Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,459.0 |
1,461.9 |
2.9 |
0.2% |
1,450.0 |
High |
1,463.5 |
1,461.9 |
-1.6 |
-0.1% |
1,462.5 |
Low |
1,459.0 |
1,461.9 |
2.9 |
0.2% |
1,436.7 |
Close |
1,460.6 |
1,461.9 |
1.3 |
0.1% |
1,444.4 |
Range |
4.5 |
0.0 |
-4.5 |
-100.0% |
25.8 |
ATR |
11.6 |
10.8 |
-0.7 |
-6.3% |
0.0 |
Volume |
16 |
2,518 |
2,502 |
15,637.5% |
1,747 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,461.9 |
1,461.9 |
1,461.9 |
|
R3 |
1,461.9 |
1,461.9 |
1,461.9 |
|
R2 |
1,461.9 |
1,461.9 |
1,461.9 |
|
R1 |
1,461.9 |
1,461.9 |
1,461.9 |
1,461.9 |
PP |
1,461.9 |
1,461.9 |
1,461.9 |
1,461.9 |
S1 |
1,461.9 |
1,461.9 |
1,461.9 |
1,461.9 |
S2 |
1,461.9 |
1,461.9 |
1,461.9 |
|
S3 |
1,461.9 |
1,461.9 |
1,461.9 |
|
S4 |
1,461.9 |
1,461.9 |
1,461.9 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.3 |
1,510.6 |
1,458.6 |
|
R3 |
1,499.5 |
1,484.8 |
1,451.5 |
|
R2 |
1,473.7 |
1,473.7 |
1,449.1 |
|
R1 |
1,459.0 |
1,459.0 |
1,446.8 |
1,453.5 |
PP |
1,447.9 |
1,447.9 |
1,447.9 |
1,445.1 |
S1 |
1,433.2 |
1,433.2 |
1,442.0 |
1,427.7 |
S2 |
1,422.1 |
1,422.1 |
1,439.7 |
|
S3 |
1,396.3 |
1,407.4 |
1,437.3 |
|
S4 |
1,370.5 |
1,381.6 |
1,430.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,463.5 |
1,436.7 |
26.8 |
1.8% |
6.3 |
0.4% |
94% |
False |
False |
666 |
10 |
1,463.5 |
1,436.7 |
26.8 |
1.8% |
6.4 |
0.4% |
94% |
False |
False |
534 |
20 |
1,463.5 |
1,388.4 |
75.1 |
5.1% |
6.0 |
0.4% |
98% |
False |
False |
299 |
40 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
5.2 |
0.4% |
73% |
False |
False |
228 |
60 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
4.3 |
0.3% |
73% |
False |
False |
273 |
80 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
3.3 |
0.2% |
73% |
False |
False |
389 |
100 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
2.9 |
0.2% |
73% |
False |
False |
334 |
120 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
2.5 |
0.2% |
73% |
False |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.9 |
2.618 |
1,461.9 |
1.618 |
1,461.9 |
1.000 |
1,461.9 |
0.618 |
1,461.9 |
HIGH |
1,461.9 |
0.618 |
1,461.9 |
0.500 |
1,461.9 |
0.382 |
1,461.9 |
LOW |
1,461.9 |
0.618 |
1,461.9 |
1.000 |
1,461.9 |
1.618 |
1,461.9 |
2.618 |
1,461.9 |
4.250 |
1,461.9 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,461.9 |
1,459.6 |
PP |
1,461.9 |
1,457.3 |
S1 |
1,461.9 |
1,455.1 |
|