Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,831.45 |
12,818.34 |
-13.11 |
-0.1% |
12,850.91 |
High |
13,010.00 |
13,029.05 |
19.05 |
0.1% |
12,942.26 |
Low |
12,808.98 |
12,793.10 |
-15.88 |
-0.1% |
12,656.56 |
Close |
12,820.13 |
13,010.00 |
189.87 |
1.5% |
12,891.86 |
Range |
201.02 |
235.95 |
34.93 |
17.4% |
285.70 |
ATR |
175.89 |
180.18 |
4.29 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,651.90 |
13,566.90 |
13,139.77 |
|
R3 |
13,415.95 |
13,330.95 |
13,074.89 |
|
R2 |
13,180.00 |
13,180.00 |
13,053.26 |
|
R1 |
13,095.00 |
13,095.00 |
13,031.63 |
13,137.50 |
PP |
12,944.05 |
12,944.05 |
12,944.05 |
12,965.30 |
S1 |
12,859.05 |
12,859.05 |
12,988.37 |
12,901.55 |
S2 |
12,708.10 |
12,708.10 |
12,966.74 |
|
S3 |
12,472.15 |
12,623.10 |
12,945.11 |
|
S4 |
12,236.20 |
12,387.15 |
12,880.23 |
|
|
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 |
13,029.05 |
12,742.78 |
286.27 |
2.2% |
153.96 |
1.2% |
93% |
True |
False |
|
10 |
13,029.05 |
12,626.76 |
402.29 |
3.1% |
167.55 |
1.3% |
95% |
True |
False |
|
20 |
13,029.05 |
12,269.81 |
759.24 |
5.8% |
160.16 |
1.2% |
97% |
True |
False |
|
40 |
13,029.05 |
11,731.60 |
1,297.45 |
10.0% |
208.88 |
1.6% |
99% |
True |
False |
|
60 |
13,029.05 |
11,731.60 |
1,297.45 |
10.0% |
208.04 |
1.6% |
99% |
True |
False |
|
80 |
13,029.05 |
11,634.82 |
1,394.23 |
10.7% |
230.47 |
1.8% |
99% |
True |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
220.99 |
1.7% |
64% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
220.43 |
1.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,031.84 |
2.618 |
13,646.77 |
1.618 |
13,410.82 |
1.000 |
13,265.00 |
0.618 |
13,174.87 |
HIGH |
13,029.05 |
0.618 |
12,938.92 |
0.500 |
12,911.08 |
0.382 |
12,883.23 |
LOW |
12,793.10 |
0.618 |
12,647.28 |
1.000 |
12,557.15 |
1.618 |
12,411.33 |
2.618 |
12,175.38 |
4.250 |
11,790.31 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,977.03 |
12,977.03 |
PP |
12,944.05 |
12,944.05 |
S1 |
12,911.08 |
12,911.08 |
|