Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,890.72 |
12,870.37 |
-20.35 |
-0.2% |
12,850.91 |
High |
12,938.76 |
12,889.83 |
-48.93 |
-0.4% |
12,942.26 |
Low |
12,857.50 |
12,804.66 |
-52.84 |
-0.4% |
12,656.56 |
Close |
12,871.75 |
12,831.94 |
-39.81 |
-0.3% |
12,891.86 |
Range |
81.26 |
85.17 |
3.91 |
4.8% |
285.70 |
ATR |
180.79 |
173.96 |
-6.83 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,097.65 |
13,049.97 |
12,878.78 |
|
R3 |
13,012.48 |
12,964.80 |
12,855.36 |
|
R2 |
12,927.31 |
12,927.31 |
12,847.55 |
|
R1 |
12,879.63 |
12,879.63 |
12,839.75 |
12,860.89 |
PP |
12,842.14 |
12,842.14 |
12,842.14 |
12,832.77 |
S1 |
12,794.46 |
12,794.46 |
12,824.13 |
12,775.72 |
S2 |
12,756.97 |
12,756.97 |
12,816.33 |
|
S3 |
12,671.80 |
12,709.29 |
12,808.52 |
|
S4 |
12,586.63 |
12,624.12 |
12,785.10 |
|
|
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 |
12,703.05 |
239.21 |
1.9% |
140.56 |
1.1% |
54% |
False |
False |
|
10 |
12,942.26 |
12,371.51 |
570.75 |
4.4% |
158.61 |
1.2% |
81% |
False |
False |
|
20 |
12,942.26 |
12,269.81 |
672.45 |
5.2% |
152.74 |
1.2% |
84% |
False |
False |
|
40 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
208.86 |
1.6% |
91% |
False |
False |
|
60 |
12,942.26 |
11,731.60 |
1,210.66 |
9.4% |
209.03 |
1.6% |
91% |
False |
False |
|
80 |
13,046.72 |
11,634.82 |
1,411.90 |
11.0% |
230.11 |
1.8% |
85% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
220.85 |
1.7% |
56% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
221.11 |
1.7% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,251.80 |
2.618 |
13,112.81 |
1.618 |
13,027.64 |
1.000 |
12,975.00 |
0.618 |
12,942.47 |
HIGH |
12,889.83 |
0.618 |
12,857.30 |
0.500 |
12,847.25 |
0.382 |
12,837.19 |
LOW |
12,804.66 |
0.618 |
12,752.02 |
1.000 |
12,719.49 |
1.618 |
12,666.85 |
2.618 |
12,581.68 |
4.250 |
12,442.69 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,847.25 |
12,840.77 |
PP |
12,842.14 |
12,837.83 |
S1 |
12,837.04 |
12,834.88 |
|