Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,376.0 |
7,286.0 |
-90.0 |
-1.2% |
7,162.0 |
High |
7,384.0 |
7,318.5 |
-65.5 |
-0.9% |
7,268.0 |
Low |
7,288.0 |
7,196.5 |
-91.5 |
-1.3% |
7,133.0 |
Close |
7,331.0 |
7,290.5 |
-40.5 |
-0.6% |
7,256.0 |
Range |
96.0 |
122.0 |
26.0 |
27.1% |
135.0 |
ATR |
95.7 |
98.5 |
2.8 |
2.9% |
0.0 |
Volume |
239,199 |
242,508 |
3,309 |
1.4% |
688,200 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.5 |
7,584.5 |
7,357.6 |
|
R3 |
7,512.5 |
7,462.5 |
7,324.1 |
|
R2 |
7,390.5 |
7,390.5 |
7,312.9 |
|
R1 |
7,340.5 |
7,340.5 |
7,301.7 |
7,365.5 |
PP |
7,268.5 |
7,268.5 |
7,268.5 |
7,281.0 |
S1 |
7,218.5 |
7,218.5 |
7,279.3 |
7,243.5 |
S2 |
7,146.5 |
7,146.5 |
7,268.1 |
|
S3 |
7,024.5 |
7,096.5 |
7,257.0 |
|
S4 |
6,902.5 |
6,974.5 |
7,223.4 |
|
|
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 |
7,196.5 |
217.0 |
3.0% |
96.6 |
1.3% |
43% |
False |
True |
204,704 |
10 |
7,413.5 |
7,090.5 |
323.0 |
4.4% |
83.5 |
1.1% |
62% |
False |
False |
180,165 |
20 |
7,413.5 |
6,745.0 |
668.5 |
9.2% |
83.2 |
1.1% |
82% |
False |
False |
181,848 |
40 |
7,413.5 |
6,483.0 |
930.5 |
12.8% |
96.5 |
1.3% |
87% |
False |
False |
117,953 |
60 |
7,413.5 |
6,483.0 |
930.5 |
12.8% |
82.2 |
1.1% |
87% |
False |
False |
78,881 |
80 |
7,413.5 |
6,483.0 |
930.5 |
12.8% |
78.6 |
1.1% |
87% |
False |
False |
59,384 |
100 |
7,413.5 |
6,331.0 |
1,082.5 |
14.8% |
77.4 |
1.1% |
89% |
False |
False |
48,079 |
120 |
7,413.5 |
6,331.0 |
1,082.5 |
14.8% |
73.0 |
1.0% |
89% |
False |
False |
40,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,837.0 |
2.618 |
7,637.9 |
1.618 |
7,515.9 |
1.000 |
7,440.5 |
0.618 |
7,393.9 |
HIGH |
7,318.5 |
0.618 |
7,271.9 |
0.500 |
7,257.5 |
0.382 |
7,243.1 |
LOW |
7,196.5 |
0.618 |
7,121.1 |
1.000 |
7,074.5 |
1.618 |
6,999.1 |
2.618 |
6,877.1 |
4.250 |
6,678.0 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,279.5 |
7,305.0 |
PP |
7,268.5 |
7,300.2 |
S1 |
7,257.5 |
7,295.3 |
|