Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,612.59 |
12,602.66 |
-9.93 |
-0.1% |
12,215.92 |
High |
12,733.66 |
12,607.30 |
-126.36 |
-1.0% |
12,696.29 |
Low |
12,583.28 |
12,525.80 |
-57.48 |
-0.5% |
12,176.11 |
Close |
12,612.43 |
12,576.44 |
-35.99 |
-0.3% |
12,609.42 |
Range |
150.38 |
81.50 |
-68.88 |
-45.8% |
520.18 |
ATR |
225.00 |
215.12 |
-9.88 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,814.35 |
12,776.89 |
12,621.27 |
|
R3 |
12,732.85 |
12,695.39 |
12,598.85 |
|
R2 |
12,651.35 |
12,651.35 |
12,591.38 |
|
R1 |
12,613.89 |
12,613.89 |
12,583.91 |
12,591.87 |
PP |
12,569.85 |
12,569.85 |
12,569.85 |
12,558.84 |
S1 |
12,532.39 |
12,532.39 |
12,568.97 |
12,510.37 |
S2 |
12,488.35 |
12,488.35 |
12,561.50 |
|
S3 |
12,406.85 |
12,450.89 |
12,554.03 |
|
S4 |
12,325.35 |
12,369.39 |
12,531.62 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,054.48 |
13,852.13 |
12,895.52 |
|
R3 |
13,534.30 |
13,331.95 |
12,752.47 |
|
R2 |
13,014.12 |
13,014.12 |
12,704.79 |
|
R1 |
12,811.77 |
12,811.77 |
12,657.10 |
12,912.95 |
PP |
12,493.94 |
12,493.94 |
12,493.94 |
12,544.53 |
S1 |
12,291.59 |
12,291.59 |
12,561.74 |
12,392.77 |
S2 |
11,973.76 |
11,973.76 |
12,514.05 |
|
S3 |
11,453.58 |
11,771.41 |
12,466.37 |
|
S4 |
10,933.40 |
11,251.23 |
12,323.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,733.66 |
12,525.80 |
207.86 |
1.7% |
136.14 |
1.1% |
24% |
False |
True |
|
10 |
12,733.66 |
12,176.11 |
557.55 |
4.4% |
174.84 |
1.4% |
72% |
False |
False |
|
20 |
12,733.66 |
11,741.01 |
992.65 |
7.9% |
242.32 |
1.9% |
84% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
226.72 |
1.8% |
82% |
False |
False |
|
60 |
12,851.14 |
11,634.82 |
1,216.32 |
9.7% |
245.83 |
2.0% |
77% |
False |
False |
|
80 |
13,704.52 |
11,634.82 |
2,069.70 |
16.5% |
234.06 |
1.9% |
45% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
229.39 |
1.8% |
44% |
False |
False |
|
120 |
14,012.84 |
11,634.82 |
2,378.02 |
18.9% |
224.75 |
1.8% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,953.68 |
2.618 |
12,820.67 |
1.618 |
12,739.17 |
1.000 |
12,688.80 |
0.618 |
12,657.67 |
HIGH |
12,607.30 |
0.618 |
12,576.17 |
0.500 |
12,566.55 |
0.382 |
12,556.93 |
LOW |
12,525.80 |
0.618 |
12,475.43 |
1.000 |
12,444.30 |
1.618 |
12,393.93 |
2.618 |
12,312.43 |
4.250 |
12,179.43 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,573.14 |
12,629.73 |
PP |
12,569.85 |
12,611.97 |
S1 |
12,566.55 |
12,594.20 |
|