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 |
12,961.49 |
12,919.64 |
-41.85 |
-0.3% |
12,611.64 |
High |
12,983.92 |
12,989.86 |
5.94 |
0.0% |
12,966.29 |
Low |
12,916.63 |
12,901.68 |
-14.95 |
-0.1% |
12,611.31 |
Close |
12,919.40 |
12,953.94 |
34.54 |
0.3% |
12,961.98 |
Range |
67.29 |
88.18 |
20.89 |
31.0% |
354.98 |
ATR |
105.94 |
104.67 |
-1.27 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,213.03 |
13,171.67 |
13,002.44 |
|
R3 |
13,124.85 |
13,083.49 |
12,978.19 |
|
R2 |
13,036.67 |
13,036.67 |
12,970.11 |
|
R1 |
12,995.31 |
12,995.31 |
12,962.02 |
13,015.99 |
PP |
12,948.49 |
12,948.49 |
12,948.49 |
12,958.84 |
S1 |
12,907.13 |
12,907.13 |
12,945.86 |
12,927.81 |
S2 |
12,860.31 |
12,860.31 |
12,937.77 |
|
S3 |
12,772.13 |
12,818.95 |
12,929.69 |
|
S4 |
12,683.95 |
12,730.77 |
12,905.44 |
|
|
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 |
12,989.86 |
12,728.99 |
260.87 |
2.0% |
103.24 |
0.8% |
86% |
True |
False |
|
10 |
12,989.86 |
12,428.22 |
561.64 |
4.3% |
105.71 |
0.8% |
94% |
True |
False |
|
20 |
12,989.86 |
12,242.60 |
747.26 |
5.8% |
99.86 |
0.8% |
95% |
True |
False |
|
40 |
12,989.86 |
11,939.61 |
1,050.25 |
8.1% |
127.42 |
1.0% |
97% |
True |
False |
|
60 |
12,989.86 |
11,939.61 |
1,050.25 |
8.1% |
111.27 |
0.9% |
97% |
True |
False |
|
80 |
12,989.86 |
11,939.61 |
1,050.25 |
8.1% |
107.08 |
0.8% |
97% |
True |
False |
|
100 |
12,989.86 |
11,939.61 |
1,050.25 |
8.1% |
102.64 |
0.8% |
97% |
True |
False |
|
120 |
12,989.86 |
11,939.61 |
1,050.25 |
8.1% |
99.95 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,364.63 |
2.618 |
13,220.72 |
1.618 |
13,132.54 |
1.000 |
13,078.04 |
0.618 |
13,044.36 |
HIGH |
12,989.86 |
0.618 |
12,956.18 |
0.500 |
12,945.77 |
0.382 |
12,935.36 |
LOW |
12,901.68 |
0.618 |
12,847.18 |
1.000 |
12,813.50 |
1.618 |
12,759.00 |
2.618 |
12,670.82 |
4.250 |
12,526.92 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
12,951.22 |
12,935.97 |
PP |
12,948.49 |
12,917.99 |
S1 |
12,945.77 |
12,900.02 |
|