Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,380.50 |
1,379.75 |
-0.75 |
-0.1% |
1,335.25 |
High |
1,389.75 |
1,399.25 |
9.50 |
0.7% |
1,398.25 |
Low |
1,372.75 |
1,368.00 |
-4.75 |
-0.3% |
1,325.00 |
Close |
1,378.50 |
1,386.00 |
7.50 |
0.5% |
1,388.00 |
Range |
17.00 |
31.25 |
14.25 |
83.8% |
73.25 |
ATR |
24.55 |
25.03 |
0.48 |
2.0% |
0.00 |
Volume |
1,754,531 |
1,834,571 |
80,040 |
4.6% |
9,114,882 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.25 |
1,463.25 |
1,403.25 |
|
R3 |
1,447.00 |
1,432.00 |
1,394.50 |
|
R2 |
1,415.75 |
1,415.75 |
1,391.75 |
|
R1 |
1,400.75 |
1,400.75 |
1,388.75 |
1,408.25 |
PP |
1,384.50 |
1,384.50 |
1,384.50 |
1,388.00 |
S1 |
1,369.50 |
1,369.50 |
1,383.25 |
1,377.00 |
S2 |
1,353.25 |
1,353.25 |
1,380.25 |
|
S3 |
1,322.00 |
1,338.25 |
1,377.50 |
|
S4 |
1,290.75 |
1,307.00 |
1,368.75 |
|
|
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 |
1,399.25 |
1,368.00 |
31.25 |
2.3% |
22.00 |
1.6% |
58% |
True |
True |
1,724,602 |
10 |
1,399.25 |
1,325.00 |
74.25 |
5.4% |
22.25 |
1.6% |
82% |
True |
False |
1,773,747 |
20 |
1,399.25 |
1,309.50 |
89.75 |
6.5% |
23.00 |
1.7% |
85% |
True |
False |
1,765,792 |
40 |
1,399.25 |
1,253.00 |
146.25 |
10.6% |
29.25 |
2.1% |
91% |
True |
False |
1,496,363 |
60 |
1,402.50 |
1,253.00 |
149.50 |
10.8% |
28.50 |
2.1% |
89% |
False |
False |
1,000,153 |
80 |
1,491.25 |
1,253.00 |
238.25 |
17.2% |
30.75 |
2.2% |
56% |
False |
False |
751,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,532.00 |
2.618 |
1,481.00 |
1.618 |
1,449.75 |
1.000 |
1,430.50 |
0.618 |
1,418.50 |
HIGH |
1,399.25 |
0.618 |
1,387.25 |
0.500 |
1,383.50 |
0.382 |
1,380.00 |
LOW |
1,368.00 |
0.618 |
1,348.75 |
1.000 |
1,336.75 |
1.618 |
1,317.50 |
2.618 |
1,286.25 |
4.250 |
1,235.25 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,385.25 |
1,385.25 |
PP |
1,384.50 |
1,384.50 |
S1 |
1,383.50 |
1,383.50 |
|