0 |
S2 |
7,304.0 |
7,304.0 |
7,377.0 |
|
S3 |
7,227.5 |
7,271.0 |
7,370.0 |
|
S4 |
7,151.0 |
7,194.5 |
7,348.9 |
|
|
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 |
7,413.5 |
7,133.0 |
280.5 |
3.8% |
86.8 |
1.2% |
92% |
True |
False |
181,128 |
10 |
7,413.5 |
6,943.5 |
470.0 |
6.4% |
78.9 |
1.1% |
95% |
True |
False |
164,242 |
20 |
7,413.5 |
6,688.5 |
725.0 |
9.8% |
78.4 |
1.1% |
97% |
True |
False |
174,676 |
40 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
93.1 |
1.3% |
98% |
True |
False |
106,009 |
60 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
81.4 |
1.1% |
98% |
True |
False |
70,872 |
80 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
77.0 |
1.0% |
98% |
True |
False |
53,403 |
100 |
7,413.5 |
6,331.0 |
1,082.5 |
14.6% |
75.8 |
1.0% |
98% |
True |
False |
43,281 |
120 |
7,413.5 |
6,331.0 |
1,082.5 |
14.6% |
71.8 |
1.0% |
98% |
True |
False |
36,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,738.6 |
2.618 |
7,613.8 |
1.618 |
7,537.3 |
1.000 |
7,490.0 |
0.618 |
7,460.8 |
HIGH |
7,413.5 |
0.618 |
7,384.3 |
0.500 |
7,375.3 |
0.382 |
7,366.2 |
LOW |
7,337.0 |
0.618 |
7,289.7 |
1.000 |
7,260.5 |
1.618 |
7,213.2 |
2.618 |
7,136.7 |
4.250 |
7,011.9 |
|
|
Fisher Pivots for day following 17-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,385.8 |
7,362.7 |
PP |
7,380.5 |
7,334.3 |
S1 |
7,375.3 |
7,306.0 |
|