Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,369.0 |
6,400.5 |
31.5 |
0.5% |
6,363.5 |
High |
6,394.5 |
6,401.0 |
6.5 |
0.1% |
6,379.5 |
Low |
6,350.0 |
6,363.0 |
13.0 |
0.2% |
6,270.0 |
Close |
6,372.0 |
6,386.0 |
14.0 |
0.2% |
6,326.0 |
Range |
44.5 |
38.0 |
-6.5 |
-14.6% |
109.5 |
ATR |
73.0 |
70.5 |
-2.5 |
-3.4% |
0.0 |
Volume |
81,807 |
59,317 |
-22,490 |
-27.5% |
438,702 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,497.5 |
6,479.5 |
6,407.0 |
|
R3 |
6,459.5 |
6,441.5 |
6,396.5 |
|
R2 |
6,421.5 |
6,421.5 |
6,393.0 |
|
R1 |
6,403.5 |
6,403.5 |
6,389.5 |
6,393.5 |
PP |
6,383.5 |
6,383.5 |
6,383.5 |
6,378.0 |
S1 |
6,365.5 |
6,365.5 |
6,382.5 |
6,355.5 |
S2 |
6,345.5 |
6,345.5 |
6,379.0 |
|
S3 |
6,307.5 |
6,327.5 |
6,375.5 |
|
S4 |
6,269.5 |
6,289.5 |
6,365.0 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,653.5 |
6,599.5 |
6,386.0 |
|
R3 |
6,544.0 |
6,490.0 |
6,356.0 |
|
R2 |
6,434.5 |
6,434.5 |
6,346.0 |
|
R1 |
6,380.5 |
6,380.5 |
6,336.0 |
6,353.0 |
PP |
6,325.0 |
6,325.0 |
6,325.0 |
6,311.5 |
S1 |
6,271.0 |
6,271.0 |
6,316.0 |
6,243.0 |
S2 |
6,215.5 |
6,215.5 |
6,306.0 |
|
S3 |
6,106.0 |
6,161.5 |
6,296.0 |
|
S4 |
5,996.5 |
6,052.0 |
6,266.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,401.0 |
6,303.0 |
98.0 |
1.5% |
47.5 |
0.7% |
85% |
True |
False |
80,804 |
10 |
6,401.0 |
6,270.0 |
131.0 |
2.1% |
55.0 |
0.9% |
89% |
True |
False |
85,636 |
20 |
6,401.0 |
5,987.0 |
414.0 |
6.5% |
65.0 |
1.0% |
96% |
True |
False |
94,867 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
62.5 |
1.0% |
85% |
False |
False |
48,679 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
57.0 |
0.9% |
85% |
False |
False |
32,519 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
47.5 |
0.7% |
85% |
False |
False |
24,579 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
39.0 |
0.6% |
85% |
False |
False |
19,724 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
33.0 |
0.5% |
85% |
False |
False |
16,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,562.5 |
2.618 |
6,500.5 |
1.618 |
6,462.5 |
1.000 |
6,439.0 |
0.618 |
6,424.5 |
HIGH |
6,401.0 |
0.618 |
6,386.5 |
0.500 |
6,382.0 |
0.382 |
6,377.5 |
LOW |
6,363.0 |
0.618 |
6,339.5 |
1.000 |
6,325.0 |
1.618 |
6,301.5 |
2.618 |
6,263.5 |
4.250 |
6,201.5 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,384.5 |
6,376.0 |
PP |
6,383.5 |
6,366.0 |
S1 |
6,382.0 |
6,356.0 |
|