Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,850.91 |
12,825.02 |
-25.89 |
-0.2% |
12,324.77 |
High |
12,850.91 |
12,825.26 |
-25.65 |
-0.2% |
12,893.98 |
Low |
12,751.17 |
12,656.56 |
-94.61 |
-0.7% |
12,269.81 |
Close |
12,825.02 |
12,720.23 |
-104.79 |
-0.8% |
12,849.36 |
Range |
99.74 |
168.70 |
68.96 |
69.1% |
624.17 |
ATR |
192.35 |
190.66 |
-1.69 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,240.12 |
13,148.87 |
12,813.02 |
|
R3 |
13,071.42 |
12,980.17 |
12,766.62 |
|
R2 |
12,902.72 |
12,902.72 |
12,751.16 |
|
R1 |
12,811.47 |
12,811.47 |
12,735.69 |
12,772.75 |
PP |
12,734.02 |
12,734.02 |
12,734.02 |
12,714.65 |
S1 |
12,642.77 |
12,642.77 |
12,704.77 |
12,604.05 |
S2 |
12,565.32 |
12,565.32 |
12,689.30 |
|
S3 |
12,396.62 |
12,474.07 |
12,673.84 |
|
S4 |
12,227.92 |
12,305.37 |
12,627.45 |
|
|
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 |
12,371.51 |
522.47 |
4.1% |
176.65 |
1.4% |
67% |
False |
False |
|
10 |
12,893.98 |
12,269.81 |
624.17 |
4.9% |
167.13 |
1.3% |
72% |
False |
False |
|
20 |
12,893.98 |
12,176.11 |
717.87 |
5.6% |
170.98 |
1.3% |
76% |
False |
False |
|
40 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
216.26 |
1.7% |
85% |
False |
False |
|
60 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
219.36 |
1.7% |
85% |
False |
False |
|
80 |
13,551.04 |
11,634.82 |
1,916.22 |
15.1% |
232.27 |
1.8% |
57% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.9% |
222.57 |
1.7% |
51% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.3% |
223.75 |
1.8% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,542.24 |
2.618 |
13,266.92 |
1.618 |
13,098.22 |
1.000 |
12,993.96 |
0.618 |
12,929.52 |
HIGH |
12,825.26 |
0.618 |
12,760.82 |
0.500 |
12,740.91 |
0.382 |
12,721.00 |
LOW |
12,656.56 |
0.618 |
12,552.30 |
1.000 |
12,487.86 |
1.618 |
12,383.60 |
2.618 |
12,214.90 |
4.250 |
11,939.59 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,740.91 |
12,760.37 |
PP |
12,734.02 |
12,746.99 |
S1 |
12,727.12 |
12,733.61 |
|