Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,317.0 |
7,435.0 |
118.0 |
1.6% |
7,285.0 |
High |
7,418.0 |
7,458.0 |
40.0 |
0.5% |
7,413.5 |
Low |
7,307.0 |
7,399.5 |
92.5 |
1.3% |
7,196.5 |
Close |
7,381.5 |
7,427.0 |
45.5 |
0.6% |
7,383.0 |
Range |
111.0 |
58.5 |
-52.5 |
-47.3% |
217.0 |
ATR |
95.7 |
94.3 |
-1.4 |
-1.4% |
0.0 |
Volume |
195,701 |
174,802 |
-20,899 |
-10.7% |
1,078,840 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,603.7 |
7,573.8 |
7,459.2 |
|
R3 |
7,545.2 |
7,515.3 |
7,443.1 |
|
R2 |
7,486.7 |
7,486.7 |
7,437.7 |
|
R1 |
7,456.8 |
7,456.8 |
7,432.4 |
7,442.5 |
PP |
7,428.2 |
7,428.2 |
7,428.2 |
7,421.0 |
S1 |
7,398.3 |
7,398.3 |
7,421.6 |
7,384.0 |
S2 |
7,369.7 |
7,369.7 |
7,416.3 |
|
S3 |
7,311.2 |
7,339.8 |
7,410.9 |
|
S4 |
7,252.7 |
7,281.3 |
7,394.8 |
|
|
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 |
7,458.0 |
7,307.0 |
151.0 |
2.0% |
78.6 |
1.1% |
79% |
True |
False |
151,634 |
10 |
7,458.0 |
7,196.5 |
261.5 |
3.5% |
87.6 |
1.2% |
88% |
True |
False |
178,169 |
20 |
7,458.0 |
6,844.5 |
613.5 |
8.3% |
81.0 |
1.1% |
95% |
True |
False |
172,862 |
40 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
91.9 |
1.2% |
97% |
True |
False |
136,479 |
60 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
82.5 |
1.1% |
97% |
True |
False |
91,472 |
80 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
79.8 |
1.1% |
97% |
True |
False |
68,811 |
100 |
7,458.0 |
6,331.0 |
1,127.0 |
15.2% |
76.7 |
1.0% |
97% |
True |
False |
55,601 |
120 |
7,458.0 |
6,331.0 |
1,127.0 |
15.2% |
73.7 |
1.0% |
97% |
True |
False |
46,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,706.6 |
2.618 |
7,611.2 |
1.618 |
7,552.7 |
1.000 |
7,516.5 |
0.618 |
7,494.2 |
HIGH |
7,458.0 |
0.618 |
7,435.7 |
0.500 |
7,428.8 |
0.382 |
7,421.8 |
LOW |
7,399.5 |
0.618 |
7,363.3 |
1.000 |
7,341.0 |
1.618 |
7,304.8 |
2.618 |
7,246.3 |
4.250 |
7,150.9 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,428.8 |
7,412.2 |
PP |
7,428.2 |
7,397.3 |
S1 |
7,427.6 |
7,382.5 |
|