Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
7,435.0 |
7,431.0 |
-4.0 |
-0.1% |
7,388.5 |
High |
7,458.0 |
7,455.5 |
-2.5 |
0.0% |
7,458.0 |
Low |
7,399.5 |
7,373.0 |
-26.5 |
-0.4% |
7,307.0 |
Close |
7,427.0 |
7,416.5 |
-10.5 |
-0.1% |
7,416.5 |
Range |
58.5 |
82.5 |
24.0 |
41.0% |
151.0 |
ATR |
94.3 |
93.5 |
-0.8 |
-0.9% |
0.0 |
Volume |
174,802 |
177,971 |
3,169 |
1.8% |
717,529 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,662.5 |
7,622.0 |
7,461.9 |
|
R3 |
7,580.0 |
7,539.5 |
7,439.2 |
|
R2 |
7,497.5 |
7,497.5 |
7,431.6 |
|
R1 |
7,457.0 |
7,457.0 |
7,424.1 |
7,436.0 |
PP |
7,415.0 |
7,415.0 |
7,415.0 |
7,404.5 |
S1 |
7,374.5 |
7,374.5 |
7,408.9 |
7,353.5 |
S2 |
7,332.5 |
7,332.5 |
7,401.4 |
|
S3 |
7,250.0 |
7,292.0 |
7,393.8 |
|
S4 |
7,167.5 |
7,209.5 |
7,371.1 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,846.8 |
7,782.7 |
7,499.6 |
|
R3 |
7,695.8 |
7,631.7 |
7,458.0 |
|
R2 |
7,544.8 |
7,544.8 |
7,444.2 |
|
R1 |
7,480.7 |
7,480.7 |
7,430.3 |
7,512.8 |
PP |
7,393.8 |
7,393.8 |
7,393.8 |
7,409.9 |
S1 |
7,329.7 |
7,329.7 |
7,402.7 |
7,361.8 |
S2 |
7,242.8 |
7,242.8 |
7,388.8 |
|
S3 |
7,091.8 |
7,178.7 |
7,375.0 |
|
S4 |
6,940.8 |
7,027.7 |
7,333.5 |
|
|
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% |
73.8 |
1.0% |
73% |
False |
False |
143,505 |
10 |
7,458.0 |
7,196.5 |
261.5 |
3.5% |
88.9 |
1.2% |
84% |
False |
False |
179,636 |
20 |
7,458.0 |
6,901.5 |
556.5 |
7.5% |
81.4 |
1.1% |
93% |
False |
False |
171,703 |
40 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
91.6 |
1.2% |
96% |
False |
False |
140,875 |
60 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
82.7 |
1.1% |
96% |
False |
False |
94,429 |
80 |
7,458.0 |
6,483.0 |
975.0 |
13.1% |
79.9 |
1.1% |
96% |
False |
False |
71,028 |
100 |
7,458.0 |
6,356.5 |
1,101.5 |
14.9% |
75.9 |
1.0% |
96% |
False |
False |
57,375 |
120 |
7,458.0 |
6,331.0 |
1,127.0 |
15.2% |
73.9 |
1.0% |
96% |
False |
False |
47,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,806.1 |
2.618 |
7,671.5 |
1.618 |
7,589.0 |
1.000 |
7,538.0 |
0.618 |
7,506.5 |
HIGH |
7,455.5 |
0.618 |
7,424.0 |
0.500 |
7,414.3 |
0.382 |
7,404.5 |
LOW |
7,373.0 |
0.618 |
7,322.0 |
1.000 |
7,290.5 |
1.618 |
7,239.5 |
2.618 |
7,157.0 |
4.250 |
7,022.4 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
7,415.8 |
7,405.2 |
PP |
7,415.0 |
7,393.8 |
S1 |
7,414.3 |
7,382.5 |
|