Trading Metrics calculated at close of trading on 30-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
3,766.0 |
3,773.0 |
7.0 |
0.2% |
3,752.0 |
High |
3,777.0 |
3,802.0 |
25.0 |
0.7% |
3,789.0 |
Low |
3,748.0 |
3,745.0 |
-3.0 |
-0.1% |
3,653.0 |
Close |
3,761.0 |
3,790.0 |
29.0 |
0.8% |
3,757.0 |
Range |
29.0 |
57.0 |
28.0 |
96.6% |
136.0 |
ATR |
72.5 |
71.4 |
-1.1 |
-1.5% |
0.0 |
Volume |
119 |
2,622 |
2,503 |
2,103.4% |
4,273 |
|
Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,950.0 |
3,927.0 |
3,821.4 |
|
R3 |
3,893.0 |
3,870.0 |
3,805.7 |
|
R2 |
3,836.0 |
3,836.0 |
3,800.5 |
|
R1 |
3,813.0 |
3,813.0 |
3,795.2 |
3,824.5 |
PP |
3,779.0 |
3,779.0 |
3,779.0 |
3,784.8 |
S1 |
3,756.0 |
3,756.0 |
3,784.8 |
3,767.5 |
S2 |
3,722.0 |
3,722.0 |
3,779.6 |
|
S3 |
3,665.0 |
3,699.0 |
3,774.3 |
|
S4 |
3,608.0 |
3,642.0 |
3,758.7 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,141.0 |
4,085.0 |
3,831.8 |
|
R3 |
4,005.0 |
3,949.0 |
3,794.4 |
|
R2 |
3,869.0 |
3,869.0 |
3,781.9 |
|
R1 |
3,813.0 |
3,813.0 |
3,769.5 |
3,841.0 |
PP |
3,733.0 |
3,733.0 |
3,733.0 |
3,747.0 |
S1 |
3,677.0 |
3,677.0 |
3,744.5 |
3,705.0 |
S2 |
3,597.0 |
3,597.0 |
3,732.1 |
|
S3 |
3,461.0 |
3,541.0 |
3,719.6 |
|
S4 |
3,325.0 |
3,405.0 |
3,682.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,802.0 |
3,674.0 |
128.0 |
3.4% |
48.2 |
1.3% |
91% |
True |
False |
907 |
10 |
3,802.0 |
3,653.0 |
149.0 |
3.9% |
56.5 |
1.5% |
92% |
True |
False |
873 |
20 |
3,802.0 |
3,603.0 |
199.0 |
5.3% |
57.3 |
1.5% |
94% |
True |
False |
973 |
40 |
3,802.0 |
3,359.0 |
443.0 |
11.7% |
74.2 |
2.0% |
97% |
True |
False |
7,581 |
60 |
3,839.0 |
3,359.0 |
480.0 |
12.7% |
72.0 |
1.9% |
90% |
False |
False |
5,401 |
80 |
4,302.0 |
3,359.0 |
943.0 |
24.9% |
76.8 |
2.0% |
46% |
False |
False |
4,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,044.3 |
2.618 |
3,951.2 |
1.618 |
3,894.2 |
1.000 |
3,859.0 |
0.618 |
3,837.2 |
HIGH |
3,802.0 |
0.618 |
3,780.2 |
0.500 |
3,773.5 |
0.382 |
3,766.8 |
LOW |
3,745.0 |
0.618 |
3,709.8 |
1.000 |
3,688.0 |
1.618 |
3,652.8 |
2.618 |
3,595.8 |
4.250 |
3,502.8 |
|
|
Fisher Pivots for day following 30-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
3,784.5 |
3,784.5 |
PP |
3,779.0 |
3,779.0 |
S1 |
3,773.5 |
3,773.5 |
|