Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,261.0 |
6,201.0 |
-60.0 |
-1.0% |
6,204.0 |
High |
6,264.0 |
6,240.0 |
-24.0 |
-0.4% |
6,299.0 |
Low |
6,175.0 |
6,200.0 |
25.0 |
0.4% |
6,175.0 |
Close |
6,185.0 |
6,228.0 |
43.0 |
0.7% |
6,228.0 |
Range |
89.0 |
40.0 |
-49.0 |
-55.1% |
124.0 |
ATR |
69.4 |
68.4 |
-1.0 |
-1.5% |
0.0 |
Volume |
22,162 |
17,162 |
-5,000 |
-22.6% |
90,617 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,342.7 |
6,325.3 |
6,250.0 |
|
R3 |
6,302.7 |
6,285.3 |
6,239.0 |
|
R2 |
6,262.7 |
6,262.7 |
6,235.3 |
|
R1 |
6,245.3 |
6,245.3 |
6,231.7 |
6,254.0 |
PP |
6,222.7 |
6,222.7 |
6,222.7 |
6,227.0 |
S1 |
6,205.3 |
6,205.3 |
6,224.3 |
6,214.0 |
S2 |
6,182.7 |
6,182.7 |
6,220.7 |
|
S3 |
6,142.7 |
6,165.3 |
6,217.0 |
|
S4 |
6,102.7 |
6,125.3 |
6,206.0 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,606.0 |
6,541.0 |
6,296.2 |
|
R3 |
6,482.0 |
6,417.0 |
6,262.1 |
|
R2 |
6,358.0 |
6,358.0 |
6,250.7 |
|
R1 |
6,293.0 |
6,293.0 |
6,239.4 |
6,325.5 |
PP |
6,234.0 |
6,234.0 |
6,234.0 |
6,250.3 |
S1 |
6,169.0 |
6,169.0 |
6,216.6 |
6,201.5 |
S2 |
6,110.0 |
6,110.0 |
6,205.3 |
|
S3 |
5,986.0 |
6,045.0 |
6,193.9 |
|
S4 |
5,862.0 |
5,921.0 |
6,159.8 |
|
|
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 |
6,175.0 |
124.0 |
2.0% |
61.8 |
1.0% |
43% |
False |
False |
18,123 |
10 |
6,299.0 |
6,100.0 |
199.0 |
3.2% |
58.6 |
0.9% |
64% |
False |
False |
16,682 |
20 |
6,299.0 |
5,941.0 |
358.0 |
5.7% |
57.3 |
0.9% |
80% |
False |
False |
17,280 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
60.8 |
1.0% |
89% |
False |
False |
16,329 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
49.0 |
0.8% |
89% |
False |
False |
10,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,410.0 |
2.618 |
6,344.7 |
1.618 |
6,304.7 |
1.000 |
6,280.0 |
0.618 |
6,264.7 |
HIGH |
6,240.0 |
0.618 |
6,224.7 |
0.500 |
6,220.0 |
0.382 |
6,215.3 |
LOW |
6,200.0 |
0.618 |
6,175.3 |
1.000 |
6,160.0 |
1.618 |
6,135.3 |
2.618 |
6,095.3 |
4.250 |
6,030.0 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,225.3 |
6,237.0 |
PP |
6,222.7 |
6,234.0 |
S1 |
6,220.0 |
6,231.0 |
|