Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,286.0 |
7,311.0 |
25.0 |
0.3% |
7,285.0 |
High |
7,318.5 |
7,413.5 |
95.0 |
1.3% |
7,413.5 |
Low |
7,196.5 |
7,307.0 |
110.5 |
1.5% |
7,196.5 |
Close |
7,290.5 |
7,383.0 |
92.5 |
1.3% |
7,383.0 |
Range |
122.0 |
106.5 |
-15.5 |
-12.7% |
217.0 |
ATR |
98.5 |
100.2 |
1.8 |
1.8% |
0.0 |
Volume |
242,508 |
218,612 |
-23,896 |
-9.9% |
1,078,840 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,687.3 |
7,641.7 |
7,441.6 |
|
R3 |
7,580.8 |
7,535.2 |
7,412.3 |
|
R2 |
7,474.3 |
7,474.3 |
7,402.5 |
|
R1 |
7,428.7 |
7,428.7 |
7,392.8 |
7,451.5 |
PP |
7,367.8 |
7,367.8 |
7,367.8 |
7,379.3 |
S1 |
7,322.2 |
7,322.2 |
7,373.2 |
7,345.0 |
S2 |
7,261.3 |
7,261.3 |
7,363.5 |
|
S3 |
7,154.8 |
7,215.7 |
7,353.7 |
|
S4 |
7,048.3 |
7,109.2 |
7,324.4 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,982.0 |
7,899.5 |
7,502.4 |
|
R3 |
7,765.0 |
7,682.5 |
7,442.7 |
|
R2 |
7,548.0 |
7,548.0 |
7,422.8 |
|
R1 |
7,465.5 |
7,465.5 |
7,402.9 |
7,506.8 |
PP |
7,331.0 |
7,331.0 |
7,331.0 |
7,351.6 |
S1 |
7,248.5 |
7,248.5 |
7,363.1 |
7,289.8 |
S2 |
7,114.0 |
7,114.0 |
7,343.2 |
|
S3 |
6,897.0 |
7,031.5 |
7,323.3 |
|
S4 |
6,680.0 |
6,814.5 |
7,263.7 |
|
|
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 |
2.9% |
104.0 |
1.4% |
86% |
True |
False |
215,768 |
10 |
7,413.5 |
7,116.0 |
297.5 |
4.0% |
89.3 |
1.2% |
90% |
True |
False |
186,712 |
20 |
7,413.5 |
6,844.5 |
569.0 |
7.7% |
81.3 |
1.1% |
95% |
True |
False |
184,097 |
40 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
97.1 |
1.3% |
97% |
True |
False |
123,382 |
60 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
82.7 |
1.1% |
97% |
True |
False |
82,512 |
80 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
78.9 |
1.1% |
97% |
True |
False |
62,112 |
100 |
7,413.5 |
6,331.0 |
1,082.5 |
14.7% |
77.5 |
1.1% |
97% |
True |
False |
50,249 |
120 |
7,413.5 |
6,331.0 |
1,082.5 |
14.7% |
73.3 |
1.0% |
97% |
True |
False |
42,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,866.1 |
2.618 |
7,692.3 |
1.618 |
7,585.8 |
1.000 |
7,520.0 |
0.618 |
7,479.3 |
HIGH |
7,413.5 |
0.618 |
7,372.8 |
0.500 |
7,360.3 |
0.382 |
7,347.7 |
LOW |
7,307.0 |
0.618 |
7,241.2 |
1.000 |
7,200.5 |
1.618 |
7,134.7 |
2.618 |
7,028.2 |
4.250 |
6,854.4 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,375.4 |
7,357.0 |
PP |
7,367.8 |
7,331.0 |
S1 |
7,360.3 |
7,305.0 |
|