Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,311.0 |
7,388.5 |
77.5 |
1.1% |
7,285.0 |
High |
7,413.5 |
7,400.0 |
-13.5 |
-0.2% |
7,413.5 |
Low |
7,307.0 |
7,341.5 |
34.5 |
0.5% |
7,196.5 |
Close |
7,383.0 |
7,380.5 |
-2.5 |
0.0% |
7,383.0 |
Range |
106.5 |
58.5 |
-48.0 |
-45.1% |
217.0 |
ATR |
100.2 |
97.3 |
-3.0 |
-3.0% |
0.0 |
Volume |
218,612 |
169,055 |
-49,557 |
-22.7% |
1,078,840 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,549.5 |
7,523.5 |
7,412.7 |
|
R3 |
7,491.0 |
7,465.0 |
7,396.6 |
|
R2 |
7,432.5 |
7,432.5 |
7,391.2 |
|
R1 |
7,406.5 |
7,406.5 |
7,385.9 |
7,390.3 |
PP |
7,374.0 |
7,374.0 |
7,374.0 |
7,365.9 |
S1 |
7,348.0 |
7,348.0 |
7,375.1 |
7,331.8 |
S2 |
7,315.5 |
7,315.5 |
7,369.8 |
|
S3 |
7,257.0 |
7,289.5 |
7,364.4 |
|
S4 |
7,198.5 |
7,231.0 |
7,348.3 |
|
|
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% |
91.9 |
1.2% |
85% |
False |
False |
214,791 |
10 |
7,413.5 |
7,133.0 |
280.5 |
3.8% |
88.9 |
1.2% |
88% |
False |
False |
193,609 |
20 |
7,413.5 |
6,844.5 |
569.0 |
7.7% |
81.0 |
1.1% |
94% |
False |
False |
181,360 |
40 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
97.7 |
1.3% |
96% |
False |
False |
127,566 |
60 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
82.1 |
1.1% |
96% |
False |
False |
85,320 |
80 |
7,413.5 |
6,483.0 |
930.5 |
12.6% |
78.4 |
1.1% |
96% |
False |
False |
64,209 |
100 |
7,413.5 |
6,331.0 |
1,082.5 |
14.7% |
76.6 |
1.0% |
97% |
False |
False |
51,924 |
120 |
7,413.5 |
6,331.0 |
1,082.5 |
14.7% |
73.4 |
1.0% |
97% |
False |
False |
43,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,648.6 |
2.618 |
7,553.2 |
1.618 |
7,494.7 |
1.000 |
7,458.5 |
0.618 |
7,436.2 |
HIGH |
7,400.0 |
0.618 |
7,377.7 |
0.500 |
7,370.8 |
0.382 |
7,363.8 |
LOW |
7,341.5 |
0.618 |
7,305.3 |
1.000 |
7,283.0 |
1.618 |
7,246.8 |
2.618 |
7,188.3 |
4.250 |
7,092.9 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,377.3 |
7,355.3 |
PP |
7,374.0 |
7,330.2 |
S1 |
7,370.8 |
7,305.0 |
|