Trading Metrics calculated at close of trading on 30-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,981.0 |
6,939.0 |
-42.0 |
-0.6% |
6,891.0 |
High |
6,981.0 |
7,014.0 |
33.0 |
0.5% |
6,995.5 |
Low |
6,902.5 |
6,895.0 |
-7.5 |
-0.1% |
6,706.5 |
Close |
6,925.5 |
6,991.0 |
65.5 |
0.9% |
6,936.5 |
Range |
78.5 |
119.0 |
40.5 |
51.6% |
289.0 |
ATR |
136.6 |
135.4 |
-1.3 |
-0.9% |
0.0 |
Volume |
115,330 |
142,333 |
27,003 |
23.4% |
796,849 |
|
Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,323.7 |
7,276.3 |
7,056.5 |
|
R3 |
7,204.7 |
7,157.3 |
7,023.7 |
|
R2 |
7,085.7 |
7,085.7 |
7,012.8 |
|
R1 |
7,038.3 |
7,038.3 |
7,001.9 |
7,062.0 |
PP |
6,966.7 |
6,966.7 |
6,966.7 |
6,978.5 |
S1 |
6,919.3 |
6,919.3 |
6,980.1 |
6,943.0 |
S2 |
6,847.7 |
6,847.7 |
6,969.2 |
|
S3 |
6,728.7 |
6,800.3 |
6,958.3 |
|
S4 |
6,609.7 |
6,681.3 |
6,925.6 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,746.5 |
7,630.5 |
7,095.5 |
|
R3 |
7,457.5 |
7,341.5 |
7,016.0 |
|
R2 |
7,168.5 |
7,168.5 |
6,989.5 |
|
R1 |
7,052.5 |
7,052.5 |
6,963.0 |
7,110.5 |
PP |
6,879.5 |
6,879.5 |
6,879.5 |
6,908.5 |
S1 |
6,763.5 |
6,763.5 |
6,910.0 |
6,821.5 |
S2 |
6,590.5 |
6,590.5 |
6,883.5 |
|
S3 |
6,301.5 |
6,474.5 |
6,857.0 |
|
S4 |
6,012.5 |
6,185.5 |
6,777.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,015.0 |
6,763.5 |
251.5 |
3.6% |
103.3 |
1.5% |
90% |
False |
False |
140,963 |
10 |
7,015.0 |
6,706.5 |
308.5 |
4.4% |
116.0 |
1.7% |
92% |
False |
False |
146,066 |
20 |
7,015.0 |
6,572.5 |
442.5 |
6.3% |
115.4 |
1.7% |
95% |
False |
False |
146,834 |
40 |
7,015.0 |
6,174.0 |
841.0 |
12.0% |
133.7 |
1.9% |
97% |
False |
False |
131,335 |
60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.4% |
141.7 |
2.0% |
81% |
False |
False |
88,008 |
80 |
8,079.5 |
6,174.0 |
1,905.5 |
27.3% |
159.3 |
2.3% |
43% |
False |
False |
66,197 |
100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.4% |
150.3 |
2.1% |
38% |
False |
False |
53,519 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.4% |
140.6 |
2.0% |
38% |
False |
False |
44,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,519.8 |
2.618 |
7,325.5 |
1.618 |
7,206.5 |
1.000 |
7,133.0 |
0.618 |
7,087.5 |
HIGH |
7,014.0 |
0.618 |
6,968.5 |
0.500 |
6,954.5 |
0.382 |
6,940.5 |
LOW |
6,895.0 |
0.618 |
6,821.5 |
1.000 |
6,776.0 |
1.618 |
6,702.5 |
2.618 |
6,583.5 |
4.250 |
6,389.3 |
|
|
Fisher Pivots for day following 30-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,978.8 |
6,979.0 |
PP |
6,966.7 |
6,967.0 |
S1 |
6,954.5 |
6,955.0 |
|