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 |
6,507.0 |
6,472.0 |
-35.0 |
-0.5% |
6,508.5 |
High |
6,524.0 |
6,478.5 |
-45.5 |
-0.7% |
6,524.0 |
Low |
6,454.5 |
6,419.0 |
-35.5 |
-0.6% |
6,417.5 |
Close |
6,476.0 |
6,430.5 |
-45.5 |
-0.7% |
6,430.5 |
Range |
69.5 |
59.5 |
-10.0 |
-14.4% |
106.5 |
ATR |
64.3 |
64.0 |
-0.3 |
-0.5% |
0.0 |
Volume |
88,992 |
87,404 |
-1,588 |
-1.8% |
431,581 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,621.0 |
6,585.5 |
6,463.0 |
|
R3 |
6,561.5 |
6,526.0 |
6,447.0 |
|
R2 |
6,502.0 |
6,502.0 |
6,441.5 |
|
R1 |
6,466.5 |
6,466.5 |
6,436.0 |
6,454.5 |
PP |
6,442.5 |
6,442.5 |
6,442.5 |
6,437.0 |
S1 |
6,407.0 |
6,407.0 |
6,425.0 |
6,395.0 |
S2 |
6,383.0 |
6,383.0 |
6,419.5 |
|
S3 |
6,323.5 |
6,347.5 |
6,414.0 |
|
S4 |
6,264.0 |
6,288.0 |
6,398.0 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,777.0 |
6,710.0 |
6,489.0 |
|
R3 |
6,670.5 |
6,603.5 |
6,460.0 |
|
R2 |
6,564.0 |
6,564.0 |
6,450.0 |
|
R1 |
6,497.0 |
6,497.0 |
6,440.5 |
6,477.0 |
PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,447.5 |
S1 |
6,390.5 |
6,390.5 |
6,420.5 |
6,371.0 |
S2 |
6,351.0 |
6,351.0 |
6,411.0 |
|
S3 |
6,244.5 |
6,284.0 |
6,401.0 |
|
S4 |
6,138.0 |
6,177.5 |
6,372.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,524.0 |
6,417.5 |
106.5 |
1.7% |
59.0 |
0.9% |
12% |
False |
False |
86,316 |
10 |
6,534.5 |
6,397.5 |
137.0 |
2.1% |
57.0 |
0.9% |
24% |
False |
False |
89,272 |
20 |
6,534.5 |
6,303.0 |
231.5 |
3.6% |
53.5 |
0.8% |
55% |
False |
False |
81,267 |
40 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
65.5 |
1.0% |
81% |
False |
False |
78,749 |
60 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
59.0 |
0.9% |
81% |
False |
False |
52,819 |
80 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
56.0 |
0.9% |
81% |
False |
False |
39,843 |
100 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
46.5 |
0.7% |
81% |
False |
False |
31,898 |
120 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
40.0 |
0.6% |
81% |
False |
False |
26,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,731.5 |
2.618 |
6,634.5 |
1.618 |
6,575.0 |
1.000 |
6,538.0 |
0.618 |
6,515.5 |
HIGH |
6,478.5 |
0.618 |
6,456.0 |
0.500 |
6,449.0 |
0.382 |
6,441.5 |
LOW |
6,419.0 |
0.618 |
6,382.0 |
1.000 |
6,359.5 |
1.618 |
6,322.5 |
2.618 |
6,263.0 |
4.250 |
6,166.0 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,449.0 |
6,471.5 |
PP |
6,442.5 |
6,458.0 |
S1 |
6,436.5 |
6,444.0 |
|