Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,269.0 |
6,261.0 |
-8.0 |
-0.1% |
6,124.0 |
High |
6,299.0 |
6,264.0 |
-35.0 |
-0.6% |
6,238.0 |
Low |
6,246.0 |
6,175.0 |
-71.0 |
-1.1% |
6,122.0 |
Close |
6,255.0 |
6,185.0 |
-70.0 |
-1.1% |
6,174.0 |
Range |
53.0 |
89.0 |
36.0 |
67.9% |
116.0 |
ATR |
67.9 |
69.4 |
1.5 |
2.2% |
0.0 |
Volume |
17,722 |
22,162 |
4,440 |
25.1% |
66,327 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,475.0 |
6,419.0 |
6,234.0 |
|
R3 |
6,386.0 |
6,330.0 |
6,209.5 |
|
R2 |
6,297.0 |
6,297.0 |
6,201.3 |
|
R1 |
6,241.0 |
6,241.0 |
6,193.2 |
6,224.5 |
PP |
6,208.0 |
6,208.0 |
6,208.0 |
6,199.8 |
S1 |
6,152.0 |
6,152.0 |
6,176.8 |
6,135.5 |
S2 |
6,119.0 |
6,119.0 |
6,168.7 |
|
S3 |
6,030.0 |
6,063.0 |
6,160.5 |
|
S4 |
5,941.0 |
5,974.0 |
6,136.1 |
|
|
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 |
6,299.0 |
6,153.0 |
146.0 |
2.4% |
70.8 |
1.1% |
22% |
False |
False |
18,342 |
10 |
6,299.0 |
6,100.0 |
199.0 |
3.2% |
58.8 |
1.0% |
43% |
False |
False |
17,019 |
20 |
6,299.0 |
5,895.0 |
404.0 |
6.5% |
58.9 |
1.0% |
72% |
False |
False |
17,104 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
60.3 |
1.0% |
82% |
False |
False |
15,912 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
48.8 |
0.8% |
82% |
False |
False |
10,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,642.3 |
2.618 |
6,497.0 |
1.618 |
6,408.0 |
1.000 |
6,353.0 |
0.618 |
6,319.0 |
HIGH |
6,264.0 |
0.618 |
6,230.0 |
0.500 |
6,219.5 |
0.382 |
6,209.0 |
LOW |
6,175.0 |
0.618 |
6,120.0 |
1.000 |
6,086.0 |
1.618 |
6,031.0 |
2.618 |
5,942.0 |
4.250 |
5,796.8 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,219.5 |
6,237.0 |
PP |
6,208.0 |
6,219.7 |
S1 |
6,196.5 |
6,202.3 |
|