Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
13,088.84 |
13,104.04 |
15.20 |
0.1% |
12,961.49 |
High |
13,132.80 |
13,148.00 |
15.20 |
0.1% |
13,148.00 |
Low |
13,068.12 |
13,073.40 |
5.28 |
0.0% |
12,901.68 |
Close |
13,105.50 |
13,120.94 |
15.44 |
0.1% |
13,120.94 |
Range |
64.68 |
74.60 |
9.92 |
15.3% |
246.32 |
ATR |
105.22 |
103.04 |
-2.19 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,337.91 |
13,304.03 |
13,161.97 |
|
R3 |
13,263.31 |
13,229.43 |
13,141.46 |
|
R2 |
13,188.71 |
13,188.71 |
13,134.62 |
|
R1 |
13,154.83 |
13,154.83 |
13,127.78 |
13,171.77 |
PP |
13,114.11 |
13,114.11 |
13,114.11 |
13,122.59 |
S1 |
13,080.23 |
13,080.23 |
13,114.10 |
13,097.17 |
S2 |
13,039.51 |
13,039.51 |
13,107.26 |
|
S3 |
12,964.91 |
13,005.63 |
13,100.43 |
|
S4 |
12,890.31 |
12,931.03 |
13,079.91 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,795.83 |
13,704.71 |
13,256.42 |
|
R3 |
13,549.51 |
13,458.39 |
13,188.68 |
|
R2 |
13,303.19 |
13,303.19 |
13,166.10 |
|
R1 |
13,212.07 |
13,212.07 |
13,143.52 |
13,257.63 |
PP |
13,056.87 |
13,056.87 |
13,056.87 |
13,079.66 |
S1 |
12,965.75 |
12,965.75 |
13,098.36 |
13,011.31 |
S2 |
12,810.55 |
12,810.55 |
13,075.78 |
|
S3 |
12,564.23 |
12,719.43 |
13,053.20 |
|
S4 |
12,317.91 |
12,473.11 |
12,985.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,148.00 |
12,901.68 |
246.32 |
1.9% |
90.16 |
0.7% |
89% |
True |
False |
|
10 |
13,148.00 |
12,611.31 |
536.69 |
4.1% |
101.40 |
0.8% |
95% |
True |
False |
|
20 |
13,148.00 |
12,242.60 |
905.40 |
6.9% |
97.38 |
0.7% |
97% |
True |
False |
|
40 |
13,148.00 |
11,939.61 |
1,208.39 |
9.2% |
111.30 |
0.8% |
98% |
True |
False |
|
60 |
13,148.00 |
11,939.61 |
1,208.39 |
9.2% |
111.33 |
0.8% |
98% |
True |
False |
|
80 |
13,148.00 |
11,939.61 |
1,208.39 |
9.2% |
107.79 |
0.8% |
98% |
True |
False |
|
100 |
13,148.00 |
11,939.61 |
1,208.39 |
9.2% |
102.64 |
0.8% |
98% |
True |
False |
|
120 |
13,148.00 |
11,939.61 |
1,208.39 |
9.2% |
100.14 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,465.05 |
2.618 |
13,343.30 |
1.618 |
13,268.70 |
1.000 |
13,222.60 |
0.618 |
13,194.10 |
HIGH |
13,148.00 |
0.618 |
13,119.50 |
0.500 |
13,110.70 |
0.382 |
13,101.90 |
LOW |
13,073.40 |
0.618 |
13,027.30 |
1.000 |
12,998.80 |
1.618 |
12,952.70 |
2.618 |
12,878.10 |
4.250 |
12,756.35 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,117.53 |
13,097.20 |
PP |
13,114.11 |
13,073.45 |
S1 |
13,110.70 |
13,049.71 |
|