Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,793.5 |
6,785.0 |
-8.5 |
-0.1% |
6,615.5 |
High |
6,799.5 |
6,917.5 |
118.0 |
1.7% |
6,917.5 |
Low |
6,719.0 |
6,765.0 |
46.0 |
0.7% |
6,572.5 |
Close |
6,739.5 |
6,901.5 |
162.0 |
2.4% |
6,901.5 |
Range |
80.5 |
152.5 |
72.0 |
89.4% |
345.0 |
ATR |
146.7 |
149.0 |
2.2 |
1.5% |
0.0 |
Volume |
148,230 |
151,756 |
3,526 |
2.4% |
750,561 |
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,318.8 |
7,262.7 |
6,985.4 |
|
R3 |
7,166.3 |
7,110.2 |
6,943.4 |
|
R2 |
7,013.8 |
7,013.8 |
6,929.5 |
|
R1 |
6,957.7 |
6,957.7 |
6,915.5 |
6,985.8 |
PP |
6,861.3 |
6,861.3 |
6,861.3 |
6,875.4 |
S1 |
6,805.2 |
6,805.2 |
6,887.5 |
6,833.3 |
S2 |
6,708.8 |
6,708.8 |
6,873.5 |
|
S3 |
6,556.3 |
6,652.7 |
6,859.6 |
|
S4 |
6,403.8 |
6,500.2 |
6,817.6 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,832.2 |
7,711.8 |
7,091.3 |
|
R3 |
7,487.2 |
7,366.8 |
6,996.4 |
|
R2 |
7,142.2 |
7,142.2 |
6,964.8 |
|
R1 |
7,021.8 |
7,021.8 |
6,933.1 |
7,082.0 |
PP |
6,797.2 |
6,797.2 |
6,797.2 |
6,827.3 |
S1 |
6,676.8 |
6,676.8 |
6,869.9 |
6,737.0 |
S2 |
6,452.2 |
6,452.2 |
6,838.3 |
|
S3 |
6,107.2 |
6,331.8 |
6,806.6 |
|
S4 |
5,762.2 |
5,986.8 |
6,711.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,917.5 |
6,572.5 |
345.0 |
5.0% |
112.2 |
1.6% |
95% |
True |
False |
150,112 |
10 |
6,917.5 |
6,572.5 |
345.0 |
5.0% |
115.1 |
1.7% |
95% |
True |
False |
147,596 |
20 |
6,917.5 |
6,301.5 |
616.0 |
8.9% |
121.2 |
1.8% |
97% |
True |
False |
144,145 |
40 |
7,124.0 |
6,174.0 |
950.0 |
13.8% |
138.4 |
2.0% |
77% |
False |
False |
102,446 |
60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.6% |
150.9 |
2.2% |
72% |
False |
False |
68,768 |
80 |
8,300.0 |
6,174.0 |
2,126.0 |
30.8% |
159.3 |
2.3% |
34% |
False |
False |
51,902 |
100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.8% |
149.4 |
2.2% |
34% |
False |
False |
41,941 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.8% |
136.6 |
2.0% |
34% |
False |
False |
35,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,565.6 |
2.618 |
7,316.7 |
1.618 |
7,164.2 |
1.000 |
7,070.0 |
0.618 |
7,011.7 |
HIGH |
6,917.5 |
0.618 |
6,859.2 |
0.500 |
6,841.3 |
0.382 |
6,823.3 |
LOW |
6,765.0 |
0.618 |
6,670.8 |
1.000 |
6,612.5 |
1.618 |
6,518.3 |
2.618 |
6,365.8 |
4.250 |
6,116.9 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,881.4 |
6,863.1 |
PP |
6,861.3 |
6,824.7 |
S1 |
6,841.3 |
6,786.3 |
|