Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,526.78 |
12,579.78 |
53.00 |
0.4% |
12,612.59 |
High |
12,649.31 |
12,580.27 |
-69.04 |
-0.5% |
12,733.66 |
Low |
12,497.22 |
12,302.06 |
-195.16 |
-1.6% |
12,302.06 |
Close |
12,581.98 |
12,325.42 |
-256.56 |
-2.0% |
12,325.42 |
Range |
152.09 |
278.21 |
126.12 |
82.9% |
431.60 |
ATR |
206.47 |
211.71 |
5.25 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,237.21 |
13,059.53 |
12,478.44 |
|
R3 |
12,959.00 |
12,781.32 |
12,401.93 |
|
R2 |
12,680.79 |
12,680.79 |
12,376.43 |
|
R1 |
12,503.11 |
12,503.11 |
12,350.92 |
12,452.85 |
PP |
12,402.58 |
12,402.58 |
12,402.58 |
12,377.45 |
S1 |
12,224.90 |
12,224.90 |
12,299.92 |
12,174.64 |
S2 |
12,124.37 |
12,124.37 |
12,274.41 |
|
S3 |
11,846.16 |
11,946.69 |
12,248.91 |
|
S4 |
11,567.95 |
11,668.48 |
12,172.40 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,748.51 |
13,468.57 |
12,562.80 |
|
R3 |
13,316.91 |
13,036.97 |
12,444.11 |
|
R2 |
12,885.31 |
12,885.31 |
12,404.55 |
|
R1 |
12,605.37 |
12,605.37 |
12,364.98 |
12,529.54 |
PP |
12,453.71 |
12,453.71 |
12,453.71 |
12,415.80 |
S1 |
12,173.77 |
12,173.77 |
12,285.86 |
12,097.94 |
S2 |
12,022.11 |
12,022.11 |
12,246.29 |
|
S3 |
11,590.51 |
11,742.17 |
12,206.73 |
|
S4 |
11,158.91 |
11,310.57 |
12,088.04 |
|
|
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 |
12,302.06 |
431.60 |
3.5% |
162.95 |
1.3% |
5% |
False |
True |
|
10 |
12,733.66 |
12,176.11 |
557.55 |
4.5% |
180.73 |
1.5% |
27% |
False |
False |
|
20 |
12,733.66 |
11,756.60 |
977.06 |
7.9% |
222.94 |
1.8% |
58% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
225.90 |
1.8% |
58% |
False |
False |
|
60 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
242.60 |
2.0% |
61% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
232.09 |
1.9% |
36% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
228.02 |
1.8% |
32% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.9% |
225.90 |
1.8% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,762.66 |
2.618 |
13,308.62 |
1.618 |
13,030.41 |
1.000 |
12,858.48 |
0.618 |
12,752.20 |
HIGH |
12,580.27 |
0.618 |
12,473.99 |
0.500 |
12,441.17 |
0.382 |
12,408.34 |
LOW |
12,302.06 |
0.618 |
12,130.13 |
1.000 |
12,023.85 |
1.618 |
11,851.92 |
2.618 |
11,573.71 |
4.250 |
11,119.67 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,441.17 |
12,475.69 |
PP |
12,402.58 |
12,425.60 |
S1 |
12,364.00 |
12,375.51 |
|