Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,388.5 |
7,317.0 |
-71.5 |
-1.0% |
7,285.0 |
High |
7,400.0 |
7,418.0 |
18.0 |
0.2% |
7,413.5 |
Low |
7,341.5 |
7,307.0 |
-34.5 |
-0.5% |
7,196.5 |
Close |
7,380.5 |
7,381.5 |
1.0 |
0.0% |
7,383.0 |
Range |
58.5 |
111.0 |
52.5 |
89.7% |
217.0 |
ATR |
94.5 |
95.7 |
1.2 |
1.2% |
0.0 |
Volume |
0 |
195,701 |
195,701 |
|
1,078,840 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,701.8 |
7,652.7 |
7,442.6 |
|
R3 |
7,590.8 |
7,541.7 |
7,412.0 |
|
R2 |
7,479.8 |
7,479.8 |
7,401.9 |
|
R1 |
7,430.7 |
7,430.7 |
7,391.7 |
7,455.3 |
PP |
7,368.8 |
7,368.8 |
7,368.8 |
7,381.1 |
S1 |
7,319.7 |
7,319.7 |
7,371.3 |
7,344.3 |
S2 |
7,257.8 |
7,257.8 |
7,361.2 |
|
S3 |
7,146.8 |
7,208.7 |
7,351.0 |
|
S4 |
7,035.8 |
7,097.7 |
7,320.5 |
|
|
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 |
7,418.0 |
7,196.5 |
221.5 |
3.0% |
91.3 |
1.2% |
84% |
True |
False |
165,175 |
10 |
7,418.0 |
7,133.0 |
285.0 |
3.9% |
91.8 |
1.2% |
87% |
True |
False |
180,226 |
20 |
7,418.0 |
6,844.5 |
573.5 |
7.8% |
80.5 |
1.1% |
94% |
True |
False |
172,939 |
40 |
7,418.0 |
6,483.0 |
935.0 |
12.7% |
100.1 |
1.4% |
96% |
True |
False |
132,386 |
60 |
7,418.0 |
6,483.0 |
935.0 |
12.7% |
83.0 |
1.1% |
96% |
True |
False |
88,565 |
80 |
7,418.0 |
6,483.0 |
935.0 |
12.7% |
79.9 |
1.1% |
96% |
True |
False |
66,647 |
100 |
7,418.0 |
6,331.0 |
1,087.0 |
14.7% |
77.2 |
1.0% |
97% |
True |
False |
53,857 |
120 |
7,418.0 |
6,331.0 |
1,087.0 |
14.7% |
73.9 |
1.0% |
97% |
True |
False |
45,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,889.8 |
2.618 |
7,708.6 |
1.618 |
7,597.6 |
1.000 |
7,529.0 |
0.618 |
7,486.6 |
HIGH |
7,418.0 |
0.618 |
7,375.6 |
0.500 |
7,362.5 |
0.382 |
7,349.4 |
LOW |
7,307.0 |
0.618 |
7,238.4 |
1.000 |
7,196.0 |
1.618 |
7,127.4 |
2.618 |
7,016.4 |
4.250 |
6,835.3 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,375.2 |
7,375.2 |
PP |
7,368.8 |
7,368.8 |
S1 |
7,362.5 |
7,362.5 |
|