Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,374.50 |
1,389.00 |
14.50 |
1.1% |
1,335.25 |
High |
1,398.25 |
1,394.00 |
-4.25 |
-0.3% |
1,398.25 |
Low |
1,370.00 |
1,380.75 |
10.75 |
0.8% |
1,325.00 |
Close |
1,388.00 |
1,388.25 |
0.25 |
0.0% |
1,388.00 |
Range |
28.25 |
13.25 |
-15.00 |
-53.1% |
73.25 |
ATR |
26.47 |
25.52 |
-0.94 |
-3.6% |
0.00 |
Volume |
1,788,172 |
1,987,772 |
199,600 |
11.2% |
9,114,882 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.50 |
1,421.00 |
1,395.50 |
|
R3 |
1,414.25 |
1,407.75 |
1,392.00 |
|
R2 |
1,401.00 |
1,401.00 |
1,390.75 |
|
R1 |
1,394.50 |
1,394.50 |
1,389.50 |
1,391.00 |
PP |
1,387.75 |
1,387.75 |
1,387.75 |
1,386.00 |
S1 |
1,381.25 |
1,381.25 |
1,387.00 |
1,378.00 |
S2 |
1,374.50 |
1,374.50 |
1,385.75 |
|
S3 |
1,361.25 |
1,368.00 |
1,384.50 |
|
S4 |
1,348.00 |
1,354.75 |
1,381.00 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.25 |
1,562.25 |
1,428.25 |
|
R3 |
1,517.00 |
1,489.00 |
1,408.25 |
|
R2 |
1,443.75 |
1,443.75 |
1,401.50 |
|
R1 |
1,415.75 |
1,415.75 |
1,394.75 |
1,429.75 |
PP |
1,370.50 |
1,370.50 |
1,370.50 |
1,377.50 |
S1 |
1,342.50 |
1,342.50 |
1,381.25 |
1,356.50 |
S2 |
1,297.25 |
1,297.25 |
1,374.50 |
|
S3 |
1,224.00 |
1,269.25 |
1,367.75 |
|
S4 |
1,150.75 |
1,196.00 |
1,347.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
21.00 |
1.5% |
86% |
False |
False |
1,815,581 |
10 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
20.75 |
1.5% |
86% |
False |
False |
1,761,279 |
20 |
1,398.25 |
1,309.50 |
88.75 |
6.4% |
22.50 |
1.6% |
89% |
False |
False |
1,761,743 |
40 |
1,398.25 |
1,253.00 |
145.25 |
10.5% |
29.00 |
2.1% |
93% |
False |
False |
1,376,079 |
60 |
1,402.50 |
1,253.00 |
149.50 |
10.8% |
29.00 |
2.1% |
90% |
False |
False |
919,642 |
80 |
1,519.75 |
1,253.00 |
266.75 |
19.2% |
30.75 |
2.2% |
51% |
False |
False |
690,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.25 |
2.618 |
1,428.75 |
1.618 |
1,415.50 |
1.000 |
1,407.25 |
0.618 |
1,402.25 |
HIGH |
1,394.00 |
0.618 |
1,389.00 |
0.500 |
1,387.50 |
0.382 |
1,385.75 |
LOW |
1,380.75 |
0.618 |
1,372.50 |
1.000 |
1,367.50 |
1.618 |
1,359.25 |
2.618 |
1,346.00 |
4.250 |
1,324.50 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,388.00 |
1,385.00 |
PP |
1,387.75 |
1,381.75 |
S1 |
1,387.50 |
1,378.50 |
|