Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
941.4 |
940.4 |
-1.0 |
-0.1% |
928.8 |
High |
950.0 |
964.5 |
14.5 |
1.5% |
952.0 |
Low |
940.8 |
940.0 |
-0.8 |
-0.1% |
918.8 |
Close |
943.4 |
960.5 |
17.1 |
1.8% |
938.0 |
Range |
9.2 |
24.5 |
15.3 |
166.3% |
33.2 |
ATR |
21.7 |
21.9 |
0.2 |
0.9% |
0.0 |
Volume |
867 |
772 |
-95 |
-11.0% |
9,267 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.5 |
1,019.0 |
974.0 |
|
R3 |
1,004.0 |
994.5 |
967.2 |
|
R2 |
979.5 |
979.5 |
965.0 |
|
R1 |
970.0 |
970.0 |
962.7 |
974.8 |
PP |
955.0 |
955.0 |
955.0 |
957.4 |
S1 |
945.5 |
945.5 |
958.3 |
950.3 |
S2 |
930.5 |
930.5 |
956.0 |
|
S3 |
906.0 |
921.0 |
953.8 |
|
S4 |
881.5 |
896.5 |
947.0 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,035.9 |
1,020.1 |
956.3 |
|
R3 |
1,002.7 |
986.9 |
947.1 |
|
R2 |
969.5 |
969.5 |
944.1 |
|
R1 |
953.7 |
953.7 |
941.0 |
961.6 |
PP |
936.3 |
936.3 |
936.3 |
940.2 |
S1 |
920.5 |
920.5 |
935.0 |
928.4 |
S2 |
903.1 |
903.1 |
931.9 |
|
S3 |
869.9 |
887.3 |
928.9 |
|
S4 |
836.7 |
854.1 |
919.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964.5 |
928.5 |
36.0 |
3.7% |
15.5 |
1.6% |
89% |
True |
False |
1,484 |
10 |
964.5 |
905.0 |
59.5 |
6.2% |
17.6 |
1.8% |
93% |
True |
False |
1,404 |
20 |
1,012.5 |
887.5 |
125.0 |
13.0% |
24.1 |
2.5% |
58% |
False |
False |
1,716 |
40 |
1,048.0 |
887.5 |
160.5 |
16.7% |
22.6 |
2.4% |
45% |
False |
False |
1,344 |
60 |
1,048.0 |
887.5 |
160.5 |
16.7% |
20.8 |
2.2% |
45% |
False |
False |
1,180 |
80 |
1,048.0 |
833.6 |
214.4 |
22.3% |
20.0 |
2.1% |
59% |
False |
False |
1,146 |
100 |
1,048.0 |
810.0 |
238.0 |
24.8% |
18.6 |
1.9% |
63% |
False |
False |
1,088 |
120 |
1,048.0 |
807.6 |
240.4 |
25.0% |
18.1 |
1.9% |
64% |
False |
False |
1,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.6 |
2.618 |
1,028.6 |
1.618 |
1,004.1 |
1.000 |
989.0 |
0.618 |
979.6 |
HIGH |
964.5 |
0.618 |
955.1 |
0.500 |
952.3 |
0.382 |
949.4 |
LOW |
940.0 |
0.618 |
924.9 |
1.000 |
915.5 |
1.618 |
900.4 |
2.618 |
875.9 |
4.250 |
835.9 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
957.8 |
955.8 |
PP |
955.0 |
951.2 |
S1 |
952.3 |
946.5 |
|