Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,201.0 |
6,268.0 |
67.0 |
1.1% |
6,204.0 |
High |
6,240.0 |
6,286.0 |
46.0 |
0.7% |
6,299.0 |
Low |
6,200.0 |
6,186.0 |
-14.0 |
-0.2% |
6,175.0 |
Close |
6,228.0 |
6,237.0 |
9.0 |
0.1% |
6,228.0 |
Range |
40.0 |
100.0 |
60.0 |
150.0% |
124.0 |
ATR |
68.4 |
70.7 |
2.3 |
3.3% |
0.0 |
Volume |
17,162 |
21,652 |
4,490 |
26.2% |
90,617 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,536.3 |
6,486.7 |
6,292.0 |
|
R3 |
6,436.3 |
6,386.7 |
6,264.5 |
|
R2 |
6,336.3 |
6,336.3 |
6,255.3 |
|
R1 |
6,286.7 |
6,286.7 |
6,246.2 |
6,261.5 |
PP |
6,236.3 |
6,236.3 |
6,236.3 |
6,223.8 |
S1 |
6,186.7 |
6,186.7 |
6,227.8 |
6,161.5 |
S2 |
6,136.3 |
6,136.3 |
6,218.7 |
|
S3 |
6,036.3 |
6,086.7 |
6,209.5 |
|
S4 |
5,936.3 |
5,986.7 |
6,182.0 |
|
|
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% |
70.8 |
1.1% |
50% |
False |
False |
19,181 |
10 |
6,299.0 |
6,122.0 |
177.0 |
2.8% |
65.7 |
1.1% |
65% |
False |
False |
17,859 |
20 |
6,299.0 |
5,941.0 |
358.0 |
5.7% |
60.0 |
1.0% |
83% |
False |
False |
17,386 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
62.6 |
1.0% |
90% |
False |
False |
16,866 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
50.2 |
0.8% |
90% |
False |
False |
11,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,711.0 |
2.618 |
6,547.8 |
1.618 |
6,447.8 |
1.000 |
6,386.0 |
0.618 |
6,347.8 |
HIGH |
6,286.0 |
0.618 |
6,247.8 |
0.500 |
6,236.0 |
0.382 |
6,224.2 |
LOW |
6,186.0 |
0.618 |
6,124.2 |
1.000 |
6,086.0 |
1.618 |
6,024.2 |
2.618 |
5,924.2 |
4.250 |
5,761.0 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,236.7 |
6,234.8 |
PP |
6,236.3 |
6,232.7 |
S1 |
6,236.0 |
6,230.5 |
|