Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,268.0 |
6,238.0 |
-30.0 |
-0.5% |
6,204.0 |
High |
6,286.0 |
6,262.0 |
-24.0 |
-0.4% |
6,299.0 |
Low |
6,186.0 |
6,199.0 |
13.0 |
0.2% |
6,175.0 |
Close |
6,237.0 |
6,203.0 |
-34.0 |
-0.5% |
6,228.0 |
Range |
100.0 |
63.0 |
-37.0 |
-37.0% |
124.0 |
ATR |
70.7 |
70.1 |
-0.5 |
-0.8% |
0.0 |
Volume |
21,652 |
16,672 |
-4,980 |
-23.0% |
90,617 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,410.3 |
6,369.7 |
6,237.7 |
|
R3 |
6,347.3 |
6,306.7 |
6,220.3 |
|
R2 |
6,284.3 |
6,284.3 |
6,214.6 |
|
R1 |
6,243.7 |
6,243.7 |
6,208.8 |
6,232.5 |
PP |
6,221.3 |
6,221.3 |
6,221.3 |
6,215.8 |
S1 |
6,180.7 |
6,180.7 |
6,197.2 |
6,169.5 |
S2 |
6,158.3 |
6,158.3 |
6,191.5 |
|
S3 |
6,095.3 |
6,117.7 |
6,185.7 |
|
S4 |
6,032.3 |
6,054.7 |
6,168.4 |
|
|
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% |
69.0 |
1.1% |
23% |
False |
False |
19,074 |
10 |
6,299.0 |
6,153.0 |
146.0 |
2.4% |
64.6 |
1.0% |
34% |
False |
False |
17,996 |
20 |
6,299.0 |
5,941.0 |
358.0 |
5.8% |
60.8 |
1.0% |
73% |
False |
False |
17,501 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
63.6 |
1.0% |
85% |
False |
False |
17,269 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
50.9 |
0.8% |
85% |
False |
False |
11,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,529.8 |
2.618 |
6,426.9 |
1.618 |
6,363.9 |
1.000 |
6,325.0 |
0.618 |
6,300.9 |
HIGH |
6,262.0 |
0.618 |
6,237.9 |
0.500 |
6,230.5 |
0.382 |
6,223.1 |
LOW |
6,199.0 |
0.618 |
6,160.1 |
1.000 |
6,136.0 |
1.618 |
6,097.1 |
2.618 |
6,034.1 |
4.250 |
5,931.3 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,230.5 |
6,236.0 |
PP |
6,221.3 |
6,225.0 |
S1 |
6,212.2 |
6,214.0 |
|