Trading Metrics calculated at close of trading on 09-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,685.0 |
5,691.0 |
6.0 |
0.1% |
5,380.0 |
High |
5,689.0 |
5,695.0 |
6.0 |
0.1% |
5,718.0 |
Low |
5,604.0 |
5,550.0 |
-54.0 |
-1.0% |
5,355.0 |
Close |
5,627.0 |
5,550.0 |
-77.0 |
-1.4% |
5,654.0 |
Range |
85.0 |
145.0 |
60.0 |
70.6% |
363.0 |
ATR |
114.3 |
116.5 |
2.2 |
1.9% |
0.0 |
Volume |
21,077 |
23,186 |
2,109 |
10.0% |
120,022 |
|
Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.3 |
5,936.7 |
5,629.8 |
|
R3 |
5,888.3 |
5,791.7 |
5,589.9 |
|
R2 |
5,743.3 |
5,743.3 |
5,576.6 |
|
R1 |
5,646.7 |
5,646.7 |
5,563.3 |
5,622.5 |
PP |
5,598.3 |
5,598.3 |
5,598.3 |
5,586.3 |
S1 |
5,501.7 |
5,501.7 |
5,536.7 |
5,477.5 |
S2 |
5,453.3 |
5,453.3 |
5,523.4 |
|
S3 |
5,308.3 |
5,356.7 |
5,510.1 |
|
S4 |
5,163.3 |
5,211.7 |
5,470.3 |
|
|
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 |
5,550.0 |
168.0 |
3.0% |
93.8 |
1.7% |
0% |
False |
True |
22,783 |
10 |
5,718.0 |
5,328.0 |
390.0 |
7.0% |
85.1 |
1.5% |
57% |
False |
False |
22,284 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.3% |
85.8 |
1.5% |
73% |
False |
False |
26,897 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.1% |
69.6 |
1.3% |
63% |
False |
False |
13,579 |
60 |
6,069.0 |
5,090.0 |
979.0 |
17.6% |
75.3 |
1.4% |
47% |
False |
False |
9,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,311.3 |
2.618 |
6,074.6 |
1.618 |
5,929.6 |
1.000 |
5,840.0 |
0.618 |
5,784.6 |
HIGH |
5,695.0 |
0.618 |
5,639.6 |
0.500 |
5,622.5 |
0.382 |
5,605.4 |
LOW |
5,550.0 |
0.618 |
5,460.4 |
1.000 |
5,405.0 |
1.618 |
5,315.4 |
2.618 |
5,170.4 |
4.250 |
4,933.8 |
|
|
Fisher Pivots for day following 09-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,622.5 |
5,630.0 |
PP |
5,598.3 |
5,603.3 |
S1 |
5,574.2 |
5,576.7 |
|