Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,398.75 |
1,397.25 |
-1.50 |
-0.1% |
1,389.00 |
High |
1,404.75 |
1,399.00 |
-5.75 |
-0.4% |
1,400.75 |
Low |
1,393.50 |
1,387.00 |
-6.50 |
-0.5% |
1,368.00 |
Close |
1,397.50 |
1,391.25 |
-6.25 |
-0.4% |
1,397.00 |
Range |
11.25 |
12.00 |
0.75 |
6.7% |
32.75 |
ATR |
23.72 |
22.89 |
-0.84 |
-3.5% |
0.00 |
Volume |
1,567,802 |
1,155,730 |
-412,072 |
-26.3% |
8,981,081 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.50 |
1,421.75 |
1,397.75 |
|
R3 |
1,416.50 |
1,409.75 |
1,394.50 |
|
R2 |
1,404.50 |
1,404.50 |
1,393.50 |
|
R1 |
1,397.75 |
1,397.75 |
1,392.25 |
1,395.00 |
PP |
1,392.50 |
1,392.50 |
1,392.50 |
1,391.00 |
S1 |
1,385.75 |
1,385.75 |
1,390.25 |
1,383.00 |
S2 |
1,380.50 |
1,380.50 |
1,389.00 |
|
S3 |
1,368.50 |
1,373.75 |
1,388.00 |
|
S4 |
1,356.50 |
1,361.75 |
1,384.75 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.75 |
1,474.75 |
1,415.00 |
|
R3 |
1,454.00 |
1,442.00 |
1,406.00 |
|
R2 |
1,421.25 |
1,421.25 |
1,403.00 |
|
R1 |
1,409.25 |
1,409.25 |
1,400.00 |
1,415.25 |
PP |
1,388.50 |
1,388.50 |
1,388.50 |
1,391.50 |
S1 |
1,376.50 |
1,376.50 |
1,394.00 |
1,382.50 |
S2 |
1,355.75 |
1,355.75 |
1,391.00 |
|
S3 |
1,323.00 |
1,343.75 |
1,388.00 |
|
S4 |
1,290.25 |
1,311.00 |
1,379.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,404.75 |
1,368.00 |
36.75 |
2.6% |
18.25 |
1.3% |
63% |
False |
False |
1,691,774 |
10 |
1,404.75 |
1,337.25 |
67.50 |
4.9% |
20.25 |
1.5% |
80% |
False |
False |
1,733,564 |
20 |
1,404.75 |
1,325.00 |
79.75 |
5.7% |
20.00 |
1.4% |
83% |
False |
False |
1,750,926 |
40 |
1,404.75 |
1,253.00 |
151.75 |
10.9% |
28.50 |
2.1% |
91% |
False |
False |
1,616,843 |
60 |
1,404.75 |
1,253.00 |
151.75 |
10.9% |
27.50 |
2.0% |
91% |
False |
False |
1,080,732 |
80 |
1,444.75 |
1,253.00 |
191.75 |
13.8% |
30.25 |
2.2% |
72% |
False |
False |
812,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.00 |
2.618 |
1,430.50 |
1.618 |
1,418.50 |
1.000 |
1,411.00 |
0.618 |
1,406.50 |
HIGH |
1,399.00 |
0.618 |
1,394.50 |
0.500 |
1,393.00 |
0.382 |
1,391.50 |
LOW |
1,387.00 |
0.618 |
1,379.50 |
1.000 |
1,375.00 |
1.618 |
1,367.50 |
2.618 |
1,355.50 |
4.250 |
1,336.00 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,393.00 |
1,392.50 |
PP |
1,392.50 |
1,392.25 |
S1 |
1,391.75 |
1,391.75 |
|