Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,220.0 |
6,204.0 |
-16.0 |
-0.3% |
6,124.0 |
High |
6,238.0 |
6,246.0 |
8.0 |
0.1% |
6,238.0 |
Low |
6,153.0 |
6,191.0 |
38.0 |
0.6% |
6,122.0 |
Close |
6,174.0 |
6,229.0 |
55.0 |
0.9% |
6,174.0 |
Range |
85.0 |
55.0 |
-30.0 |
-35.3% |
116.0 |
ATR |
67.7 |
68.0 |
0.3 |
0.5% |
0.0 |
Volume |
18,258 |
16,364 |
-1,894 |
-10.4% |
66,327 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,387.0 |
6,363.0 |
6,259.3 |
|
R3 |
6,332.0 |
6,308.0 |
6,244.1 |
|
R2 |
6,277.0 |
6,277.0 |
6,239.1 |
|
R1 |
6,253.0 |
6,253.0 |
6,234.0 |
6,265.0 |
PP |
6,222.0 |
6,222.0 |
6,222.0 |
6,228.0 |
S1 |
6,198.0 |
6,198.0 |
6,224.0 |
6,210.0 |
S2 |
6,167.0 |
6,167.0 |
6,218.9 |
|
S3 |
6,112.0 |
6,143.0 |
6,213.9 |
|
S4 |
6,057.0 |
6,088.0 |
6,198.8 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,526.0 |
6,466.0 |
6,237.8 |
|
R3 |
6,410.0 |
6,350.0 |
6,205.9 |
|
R2 |
6,294.0 |
6,294.0 |
6,195.3 |
|
R1 |
6,234.0 |
6,234.0 |
6,184.6 |
6,264.0 |
PP |
6,178.0 |
6,178.0 |
6,178.0 |
6,193.0 |
S1 |
6,118.0 |
6,118.0 |
6,163.4 |
6,148.0 |
S2 |
6,062.0 |
6,062.0 |
6,152.7 |
|
S3 |
5,946.0 |
6,002.0 |
6,142.1 |
|
S4 |
5,830.0 |
5,886.0 |
6,110.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,246.0 |
6,122.0 |
124.0 |
2.0% |
60.6 |
1.0% |
86% |
True |
False |
16,538 |
10 |
6,246.0 |
5,941.0 |
305.0 |
4.9% |
60.5 |
1.0% |
94% |
True |
False |
17,367 |
20 |
6,246.0 |
5,851.0 |
395.0 |
6.3% |
58.2 |
0.9% |
96% |
True |
False |
16,831 |
40 |
6,246.0 |
5,665.0 |
581.0 |
9.3% |
57.0 |
0.9% |
97% |
True |
False |
14,494 |
60 |
6,246.0 |
5,665.0 |
581.0 |
9.3% |
46.1 |
0.7% |
97% |
True |
False |
9,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,479.8 |
2.618 |
6,390.0 |
1.618 |
6,335.0 |
1.000 |
6,301.0 |
0.618 |
6,280.0 |
HIGH |
6,246.0 |
0.618 |
6,225.0 |
0.500 |
6,218.5 |
0.382 |
6,212.0 |
LOW |
6,191.0 |
0.618 |
6,157.0 |
1.000 |
6,136.0 |
1.618 |
6,102.0 |
2.618 |
6,047.0 |
4.250 |
5,957.3 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,225.5 |
6,219.2 |
PP |
6,222.0 |
6,209.3 |
S1 |
6,218.5 |
6,199.5 |
|