Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,721.45 |
12,764.68 |
43.23 |
0.3% |
12,324.77 |
High |
12,837.39 |
12,942.26 |
104.87 |
0.8% |
12,893.98 |
Low |
12,703.05 |
12,706.63 |
3.58 |
0.0% |
12,269.81 |
Close |
12,763.22 |
12,848.95 |
85.73 |
0.7% |
12,849.36 |
Range |
134.34 |
235.63 |
101.29 |
75.4% |
624.17 |
ATR |
186.64 |
190.14 |
3.50 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,539.50 |
13,429.86 |
12,978.55 |
|
R3 |
13,303.87 |
13,194.23 |
12,913.75 |
|
R2 |
13,068.24 |
13,068.24 |
12,892.15 |
|
R1 |
12,958.60 |
12,958.60 |
12,870.55 |
13,013.42 |
PP |
12,832.61 |
12,832.61 |
12,832.61 |
12,860.03 |
S1 |
12,722.97 |
12,722.97 |
12,827.35 |
12,777.79 |
S2 |
12,596.98 |
12,596.98 |
12,805.75 |
|
S3 |
12,361.35 |
12,487.34 |
12,784.15 |
|
S4 |
12,125.72 |
12,251.71 |
12,719.35 |
|
|
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 |
12,942.26 |
12,626.76 |
315.50 |
2.5% |
181.13 |
1.4% |
70% |
True |
False |
|
10 |
12,942.26 |
12,269.81 |
672.45 |
5.2% |
173.66 |
1.4% |
86% |
True |
False |
|
20 |
12,942.26 |
12,176.11 |
766.15 |
6.0% |
172.55 |
1.3% |
88% |
True |
False |
|
40 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
216.28 |
1.7% |
92% |
True |
False |
|
60 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
218.36 |
1.7% |
92% |
True |
False |
|
80 |
13,364.73 |
11,634.82 |
1,729.91 |
13.5% |
232.46 |
1.8% |
70% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
221.27 |
1.7% |
57% |
False |
False |
|
120 |
13,924.16 |
11,634.82 |
2,289.34 |
17.8% |
224.45 |
1.7% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,943.69 |
2.618 |
13,559.14 |
1.618 |
13,323.51 |
1.000 |
13,177.89 |
0.618 |
13,087.88 |
HIGH |
12,942.26 |
0.618 |
12,852.25 |
0.500 |
12,824.45 |
0.382 |
12,796.64 |
LOW |
12,706.63 |
0.618 |
12,561.01 |
1.000 |
12,471.00 |
1.618 |
12,325.38 |
2.618 |
12,089.75 |
4.250 |
11,705.20 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,840.78 |
12,832.44 |
PP |
12,832.61 |
12,815.92 |
S1 |
12,824.45 |
12,799.41 |
|