Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,617.40 |
12,626.76 |
9.36 |
0.1% |
12,324.77 |
High |
12,656.56 |
12,893.98 |
237.42 |
1.9% |
12,893.98 |
Low |
12,563.25 |
12,626.76 |
63.51 |
0.5% |
12,269.81 |
Close |
12,620.49 |
12,849.36 |
228.87 |
1.8% |
12,849.36 |
Range |
93.31 |
267.22 |
173.91 |
186.4% |
624.17 |
ATR |
193.79 |
199.48 |
5.69 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,591.69 |
13,487.75 |
12,996.33 |
|
R3 |
13,324.47 |
13,220.53 |
12,922.85 |
|
R2 |
13,057.25 |
13,057.25 |
12,898.35 |
|
R1 |
12,953.31 |
12,953.31 |
12,873.86 |
13,005.28 |
PP |
12,790.03 |
12,790.03 |
12,790.03 |
12,816.02 |
S1 |
12,686.09 |
12,686.09 |
12,824.86 |
12,738.06 |
S2 |
12,522.81 |
12,522.81 |
12,800.37 |
|
S3 |
12,255.59 |
12,418.87 |
12,775.87 |
|
S4 |
11,988.37 |
12,151.65 |
12,702.39 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,543.56 |
14,320.63 |
13,192.65 |
|
R3 |
13,919.39 |
13,696.46 |
13,021.01 |
|
R2 |
13,295.22 |
13,295.22 |
12,963.79 |
|
R1 |
13,072.29 |
13,072.29 |
12,906.58 |
13,183.76 |
PP |
12,671.05 |
12,671.05 |
12,671.05 |
12,726.78 |
S1 |
12,448.12 |
12,448.12 |
12,792.14 |
12,559.59 |
S2 |
12,046.88 |
12,046.88 |
12,734.93 |
|
S3 |
11,422.71 |
11,823.95 |
12,677.71 |
|
S4 |
10,798.54 |
11,199.78 |
12,506.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,893.98 |
12,269.81 |
624.17 |
4.9% |
164.00 |
1.3% |
93% |
True |
False |
|
10 |
12,893.98 |
12,269.81 |
624.17 |
4.9% |
163.47 |
1.3% |
93% |
True |
False |
|
20 |
12,893.98 |
12,176.11 |
717.87 |
5.6% |
176.70 |
1.4% |
94% |
True |
False |
|
40 |
12,893.98 |
11,731.60 |
1,162.38 |
9.0% |
221.70 |
1.7% |
96% |
True |
False |
|
60 |
12,893.98 |
11,731.60 |
1,162.38 |
9.0% |
222.57 |
1.7% |
96% |
True |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.0% |
231.23 |
1.8% |
63% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
225.48 |
1.8% |
57% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.1% |
223.45 |
1.7% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,029.67 |
2.618 |
13,593.56 |
1.618 |
13,326.34 |
1.000 |
13,161.20 |
0.618 |
13,059.12 |
HIGH |
12,893.98 |
0.618 |
12,791.90 |
0.500 |
12,760.37 |
0.382 |
12,728.84 |
LOW |
12,626.76 |
0.618 |
12,461.62 |
1.000 |
12,359.54 |
1.618 |
12,194.40 |
2.618 |
11,927.18 |
4.250 |
11,491.08 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,819.70 |
12,777.16 |
PP |
12,790.03 |
12,704.95 |
S1 |
12,760.37 |
12,632.75 |
|