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 |
12,303.60 |
12,371.51 |
67.91 |
0.6% |
12,612.59 |
High |
12,387.79 |
12,625.78 |
237.99 |
1.9% |
12,733.66 |
Low |
12,269.81 |
12,371.51 |
101.70 |
0.8% |
12,302.06 |
Close |
12,362.47 |
12,619.27 |
256.80 |
2.1% |
12,325.42 |
Range |
117.98 |
254.27 |
136.29 |
115.5% |
431.60 |
ATR |
196.76 |
201.51 |
4.75 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,301.66 |
13,214.74 |
12,759.12 |
|
R3 |
13,047.39 |
12,960.47 |
12,689.19 |
|
R2 |
12,793.12 |
12,793.12 |
12,665.89 |
|
R1 |
12,706.20 |
12,706.20 |
12,642.58 |
12,749.66 |
PP |
12,538.85 |
12,538.85 |
12,538.85 |
12,560.59 |
S1 |
12,451.93 |
12,451.93 |
12,595.96 |
12,495.39 |
S2 |
12,284.58 |
12,284.58 |
12,572.65 |
|
S3 |
12,030.31 |
12,197.66 |
12,549.35 |
|
S4 |
11,776.04 |
11,943.39 |
12,479.42 |
|
|
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 |
12,649.31 |
12,269.81 |
379.50 |
3.0% |
177.95 |
1.4% |
92% |
False |
False |
|
10 |
12,733.66 |
12,269.81 |
463.85 |
3.7% |
158.19 |
1.3% |
75% |
False |
False |
|
20 |
12,733.66 |
12,095.10 |
638.56 |
5.1% |
191.04 |
1.5% |
82% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
225.00 |
1.8% |
87% |
False |
False |
|
60 |
12,767.74 |
11,634.82 |
1,132.92 |
9.0% |
234.72 |
1.9% |
87% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.3% |
231.31 |
1.8% |
51% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
225.94 |
1.8% |
46% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.4% |
223.89 |
1.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,706.43 |
2.618 |
13,291.46 |
1.618 |
13,037.19 |
1.000 |
12,880.05 |
0.618 |
12,782.92 |
HIGH |
12,625.78 |
0.618 |
12,528.65 |
0.500 |
12,498.65 |
0.382 |
12,468.64 |
LOW |
12,371.51 |
0.618 |
12,214.37 |
1.000 |
12,117.24 |
1.618 |
11,960.10 |
2.618 |
11,705.83 |
4.250 |
11,290.86 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,579.06 |
12,562.11 |
PP |
12,538.85 |
12,504.95 |
S1 |
12,498.65 |
12,447.80 |
|