Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,787.00 |
1,791.75 |
4.75 |
0.3% |
1,810.75 |
High |
1,801.25 |
1,797.25 |
-4.00 |
-0.2% |
1,822.25 |
Low |
1,775.25 |
1,778.25 |
3.00 |
0.2% |
1,770.25 |
Close |
1,790.75 |
1,790.00 |
-0.75 |
0.0% |
1,790.75 |
Range |
26.00 |
19.00 |
-7.00 |
-26.9% |
52.00 |
ATR |
27.01 |
26.44 |
-0.57 |
-2.1% |
0.00 |
Volume |
337,710 |
295,606 |
-42,104 |
-12.5% |
1,423,808 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.50 |
1,836.75 |
1,800.50 |
|
R3 |
1,826.50 |
1,817.75 |
1,795.25 |
|
R2 |
1,807.50 |
1,807.50 |
1,793.50 |
|
R1 |
1,798.75 |
1,798.75 |
1,791.75 |
1,793.50 |
PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,786.00 |
S1 |
1,779.75 |
1,779.75 |
1,788.25 |
1,774.50 |
S2 |
1,769.50 |
1,769.50 |
1,786.50 |
|
S3 |
1,750.50 |
1,760.75 |
1,784.75 |
|
S4 |
1,731.50 |
1,741.75 |
1,779.50 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,922.50 |
1,819.25 |
|
R3 |
1,898.50 |
1,870.50 |
1,805.00 |
|
R2 |
1,846.50 |
1,846.50 |
1,800.25 |
|
R1 |
1,818.50 |
1,818.50 |
1,795.50 |
1,806.50 |
PP |
1,794.50 |
1,794.50 |
1,794.50 |
1,788.50 |
S1 |
1,766.50 |
1,766.50 |
1,786.00 |
1,754.50 |
S2 |
1,742.50 |
1,742.50 |
1,781.25 |
|
S3 |
1,690.50 |
1,714.50 |
1,776.50 |
|
S4 |
1,638.50 |
1,662.50 |
1,762.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.50 |
1,770.25 |
49.25 |
2.8% |
22.75 |
1.3% |
40% |
False |
False |
305,335 |
10 |
1,831.00 |
1,770.25 |
60.75 |
3.4% |
23.50 |
1.3% |
33% |
False |
False |
289,057 |
20 |
1,831.00 |
1,731.50 |
99.50 |
5.6% |
25.50 |
1.4% |
59% |
False |
False |
277,253 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
27.50 |
1.5% |
48% |
False |
False |
138,903 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.1% |
26.25 |
1.5% |
46% |
False |
False |
92,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.00 |
2.618 |
1,847.00 |
1.618 |
1,828.00 |
1.000 |
1,816.25 |
0.618 |
1,809.00 |
HIGH |
1,797.25 |
0.618 |
1,790.00 |
0.500 |
1,787.75 |
0.382 |
1,785.50 |
LOW |
1,778.25 |
0.618 |
1,766.50 |
1.000 |
1,759.25 |
1.618 |
1,747.50 |
2.618 |
1,728.50 |
4.250 |
1,697.50 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,789.25 |
1,788.75 |
PP |
1,788.50 |
1,787.50 |
S1 |
1,787.75 |
1,786.00 |
|