Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,218.0 |
6,206.0 |
-12.0 |
-0.2% |
6,268.0 |
High |
6,220.0 |
6,229.0 |
9.0 |
0.1% |
6,286.0 |
Low |
6,163.0 |
6,165.0 |
2.0 |
0.0% |
6,163.0 |
Close |
6,193.0 |
6,174.0 |
-19.0 |
-0.3% |
6,193.0 |
Range |
57.0 |
64.0 |
7.0 |
12.3% |
123.0 |
ATR |
69.0 |
68.7 |
-0.4 |
-0.5% |
0.0 |
Volume |
15,732 |
22,289 |
6,557 |
41.7% |
69,367 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,381.3 |
6,341.7 |
6,209.2 |
|
R3 |
6,317.3 |
6,277.7 |
6,191.6 |
|
R2 |
6,253.3 |
6,253.3 |
6,185.7 |
|
R1 |
6,213.7 |
6,213.7 |
6,179.9 |
6,201.5 |
PP |
6,189.3 |
6,189.3 |
6,189.3 |
6,183.3 |
S1 |
6,149.7 |
6,149.7 |
6,168.1 |
6,137.5 |
S2 |
6,125.3 |
6,125.3 |
6,162.3 |
|
S3 |
6,061.3 |
6,085.7 |
6,156.4 |
|
S4 |
5,997.3 |
6,021.7 |
6,138.8 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,583.0 |
6,511.0 |
6,260.7 |
|
R3 |
6,460.0 |
6,388.0 |
6,226.8 |
|
R2 |
6,337.0 |
6,337.0 |
6,215.6 |
|
R1 |
6,265.0 |
6,265.0 |
6,204.3 |
6,239.5 |
PP |
6,214.0 |
6,214.0 |
6,214.0 |
6,201.3 |
S1 |
6,142.0 |
6,142.0 |
6,181.7 |
6,116.5 |
S2 |
6,091.0 |
6,091.0 |
6,170.5 |
|
S3 |
5,968.0 |
6,019.0 |
6,159.2 |
|
S4 |
5,845.0 |
5,896.0 |
6,125.4 |
|
|
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 |
6,163.0 |
123.0 |
2.0% |
64.0 |
1.0% |
9% |
False |
False |
18,331 |
10 |
6,299.0 |
6,163.0 |
136.0 |
2.2% |
62.9 |
1.0% |
8% |
False |
False |
18,227 |
20 |
6,299.0 |
5,941.0 |
358.0 |
5.8% |
62.0 |
1.0% |
65% |
False |
False |
17,776 |
40 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
62.6 |
1.0% |
80% |
False |
False |
18,541 |
60 |
6,299.0 |
5,665.0 |
634.0 |
10.3% |
51.9 |
0.8% |
80% |
False |
False |
12,477 |
80 |
6,299.0 |
5,541.0 |
758.0 |
12.3% |
45.9 |
0.7% |
84% |
False |
False |
9,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,501.0 |
2.618 |
6,396.6 |
1.618 |
6,332.6 |
1.000 |
6,293.0 |
0.618 |
6,268.6 |
HIGH |
6,229.0 |
0.618 |
6,204.6 |
0.500 |
6,197.0 |
0.382 |
6,189.4 |
LOW |
6,165.0 |
0.618 |
6,125.4 |
1.000 |
6,101.0 |
1.618 |
6,061.4 |
2.618 |
5,997.4 |
4.250 |
5,893.0 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
6,197.0 |
6,209.0 |
PP |
6,189.3 |
6,197.3 |
S1 |
6,181.7 |
6,185.7 |
|