Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,369.0 |
7,376.0 |
7.0 |
0.1% |
7,162.0 |
High |
7,413.5 |
7,384.0 |
-29.5 |
-0.4% |
7,268.0 |
Low |
7,337.0 |
7,288.0 |
-49.0 |
-0.7% |
7,133.0 |
Close |
7,391.0 |
7,331.0 |
-60.0 |
-0.8% |
7,256.0 |
Range |
76.5 |
96.0 |
19.5 |
25.5% |
135.0 |
ATR |
95.2 |
95.7 |
0.6 |
0.6% |
0.0 |
Volume |
204,582 |
239,199 |
34,617 |
16.9% |
688,200 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,622.3 |
7,572.7 |
7,383.8 |
|
R3 |
7,526.3 |
7,476.7 |
7,357.4 |
|
R2 |
7,430.3 |
7,430.3 |
7,348.6 |
|
R1 |
7,380.7 |
7,380.7 |
7,339.8 |
7,357.5 |
PP |
7,334.3 |
7,334.3 |
7,334.3 |
7,322.8 |
S1 |
7,284.7 |
7,284.7 |
7,322.2 |
7,261.5 |
S2 |
7,238.3 |
7,238.3 |
7,313.4 |
|
S3 |
7,142.3 |
7,188.7 |
7,304.6 |
|
S4 |
7,046.3 |
7,092.7 |
7,278.2 |
|
|
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% |
92.3 |
1.3% |
71% |
False |
False |
195,278 |
10 |
7,413.5 |
7,026.0 |
387.5 |
5.3% |
80.7 |
1.1% |
79% |
False |
False |
173,096 |
20 |
7,413.5 |
6,692.5 |
721.0 |
9.8% |
80.7 |
1.1% |
89% |
False |
False |
178,681 |
40 |
7,413.5 |
6,483.0 |
930.5 |
12.7% |
95.0 |
1.3% |
91% |
False |
False |
111,905 |
60 |
7,413.5 |
6,483.0 |
930.5 |
12.7% |
81.5 |
1.1% |
91% |
False |
False |
74,846 |
80 |
7,413.5 |
6,483.0 |
930.5 |
12.7% |
77.7 |
1.1% |
91% |
False |
False |
56,376 |
100 |
7,413.5 |
6,331.0 |
1,082.5 |
14.8% |
76.4 |
1.0% |
92% |
False |
False |
45,657 |
120 |
7,413.5 |
6,331.0 |
1,082.5 |
14.8% |
72.3 |
1.0% |
92% |
False |
False |
38,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,792.0 |
2.618 |
7,635.3 |
1.618 |
7,539.3 |
1.000 |
7,480.0 |
0.618 |
7,443.3 |
HIGH |
7,384.0 |
0.618 |
7,347.3 |
0.500 |
7,336.0 |
0.382 |
7,324.7 |
LOW |
7,288.0 |
0.618 |
7,228.7 |
1.000 |
7,192.0 |
1.618 |
7,132.7 |
2.618 |
7,036.7 |
4.250 |
6,880.0 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,336.0 |
7,345.8 |
PP |
7,334.3 |
7,340.8 |
S1 |
7,332.7 |
7,335.9 |
|