Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,389.00 |
1,387.25 |
-1.75 |
-0.1% |
1,335.25 |
High |
1,394.00 |
1,390.75 |
-3.25 |
-0.2% |
1,398.25 |
Low |
1,380.75 |
1,370.75 |
-10.00 |
-0.7% |
1,325.00 |
Close |
1,388.25 |
1,380.75 |
-7.50 |
-0.5% |
1,388.00 |
Range |
13.25 |
20.00 |
6.75 |
50.9% |
73.25 |
ATR |
25.52 |
25.13 |
-0.39 |
-1.5% |
0.00 |
Volume |
1,987,772 |
1,257,968 |
-729,804 |
-36.7% |
9,114,882 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.75 |
1,430.75 |
1,391.75 |
|
R3 |
1,420.75 |
1,410.75 |
1,386.25 |
|
R2 |
1,400.75 |
1,400.75 |
1,384.50 |
|
R1 |
1,390.75 |
1,390.75 |
1,382.50 |
1,385.75 |
PP |
1,380.75 |
1,380.75 |
1,380.75 |
1,378.25 |
S1 |
1,370.75 |
1,370.75 |
1,379.00 |
1,365.75 |
S2 |
1,360.75 |
1,360.75 |
1,377.00 |
|
S3 |
1,340.75 |
1,350.75 |
1,375.25 |
|
S4 |
1,320.75 |
1,330.75 |
1,369.75 |
|
|
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 |
1,337.25 |
61.00 |
4.4% |
22.25 |
1.6% |
71% |
False |
False |
1,775,354 |
10 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
21.75 |
1.6% |
76% |
False |
False |
1,739,455 |
20 |
1,398.25 |
1,309.50 |
88.75 |
6.4% |
22.50 |
1.6% |
80% |
False |
False |
1,753,165 |
40 |
1,398.25 |
1,253.00 |
145.25 |
10.5% |
29.25 |
2.1% |
88% |
False |
False |
1,407,274 |
60 |
1,402.50 |
1,253.00 |
149.50 |
10.8% |
28.75 |
2.1% |
85% |
False |
False |
940,545 |
80 |
1,511.50 |
1,253.00 |
258.50 |
18.7% |
30.75 |
2.2% |
49% |
False |
False |
706,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.75 |
2.618 |
1,443.00 |
1.618 |
1,423.00 |
1.000 |
1,410.75 |
0.618 |
1,403.00 |
HIGH |
1,390.75 |
0.618 |
1,383.00 |
0.500 |
1,380.75 |
0.382 |
1,378.50 |
LOW |
1,370.75 |
0.618 |
1,358.50 |
1.000 |
1,350.75 |
1.618 |
1,338.50 |
2.618 |
1,318.50 |
4.250 |
1,285.75 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,380.75 |
1,384.00 |
PP |
1,380.75 |
1,383.00 |
S1 |
1,380.75 |
1,382.00 |
|