Trading Metrics calculated at close of trading on 30-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,870.37 |
12,831.45 |
-38.92 |
-0.3% |
12,850.91 |
High |
12,889.83 |
13,010.00 |
120.17 |
0.9% |
12,942.26 |
Low |
12,804.66 |
12,808.98 |
4.32 |
0.0% |
12,656.56 |
Close |
12,831.94 |
12,820.13 |
-11.81 |
-0.1% |
12,891.86 |
Range |
85.17 |
201.02 |
115.85 |
136.0% |
285.70 |
ATR |
173.96 |
175.89 |
1.93 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,482.76 |
13,352.47 |
12,930.69 |
|
R3 |
13,281.74 |
13,151.45 |
12,875.41 |
|
R2 |
13,080.72 |
13,080.72 |
12,856.98 |
|
R1 |
12,950.43 |
12,950.43 |
12,838.56 |
12,915.07 |
PP |
12,879.70 |
12,879.70 |
12,879.70 |
12,862.02 |
S1 |
12,749.41 |
12,749.41 |
12,801.70 |
12,714.05 |
S2 |
12,678.68 |
12,678.68 |
12,783.28 |
|
S3 |
12,477.66 |
12,548.39 |
12,764.85 |
|
S4 |
12,276.64 |
12,347.37 |
12,709.57 |
|
|
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 |
13,010.00 |
12,706.63 |
303.37 |
2.4% |
153.90 |
1.2% |
37% |
True |
False |
|
10 |
13,010.00 |
12,563.25 |
446.75 |
3.5% |
153.28 |
1.2% |
57% |
True |
False |
|
20 |
13,010.00 |
12,269.81 |
740.19 |
5.8% |
155.74 |
1.2% |
74% |
True |
False |
|
40 |
13,010.00 |
11,731.60 |
1,278.40 |
10.0% |
208.21 |
1.6% |
85% |
True |
False |
|
60 |
13,010.00 |
11,731.60 |
1,278.40 |
10.0% |
210.24 |
1.6% |
85% |
True |
False |
|
80 |
13,010.00 |
11,634.82 |
1,375.18 |
10.7% |
229.40 |
1.8% |
86% |
True |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
220.70 |
1.7% |
55% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
221.47 |
1.7% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,864.34 |
2.618 |
13,536.27 |
1.618 |
13,335.25 |
1.000 |
13,211.02 |
0.618 |
13,134.23 |
HIGH |
13,010.00 |
0.618 |
12,933.21 |
0.500 |
12,909.49 |
0.382 |
12,885.77 |
LOW |
12,808.98 |
0.618 |
12,684.75 |
1.000 |
12,607.96 |
1.618 |
12,483.73 |
2.618 |
12,282.71 |
4.250 |
11,954.65 |
|
|
Fisher Pivots for day following 30-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,909.49 |
12,907.33 |
PP |
12,879.70 |
12,878.26 |
S1 |
12,849.92 |
12,849.20 |
|