Trading Metrics calculated at close of trading on 28-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,848.38 |
12,890.72 |
42.34 |
0.3% |
12,850.91 |
High |
12,909.20 |
12,938.76 |
29.56 |
0.2% |
12,942.26 |
Low |
12,742.78 |
12,857.50 |
114.72 |
0.9% |
12,656.56 |
Close |
12,891.86 |
12,871.75 |
-20.11 |
-0.2% |
12,891.86 |
Range |
166.42 |
81.26 |
-85.16 |
-51.2% |
285.70 |
ATR |
188.45 |
180.79 |
-7.66 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,133.12 |
13,083.69 |
12,916.44 |
|
R3 |
13,051.86 |
13,002.43 |
12,894.10 |
|
R2 |
12,970.60 |
12,970.60 |
12,886.65 |
|
R1 |
12,921.17 |
12,921.17 |
12,879.20 |
12,905.26 |
PP |
12,889.34 |
12,889.34 |
12,889.34 |
12,881.38 |
S1 |
12,839.91 |
12,839.91 |
12,864.30 |
12,824.00 |
S2 |
12,808.08 |
12,808.08 |
12,856.85 |
|
S3 |
12,726.82 |
12,758.65 |
12,849.40 |
|
S4 |
12,645.56 |
12,677.39 |
12,827.06 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,687.33 |
13,575.29 |
13,049.00 |
|
R3 |
13,401.63 |
13,289.59 |
12,970.43 |
|
R2 |
13,115.93 |
13,115.93 |
12,944.24 |
|
R1 |
13,003.89 |
13,003.89 |
12,918.05 |
13,059.91 |
PP |
12,830.23 |
12,830.23 |
12,830.23 |
12,858.24 |
S1 |
12,718.19 |
12,718.19 |
12,865.67 |
12,774.21 |
S2 |
12,544.53 |
12,544.53 |
12,839.48 |
|
S3 |
12,258.83 |
12,432.49 |
12,813.29 |
|
S4 |
11,973.13 |
12,146.79 |
12,734.73 |
|
|
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 |
12,656.56 |
285.70 |
2.2% |
157.27 |
1.2% |
75% |
False |
False |
|
10 |
12,942.26 |
12,269.81 |
672.45 |
5.2% |
161.89 |
1.3% |
90% |
False |
False |
|
20 |
12,942.26 |
12,266.47 |
675.79 |
5.3% |
168.15 |
1.3% |
90% |
False |
False |
|
40 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
209.74 |
1.6% |
94% |
False |
False |
|
60 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
210.36 |
1.6% |
94% |
False |
False |
|
80 |
13,137.93 |
11,634.82 |
1,503.11 |
11.7% |
230.48 |
1.8% |
82% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
220.79 |
1.7% |
58% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
221.83 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,284.12 |
2.618 |
13,151.50 |
1.618 |
13,070.24 |
1.000 |
13,020.02 |
0.618 |
12,988.98 |
HIGH |
12,938.76 |
0.618 |
12,907.72 |
0.500 |
12,898.13 |
0.382 |
12,888.54 |
LOW |
12,857.50 |
0.618 |
12,807.28 |
1.000 |
12,776.24 |
1.618 |
12,726.02 |
2.618 |
12,644.76 |
4.250 |
12,512.15 |
|
|
Fisher Pivots for day following 28-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,898.13 |
12,855.98 |
PP |
12,889.34 |
12,840.21 |
S1 |
12,880.54 |
12,824.45 |
|