Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,799.77 |
12,811.15 |
11.38 |
0.1% |
12,611.64 |
High |
12,830.08 |
12,966.29 |
136.21 |
1.1% |
12,966.29 |
Low |
12,734.92 |
12,810.17 |
75.25 |
0.6% |
12,611.31 |
Close |
12,808.63 |
12,961.98 |
153.35 |
1.2% |
12,961.98 |
Range |
95.16 |
156.12 |
60.96 |
64.1% |
354.98 |
ATR |
105.17 |
108.91 |
3.75 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,381.17 |
13,327.70 |
13,047.85 |
|
R3 |
13,225.05 |
13,171.58 |
13,004.91 |
|
R2 |
13,068.93 |
13,068.93 |
12,990.60 |
|
R1 |
13,015.46 |
13,015.46 |
12,976.29 |
13,042.20 |
PP |
12,912.81 |
12,912.81 |
12,912.81 |
12,926.18 |
S1 |
12,859.34 |
12,859.34 |
12,947.67 |
12,886.08 |
S2 |
12,756.69 |
12,756.69 |
12,933.36 |
|
S3 |
12,600.57 |
12,703.22 |
12,919.05 |
|
S4 |
12,444.45 |
12,547.10 |
12,876.11 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,911.47 |
13,791.70 |
13,157.22 |
|
R3 |
13,556.49 |
13,436.72 |
13,059.60 |
|
R2 |
13,201.51 |
13,201.51 |
13,027.06 |
|
R1 |
13,081.74 |
13,081.74 |
12,994.52 |
13,141.63 |
PP |
12,846.53 |
12,846.53 |
12,846.53 |
12,876.47 |
S1 |
12,726.76 |
12,726.76 |
12,929.44 |
12,786.65 |
S2 |
12,491.55 |
12,491.55 |
12,896.90 |
|
S3 |
12,136.57 |
12,371.78 |
12,864.36 |
|
S4 |
11,781.59 |
12,016.80 |
12,766.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,966.29 |
12,611.31 |
354.98 |
2.7% |
112.64 |
0.9% |
99% |
True |
False |
|
10 |
12,966.29 |
12,428.22 |
538.07 |
4.2% |
97.90 |
0.8% |
99% |
True |
False |
|
20 |
12,966.29 |
12,242.60 |
723.69 |
5.6% |
101.18 |
0.8% |
99% |
True |
False |
|
40 |
12,966.29 |
11,939.61 |
1,026.68 |
7.9% |
127.11 |
1.0% |
100% |
True |
False |
|
60 |
12,966.29 |
11,939.61 |
1,026.68 |
7.9% |
112.73 |
0.9% |
100% |
True |
False |
|
80 |
12,966.29 |
11,939.61 |
1,026.68 |
7.9% |
107.13 |
0.8% |
100% |
True |
False |
|
100 |
12,966.29 |
11,939.61 |
1,026.68 |
7.9% |
103.43 |
0.8% |
100% |
True |
False |
|
120 |
12,966.29 |
11,939.61 |
1,026.68 |
7.9% |
100.00 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,629.80 |
2.618 |
13,375.01 |
1.618 |
13,218.89 |
1.000 |
13,122.41 |
0.618 |
13,062.77 |
HIGH |
12,966.29 |
0.618 |
12,906.65 |
0.500 |
12,888.23 |
0.382 |
12,869.81 |
LOW |
12,810.17 |
0.618 |
12,713.69 |
1.000 |
12,654.05 |
1.618 |
12,557.57 |
2.618 |
12,401.45 |
4.250 |
12,146.66 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,937.40 |
12,923.87 |
PP |
12,912.81 |
12,885.75 |
S1 |
12,888.23 |
12,847.64 |
|