Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,124.0 |
6,191.0 |
67.0 |
1.1% |
6,011.0 |
High |
6,196.0 |
6,212.0 |
16.0 |
0.3% |
6,147.0 |
Low |
6,122.0 |
6,173.0 |
51.0 |
0.8% |
5,941.0 |
Close |
6,177.0 |
6,191.0 |
14.0 |
0.2% |
6,115.0 |
Range |
74.0 |
39.0 |
-35.0 |
-47.3% |
206.0 |
ATR |
69.8 |
67.6 |
-2.2 |
-3.2% |
0.0 |
Volume |
15,304 |
18,471 |
3,167 |
20.7% |
73,617 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,309.0 |
6,289.0 |
6,212.5 |
|
R3 |
6,270.0 |
6,250.0 |
6,201.7 |
|
R2 |
6,231.0 |
6,231.0 |
6,198.2 |
|
R1 |
6,211.0 |
6,211.0 |
6,194.6 |
6,210.5 |
PP |
6,192.0 |
6,192.0 |
6,192.0 |
6,191.8 |
S1 |
6,172.0 |
6,172.0 |
6,187.4 |
6,171.5 |
S2 |
6,153.0 |
6,153.0 |
6,183.9 |
|
S3 |
6,114.0 |
6,133.0 |
6,180.3 |
|
S4 |
6,075.0 |
6,094.0 |
6,169.6 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,685.7 |
6,606.3 |
6,228.3 |
|
R3 |
6,479.7 |
6,400.3 |
6,171.7 |
|
R2 |
6,273.7 |
6,273.7 |
6,152.8 |
|
R1 |
6,194.3 |
6,194.3 |
6,133.9 |
6,234.0 |
PP |
6,067.7 |
6,067.7 |
6,067.7 |
6,087.5 |
S1 |
5,988.3 |
5,988.3 |
6,096.1 |
6,028.0 |
S2 |
5,861.7 |
5,861.7 |
6,077.2 |
|
S3 |
5,655.7 |
5,782.3 |
6,058.4 |
|
S4 |
5,449.7 |
5,576.3 |
6,001.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,212.0 |
5,980.0 |
232.0 |
3.7% |
55.6 |
0.9% |
91% |
True |
False |
17,164 |
10 |
6,212.0 |
5,941.0 |
271.0 |
4.4% |
58.1 |
0.9% |
92% |
True |
False |
17,294 |
20 |
6,212.0 |
5,775.0 |
437.0 |
7.1% |
58.6 |
0.9% |
95% |
True |
False |
19,640 |
40 |
6,212.0 |
5,665.0 |
547.0 |
8.8% |
53.9 |
0.9% |
96% |
True |
False |
13,314 |
60 |
6,212.0 |
5,656.0 |
556.0 |
9.0% |
44.2 |
0.7% |
96% |
True |
False |
8,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,377.8 |
2.618 |
6,314.1 |
1.618 |
6,275.1 |
1.000 |
6,251.0 |
0.618 |
6,236.1 |
HIGH |
6,212.0 |
0.618 |
6,197.1 |
0.500 |
6,192.5 |
0.382 |
6,187.9 |
LOW |
6,173.0 |
0.618 |
6,148.9 |
1.000 |
6,134.0 |
1.618 |
6,109.9 |
2.618 |
6,070.9 |
4.250 |
6,007.3 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,192.5 |
6,179.3 |
PP |
6,192.0 |
6,167.7 |
S1 |
6,191.5 |
6,156.0 |
|