Trading Metrics calculated at close of trading on 07-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,710.0 |
5,710.0 |
0.0 |
0.0% |
5,380.0 |
High |
5,718.0 |
5,710.0 |
-8.0 |
-0.1% |
5,718.0 |
Low |
5,647.0 |
5,657.0 |
10.0 |
0.2% |
5,355.0 |
Close |
5,654.0 |
5,690.0 |
36.0 |
0.6% |
5,654.0 |
Range |
71.0 |
53.0 |
-18.0 |
-25.4% |
363.0 |
ATR |
121.1 |
116.4 |
-4.6 |
-3.8% |
0.0 |
Volume |
22,433 |
21,285 |
-1,148 |
-5.1% |
120,022 |
|
Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,844.7 |
5,820.3 |
5,719.2 |
|
R3 |
5,791.7 |
5,767.3 |
5,704.6 |
|
R2 |
5,738.7 |
5,738.7 |
5,699.7 |
|
R1 |
5,714.3 |
5,714.3 |
5,694.9 |
5,700.0 |
PP |
5,685.7 |
5,685.7 |
5,685.7 |
5,678.5 |
S1 |
5,661.3 |
5,661.3 |
5,685.1 |
5,647.0 |
S2 |
5,632.7 |
5,632.7 |
5,680.3 |
|
S3 |
5,579.7 |
5,608.3 |
5,675.4 |
|
S4 |
5,526.7 |
5,555.3 |
5,660.9 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,664.7 |
6,522.3 |
5,853.7 |
|
R3 |
6,301.7 |
6,159.3 |
5,753.8 |
|
R2 |
5,938.7 |
5,938.7 |
5,720.6 |
|
R1 |
5,796.3 |
5,796.3 |
5,687.3 |
5,867.5 |
PP |
5,575.7 |
5,575.7 |
5,575.7 |
5,611.3 |
S1 |
5,433.3 |
5,433.3 |
5,620.7 |
5,504.5 |
S2 |
5,212.7 |
5,212.7 |
5,587.5 |
|
S3 |
4,849.7 |
5,070.3 |
5,554.2 |
|
S4 |
4,486.7 |
4,707.3 |
5,454.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,718.0 |
5,355.0 |
363.0 |
6.4% |
78.0 |
1.4% |
92% |
False |
False |
23,698 |
10 |
5,718.0 |
5,328.0 |
390.0 |
6.9% |
75.5 |
1.3% |
93% |
False |
False |
23,006 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.0% |
82.4 |
1.4% |
96% |
False |
False |
24,771 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
66.1 |
1.2% |
83% |
False |
False |
12,475 |
60 |
6,115.0 |
5,090.0 |
1,025.0 |
18.0% |
72.4 |
1.3% |
59% |
False |
False |
8,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,935.3 |
2.618 |
5,848.8 |
1.618 |
5,795.8 |
1.000 |
5,763.0 |
0.618 |
5,742.8 |
HIGH |
5,710.0 |
0.618 |
5,689.8 |
0.500 |
5,683.5 |
0.382 |
5,677.2 |
LOW |
5,657.0 |
0.618 |
5,624.2 |
1.000 |
5,604.0 |
1.618 |
5,571.2 |
2.618 |
5,518.2 |
4.250 |
5,431.8 |
|
|
Fisher Pivots for day following 07-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,687.8 |
5,673.7 |
PP |
5,685.7 |
5,657.3 |
S1 |
5,683.5 |
5,641.0 |
|