Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,371.51 |
12,617.40 |
245.89 |
2.0% |
12,612.59 |
High |
12,625.78 |
12,656.56 |
30.78 |
0.2% |
12,733.66 |
Low |
12,371.51 |
12,563.25 |
191.74 |
1.5% |
12,302.06 |
Close |
12,619.27 |
12,620.49 |
1.22 |
0.0% |
12,325.42 |
Range |
254.27 |
93.31 |
-160.96 |
-63.3% |
431.60 |
ATR |
201.51 |
193.79 |
-7.73 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,893.36 |
12,850.24 |
12,671.81 |
|
R3 |
12,800.05 |
12,756.93 |
12,646.15 |
|
R2 |
12,706.74 |
12,706.74 |
12,637.60 |
|
R1 |
12,663.62 |
12,663.62 |
12,629.04 |
12,685.18 |
PP |
12,613.43 |
12,613.43 |
12,613.43 |
12,624.22 |
S1 |
12,570.31 |
12,570.31 |
12,611.94 |
12,591.87 |
S2 |
12,520.12 |
12,520.12 |
12,603.38 |
|
S3 |
12,426.81 |
12,477.00 |
12,594.83 |
|
S4 |
12,333.50 |
12,383.69 |
12,569.17 |
|
|
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 |
12,656.56 |
12,269.81 |
386.75 |
3.1% |
166.19 |
1.3% |
91% |
True |
False |
|
10 |
12,733.66 |
12,269.81 |
463.85 |
3.7% |
152.78 |
1.2% |
76% |
False |
False |
|
20 |
12,733.66 |
12,097.87 |
635.79 |
5.0% |
177.39 |
1.4% |
82% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
221.42 |
1.8% |
87% |
False |
False |
|
60 |
12,767.74 |
11,644.81 |
1,122.93 |
8.9% |
228.64 |
1.8% |
87% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.3% |
230.79 |
1.8% |
51% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
224.66 |
1.8% |
46% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.4% |
222.83 |
1.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,053.13 |
2.618 |
12,900.85 |
1.618 |
12,807.54 |
1.000 |
12,749.87 |
0.618 |
12,714.23 |
HIGH |
12,656.56 |
0.618 |
12,620.92 |
0.500 |
12,609.91 |
0.382 |
12,598.89 |
LOW |
12,563.25 |
0.618 |
12,505.58 |
1.000 |
12,469.94 |
1.618 |
12,412.27 |
2.618 |
12,318.96 |
4.250 |
12,166.68 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,616.96 |
12,568.06 |
PP |
12,613.43 |
12,515.62 |
S1 |
12,609.91 |
12,463.19 |
|