Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,372.50 |
1,371.25 |
-1.25 |
-0.1% |
1,319.00 |
High |
1,389.00 |
1,372.25 |
-16.75 |
-1.2% |
1,388.00 |
Low |
1,369.75 |
1,362.25 |
-7.50 |
-0.5% |
1,309.50 |
Close |
1,372.25 |
1,371.00 |
-1.25 |
-0.1% |
1,372.00 |
Range |
19.25 |
10.00 |
-9.25 |
-48.1% |
78.50 |
ATR |
30.45 |
28.99 |
-1.46 |
-4.8% |
0.00 |
Volume |
1,921,086 |
1,476,207 |
-444,879 |
-23.2% |
8,913,377 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.50 |
1,394.75 |
1,376.50 |
|
R3 |
1,388.50 |
1,384.75 |
1,373.75 |
|
R2 |
1,378.50 |
1,378.50 |
1,372.75 |
|
R1 |
1,374.75 |
1,374.75 |
1,372.00 |
1,371.50 |
PP |
1,368.50 |
1,368.50 |
1,368.50 |
1,367.00 |
S1 |
1,364.75 |
1,364.75 |
1,370.00 |
1,361.50 |
S2 |
1,358.50 |
1,358.50 |
1,369.25 |
|
S3 |
1,348.50 |
1,354.75 |
1,368.25 |
|
S4 |
1,338.50 |
1,344.75 |
1,365.50 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.00 |
1,560.50 |
1,415.25 |
|
R3 |
1,513.50 |
1,482.00 |
1,393.50 |
|
R2 |
1,435.00 |
1,435.00 |
1,386.50 |
|
R1 |
1,403.50 |
1,403.50 |
1,379.25 |
1,419.25 |
PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,364.50 |
S1 |
1,325.00 |
1,325.00 |
1,364.75 |
1,340.75 |
S2 |
1,278.00 |
1,278.00 |
1,357.50 |
|
S3 |
1,199.50 |
1,246.50 |
1,350.50 |
|
S4 |
1,121.00 |
1,168.00 |
1,328.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,389.00 |
1,359.50 |
29.50 |
2.2% |
17.75 |
1.3% |
39% |
False |
False |
1,833,018 |
10 |
1,389.00 |
1,309.50 |
79.50 |
5.8% |
23.25 |
1.7% |
77% |
False |
False |
1,766,876 |
20 |
1,389.00 |
1,253.00 |
136.00 |
9.9% |
33.75 |
2.5% |
87% |
False |
False |
1,925,518 |
40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
29.75 |
2.2% |
85% |
False |
False |
974,154 |
60 |
1,429.75 |
1,253.00 |
176.75 |
12.9% |
32.50 |
2.4% |
67% |
False |
False |
651,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.75 |
2.618 |
1,398.50 |
1.618 |
1,388.50 |
1.000 |
1,382.25 |
0.618 |
1,378.50 |
HIGH |
1,372.25 |
0.618 |
1,368.50 |
0.500 |
1,367.25 |
0.382 |
1,366.00 |
LOW |
1,362.25 |
0.618 |
1,356.00 |
1.000 |
1,352.25 |
1.618 |
1,346.00 |
2.618 |
1,336.00 |
4.250 |
1,319.75 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,369.75 |
1,375.50 |
PP |
1,368.50 |
1,374.00 |
S1 |
1,367.25 |
1,372.50 |
|