Trading Metrics calculated at close of trading on 09-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,602.66 |
12,574.65 |
-28.01 |
-0.2% |
12,215.92 |
High |
12,607.30 |
12,621.55 |
14.25 |
0.1% |
12,696.29 |
Low |
12,525.80 |
12,468.97 |
-56.83 |
-0.5% |
12,176.11 |
Close |
12,576.44 |
12,527.26 |
-49.18 |
-0.4% |
12,609.42 |
Range |
81.50 |
152.58 |
71.08 |
87.2% |
520.18 |
ATR |
215.12 |
210.65 |
-4.47 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,997.00 |
12,914.71 |
12,611.18 |
|
R3 |
12,844.42 |
12,762.13 |
12,569.22 |
|
R2 |
12,691.84 |
12,691.84 |
12,555.23 |
|
R1 |
12,609.55 |
12,609.55 |
12,541.25 |
12,574.41 |
PP |
12,539.26 |
12,539.26 |
12,539.26 |
12,521.69 |
S1 |
12,456.97 |
12,456.97 |
12,513.27 |
12,421.83 |
S2 |
12,386.68 |
12,386.68 |
12,499.29 |
|
S3 |
12,234.10 |
12,304.39 |
12,485.30 |
|
S4 |
12,081.52 |
12,151.81 |
12,443.34 |
|
|
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 |
12,468.97 |
264.69 |
2.1% |
138.43 |
1.1% |
22% |
False |
True |
|
10 |
12,733.66 |
12,176.11 |
557.55 |
4.5% |
174.57 |
1.4% |
63% |
False |
False |
|
20 |
12,733.66 |
11,756.60 |
977.06 |
7.8% |
228.96 |
1.8% |
79% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.2% |
225.97 |
1.8% |
78% |
False |
False |
|
60 |
12,794.57 |
11,634.82 |
1,159.75 |
9.3% |
243.25 |
1.9% |
77% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.4% |
231.18 |
1.8% |
46% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
227.47 |
1.8% |
42% |
False |
False |
|
120 |
14,012.84 |
11,634.82 |
2,378.02 |
19.0% |
225.07 |
1.8% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,270.02 |
2.618 |
13,021.00 |
1.618 |
12,868.42 |
1.000 |
12,774.13 |
0.618 |
12,715.84 |
HIGH |
12,621.55 |
0.618 |
12,563.26 |
0.500 |
12,545.26 |
0.382 |
12,527.26 |
LOW |
12,468.97 |
0.618 |
12,374.68 |
1.000 |
12,316.39 |
1.618 |
12,222.10 |
2.618 |
12,069.52 |
4.250 |
11,820.51 |
|
|
Fisher Pivots for day following 09-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,545.26 |
12,601.32 |
PP |
12,539.26 |
12,576.63 |
S1 |
12,533.26 |
12,551.95 |
|