Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,508.5 |
6,494.0 |
-14.5 |
-0.2% |
6,496.0 |
High |
6,514.0 |
6,503.5 |
-10.5 |
-0.2% |
6,534.5 |
Low |
6,475.0 |
6,417.5 |
-57.5 |
-0.9% |
6,397.5 |
Close |
6,492.5 |
6,447.5 |
-45.0 |
-0.7% |
6,492.5 |
Range |
39.0 |
86.0 |
47.0 |
120.5% |
137.0 |
ATR |
63.8 |
65.4 |
1.6 |
2.5% |
0.0 |
Volume |
85,918 |
59,673 |
-26,245 |
-30.5% |
461,139 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,714.0 |
6,667.0 |
6,495.0 |
|
R3 |
6,628.0 |
6,581.0 |
6,471.0 |
|
R2 |
6,542.0 |
6,542.0 |
6,463.5 |
|
R1 |
6,495.0 |
6,495.0 |
6,455.5 |
6,475.5 |
PP |
6,456.0 |
6,456.0 |
6,456.0 |
6,446.5 |
S1 |
6,409.0 |
6,409.0 |
6,439.5 |
6,389.5 |
S2 |
6,370.0 |
6,370.0 |
6,431.5 |
|
S3 |
6,284.0 |
6,323.0 |
6,424.0 |
|
S4 |
6,198.0 |
6,237.0 |
6,400.0 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,886.0 |
6,826.0 |
6,568.0 |
|
R3 |
6,749.0 |
6,689.0 |
6,530.0 |
|
R2 |
6,612.0 |
6,612.0 |
6,517.5 |
|
R1 |
6,552.0 |
6,552.0 |
6,505.0 |
6,513.5 |
PP |
6,475.0 |
6,475.0 |
6,475.0 |
6,455.5 |
S1 |
6,415.0 |
6,415.0 |
6,480.0 |
6,376.5 |
S2 |
6,338.0 |
6,338.0 |
6,467.5 |
|
S3 |
6,201.0 |
6,278.0 |
6,455.0 |
|
S4 |
6,064.0 |
6,141.0 |
6,417.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,522.5 |
6,397.5 |
125.0 |
1.9% |
60.0 |
0.9% |
40% |
False |
False |
93,238 |
10 |
6,534.5 |
6,388.5 |
146.0 |
2.3% |
56.0 |
0.9% |
40% |
False |
False |
82,095 |
20 |
6,534.5 |
6,270.0 |
264.5 |
4.1% |
55.0 |
0.9% |
67% |
False |
False |
79,699 |
40 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
68.0 |
1.1% |
84% |
False |
False |
71,984 |
60 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
58.0 |
0.9% |
84% |
False |
False |
48,059 |
80 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
54.5 |
0.8% |
84% |
False |
False |
36,270 |
100 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
45.5 |
0.7% |
84% |
False |
False |
29,042 |
120 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
38.5 |
0.6% |
84% |
False |
False |
24,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,869.0 |
2.618 |
6,728.5 |
1.618 |
6,642.5 |
1.000 |
6,589.5 |
0.618 |
6,556.5 |
HIGH |
6,503.5 |
0.618 |
6,470.5 |
0.500 |
6,460.5 |
0.382 |
6,450.5 |
LOW |
6,417.5 |
0.618 |
6,364.5 |
1.000 |
6,331.5 |
1.618 |
6,278.5 |
2.618 |
6,192.5 |
4.250 |
6,052.0 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,460.5 |
6,470.0 |
PP |
6,456.0 |
6,462.5 |
S1 |
6,452.0 |
6,455.0 |
|