Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,238.0 |
6,244.0 |
6.0 |
0.1% |
6,204.0 |
High |
6,262.0 |
6,255.0 |
-7.0 |
-0.1% |
6,299.0 |
Low |
6,199.0 |
6,219.0 |
20.0 |
0.3% |
6,175.0 |
Close |
6,203.0 |
6,235.0 |
32.0 |
0.5% |
6,228.0 |
Range |
63.0 |
36.0 |
-27.0 |
-42.9% |
124.0 |
ATR |
70.1 |
68.8 |
-1.3 |
-1.8% |
0.0 |
Volume |
16,672 |
15,311 |
-1,361 |
-8.2% |
90,617 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,344.3 |
6,325.7 |
6,254.8 |
|
R3 |
6,308.3 |
6,289.7 |
6,244.9 |
|
R2 |
6,272.3 |
6,272.3 |
6,241.6 |
|
R1 |
6,253.7 |
6,253.7 |
6,238.3 |
6,245.0 |
PP |
6,236.3 |
6,236.3 |
6,236.3 |
6,232.0 |
S1 |
6,217.7 |
6,217.7 |
6,231.7 |
6,209.0 |
S2 |
6,200.3 |
6,200.3 |
6,228.4 |
|
S3 |
6,164.3 |
6,181.7 |
6,225.1 |
|
S4 |
6,128.3 |
6,145.7 |
6,215.2 |
|
|
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 |
6,286.0 |
6,175.0 |
111.0 |
1.8% |
65.6 |
1.1% |
54% |
False |
False |
18,591 |
10 |
6,299.0 |
6,153.0 |
146.0 |
2.3% |
64.3 |
1.0% |
56% |
False |
False |
17,680 |
20 |
6,299.0 |
5,941.0 |
358.0 |
5.7% |
61.2 |
1.0% |
82% |
False |
False |
17,487 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
63.4 |
1.0% |
90% |
False |
False |
17,625 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.2% |
51.4 |
0.8% |
90% |
False |
False |
11,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,408.0 |
2.618 |
6,349.2 |
1.618 |
6,313.2 |
1.000 |
6,291.0 |
0.618 |
6,277.2 |
HIGH |
6,255.0 |
0.618 |
6,241.2 |
0.500 |
6,237.0 |
0.382 |
6,232.8 |
LOW |
6,219.0 |
0.618 |
6,196.8 |
1.000 |
6,183.0 |
1.618 |
6,160.8 |
2.618 |
6,124.8 |
4.250 |
6,066.0 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,237.0 |
6,236.0 |
PP |
6,236.3 |
6,235.7 |
S1 |
6,235.7 |
6,235.3 |
|