Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
13,104.04 |
13,120.21 |
16.17 |
0.1% |
12,961.49 |
High |
13,148.00 |
13,162.06 |
14.06 |
0.1% |
13,148.00 |
Low |
13,073.40 |
13,061.53 |
-11.87 |
-0.1% |
12,901.68 |
Close |
13,120.94 |
13,062.91 |
-58.03 |
-0.4% |
13,120.94 |
Range |
74.60 |
100.53 |
25.93 |
34.8% |
246.32 |
ATR |
103.04 |
102.86 |
-0.18 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,397.09 |
13,330.53 |
13,118.20 |
|
R3 |
13,296.56 |
13,230.00 |
13,090.56 |
|
R2 |
13,196.03 |
13,196.03 |
13,081.34 |
|
R1 |
13,129.47 |
13,129.47 |
13,072.13 |
13,112.49 |
PP |
13,095.50 |
13,095.50 |
13,095.50 |
13,087.01 |
S1 |
13,028.94 |
13,028.94 |
13,053.69 |
13,011.96 |
S2 |
12,994.97 |
12,994.97 |
13,044.48 |
|
S3 |
12,894.44 |
12,928.41 |
13,035.26 |
|
S4 |
12,793.91 |
12,827.88 |
13,007.62 |
|
|
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 |
13,162.06 |
12,901.68 |
260.38 |
2.0% |
96.80 |
0.7% |
62% |
True |
False |
|
10 |
13,162.06 |
12,707.45 |
454.61 |
3.5% |
99.46 |
0.8% |
78% |
True |
False |
|
20 |
13,162.06 |
12,324.28 |
837.78 |
6.4% |
93.71 |
0.7% |
88% |
True |
False |
|
40 |
13,162.06 |
11,939.61 |
1,222.45 |
9.4% |
110.31 |
0.8% |
92% |
True |
False |
|
60 |
13,162.06 |
11,939.61 |
1,222.45 |
9.4% |
111.89 |
0.9% |
92% |
True |
False |
|
80 |
13,162.06 |
11,939.61 |
1,222.45 |
9.4% |
106.86 |
0.8% |
92% |
True |
False |
|
100 |
13,162.06 |
11,939.61 |
1,222.45 |
9.4% |
102.06 |
0.8% |
92% |
True |
False |
|
120 |
13,162.06 |
11,939.61 |
1,222.45 |
9.4% |
100.53 |
0.8% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,589.31 |
2.618 |
13,425.25 |
1.618 |
13,324.72 |
1.000 |
13,262.59 |
0.618 |
13,224.19 |
HIGH |
13,162.06 |
0.618 |
13,123.66 |
0.500 |
13,111.80 |
0.382 |
13,099.93 |
LOW |
13,061.53 |
0.618 |
12,999.40 |
1.000 |
12,961.00 |
1.618 |
12,898.87 |
2.618 |
12,798.34 |
4.250 |
12,634.28 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
13,111.80 |
13,111.80 |
PP |
13,095.50 |
13,095.50 |
S1 |
13,079.21 |
13,079.21 |
|