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 |
6,494.0 |
6,468.0 |
-26.0 |
-0.4% |
6,496.0 |
High |
6,503.5 |
6,492.5 |
-11.0 |
-0.2% |
6,534.5 |
Low |
6,417.5 |
6,450.5 |
33.0 |
0.5% |
6,397.5 |
Close |
6,447.5 |
6,473.0 |
25.5 |
0.4% |
6,492.5 |
Range |
86.0 |
42.0 |
-44.0 |
-51.2% |
137.0 |
ATR |
65.4 |
63.9 |
-1.5 |
-2.2% |
0.0 |
Volume |
59,673 |
109,594 |
49,921 |
83.7% |
461,139 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,598.0 |
6,577.5 |
6,496.0 |
|
R3 |
6,556.0 |
6,535.5 |
6,484.5 |
|
R2 |
6,514.0 |
6,514.0 |
6,480.5 |
|
R1 |
6,493.5 |
6,493.5 |
6,477.0 |
6,504.0 |
PP |
6,472.0 |
6,472.0 |
6,472.0 |
6,477.0 |
S1 |
6,451.5 |
6,451.5 |
6,469.0 |
6,462.0 |
S2 |
6,430.0 |
6,430.0 |
6,465.5 |
|
S3 |
6,388.0 |
6,409.5 |
6,461.5 |
|
S4 |
6,346.0 |
6,367.5 |
6,450.0 |
|
|
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% |
58.5 |
0.9% |
60% |
False |
False |
94,078 |
10 |
6,534.5 |
6,388.5 |
146.0 |
2.3% |
55.5 |
0.9% |
58% |
False |
False |
86,641 |
20 |
6,534.5 |
6,270.0 |
264.5 |
4.1% |
53.0 |
0.8% |
77% |
False |
False |
80,790 |
40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
68.5 |
1.1% |
89% |
False |
False |
74,701 |
60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
58.0 |
0.9% |
89% |
False |
False |
49,884 |
80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
55.0 |
0.8% |
89% |
False |
False |
37,639 |
100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
45.5 |
0.7% |
89% |
False |
False |
30,134 |
120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
38.5 |
0.6% |
89% |
False |
False |
25,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,671.0 |
2.618 |
6,602.5 |
1.618 |
6,560.5 |
1.000 |
6,534.5 |
0.618 |
6,518.5 |
HIGH |
6,492.5 |
0.618 |
6,476.5 |
0.500 |
6,471.5 |
0.382 |
6,466.5 |
LOW |
6,450.5 |
0.618 |
6,424.5 |
1.000 |
6,408.5 |
1.618 |
6,382.5 |
2.618 |
6,340.5 |
4.250 |
6,272.0 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,472.5 |
6,470.5 |
PP |
6,472.0 |
6,468.0 |
S1 |
6,471.5 |
6,466.0 |
|