Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
12,919.64 |
12,951.42 |
31.78 |
0.2% |
12,611.64 |
High |
12,989.86 |
13,107.45 |
117.59 |
0.9% |
12,966.29 |
Low |
12,901.68 |
12,951.42 |
49.74 |
0.4% |
12,611.31 |
Close |
12,953.94 |
13,089.89 |
135.95 |
1.0% |
12,961.98 |
Range |
88.18 |
156.03 |
67.85 |
76.9% |
354.98 |
ATR |
104.67 |
108.34 |
3.67 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,517.68 |
13,459.81 |
13,175.71 |
|
R3 |
13,361.65 |
13,303.78 |
13,132.80 |
|
R2 |
13,205.62 |
13,205.62 |
13,118.50 |
|
R1 |
13,147.75 |
13,147.75 |
13,104.19 |
13,176.69 |
PP |
13,049.59 |
13,049.59 |
13,049.59 |
13,064.05 |
S1 |
12,991.72 |
12,991.72 |
13,075.59 |
13,020.66 |
S2 |
12,893.56 |
12,893.56 |
13,061.28 |
|
S3 |
12,737.53 |
12,835.69 |
13,046.98 |
|
S4 |
12,581.50 |
12,679.66 |
13,004.07 |
|
|
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 |
13,107.45 |
12,734.92 |
372.53 |
2.8% |
112.56 |
0.9% |
95% |
True |
False |
|
10 |
13,107.45 |
12,428.22 |
679.23 |
5.2% |
108.90 |
0.8% |
97% |
True |
False |
|
20 |
13,107.45 |
12,242.60 |
864.85 |
6.6% |
103.09 |
0.8% |
98% |
True |
False |
|
40 |
13,107.45 |
11,939.61 |
1,167.84 |
8.9% |
117.74 |
0.9% |
98% |
True |
False |
|
60 |
13,107.45 |
11,939.61 |
1,167.84 |
8.9% |
112.85 |
0.9% |
98% |
True |
False |
|
80 |
13,107.45 |
11,939.61 |
1,167.84 |
8.9% |
107.64 |
0.8% |
98% |
True |
False |
|
100 |
13,107.45 |
11,939.61 |
1,167.84 |
8.9% |
103.44 |
0.8% |
98% |
True |
False |
|
120 |
13,107.45 |
11,939.61 |
1,167.84 |
8.9% |
100.69 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,770.58 |
2.618 |
13,515.94 |
1.618 |
13,359.91 |
1.000 |
13,263.48 |
0.618 |
13,203.88 |
HIGH |
13,107.45 |
0.618 |
13,047.85 |
0.500 |
13,029.44 |
0.382 |
13,011.02 |
LOW |
12,951.42 |
0.618 |
12,854.99 |
1.000 |
12,795.39 |
1.618 |
12,698.96 |
2.618 |
12,542.93 |
4.250 |
12,288.29 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,069.74 |
13,061.45 |
PP |
13,049.59 |
13,033.01 |
S1 |
13,029.44 |
13,004.57 |
|