Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,626.76 |
12,850.91 |
224.15 |
1.8% |
12,324.77 |
High |
12,893.98 |
12,850.91 |
-43.07 |
-0.3% |
12,893.98 |
Low |
12,626.76 |
12,751.17 |
124.41 |
1.0% |
12,269.81 |
Close |
12,849.36 |
12,825.02 |
-24.34 |
-0.2% |
12,849.36 |
Range |
267.22 |
99.74 |
-167.48 |
-62.7% |
624.17 |
ATR |
199.48 |
192.35 |
-7.12 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,108.25 |
13,066.38 |
12,879.88 |
|
R3 |
13,008.51 |
12,966.64 |
12,852.45 |
|
R2 |
12,908.77 |
12,908.77 |
12,843.31 |
|
R1 |
12,866.90 |
12,866.90 |
12,834.16 |
12,837.97 |
PP |
12,809.03 |
12,809.03 |
12,809.03 |
12,794.57 |
S1 |
12,767.16 |
12,767.16 |
12,815.88 |
12,738.23 |
S2 |
12,709.29 |
12,709.29 |
12,806.73 |
|
S3 |
12,609.55 |
12,667.42 |
12,797.59 |
|
S4 |
12,509.81 |
12,567.68 |
12,770.16 |
|
|
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% |
166.50 |
1.3% |
89% |
False |
False |
|
10 |
12,893.98 |
12,269.81 |
624.17 |
4.9% |
158.41 |
1.2% |
89% |
False |
False |
|
20 |
12,893.98 |
12,176.11 |
717.87 |
5.6% |
168.69 |
1.3% |
90% |
False |
False |
|
40 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
218.13 |
1.7% |
94% |
False |
False |
|
60 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
221.61 |
1.7% |
94% |
False |
False |
|
80 |
13,563.32 |
11,634.82 |
1,928.50 |
15.0% |
231.05 |
1.8% |
62% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
223.35 |
1.7% |
55% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.1% |
223.15 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,274.81 |
2.618 |
13,112.03 |
1.618 |
13,012.29 |
1.000 |
12,950.65 |
0.618 |
12,912.55 |
HIGH |
12,850.91 |
0.618 |
12,812.81 |
0.500 |
12,801.04 |
0.382 |
12,789.27 |
LOW |
12,751.17 |
0.618 |
12,689.53 |
1.000 |
12,651.43 |
1.618 |
12,589.79 |
2.618 |
12,490.05 |
4.250 |
12,327.28 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,817.03 |
12,792.89 |
PP |
12,809.03 |
12,760.75 |
S1 |
12,801.04 |
12,728.62 |
|