Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,691.0 |
5,533.0 |
-158.0 |
-2.8% |
5,380.0 |
High |
5,695.0 |
5,548.0 |
-147.0 |
-2.6% |
5,718.0 |
Low |
5,550.0 |
5,466.0 |
-84.0 |
-1.5% |
5,355.0 |
Close |
5,550.0 |
5,479.0 |
-71.0 |
-1.3% |
5,654.0 |
Range |
145.0 |
82.0 |
-63.0 |
-43.4% |
363.0 |
ATR |
116.5 |
114.1 |
-2.3 |
-2.0% |
0.0 |
Volume |
23,186 |
24,276 |
1,090 |
4.7% |
120,022 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,743.7 |
5,693.3 |
5,524.1 |
|
R3 |
5,661.7 |
5,611.3 |
5,501.6 |
|
R2 |
5,579.7 |
5,579.7 |
5,494.0 |
|
R1 |
5,529.3 |
5,529.3 |
5,486.5 |
5,513.5 |
PP |
5,497.7 |
5,497.7 |
5,497.7 |
5,489.8 |
S1 |
5,447.3 |
5,447.3 |
5,471.5 |
5,431.5 |
S2 |
5,415.7 |
5,415.7 |
5,464.0 |
|
S3 |
5,333.7 |
5,365.3 |
5,456.5 |
|
S4 |
5,251.7 |
5,283.3 |
5,433.9 |
|
|
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 |
5,466.0 |
252.0 |
4.6% |
87.2 |
1.6% |
5% |
False |
True |
22,451 |
10 |
5,718.0 |
5,328.0 |
390.0 |
7.1% |
86.8 |
1.6% |
39% |
False |
False |
23,024 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.5% |
87.2 |
1.6% |
62% |
False |
False |
28,050 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.3% |
71.6 |
1.3% |
54% |
False |
False |
14,186 |
60 |
5,901.0 |
5,090.0 |
811.0 |
14.8% |
75.9 |
1.4% |
48% |
False |
False |
9,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,896.5 |
2.618 |
5,762.7 |
1.618 |
5,680.7 |
1.000 |
5,630.0 |
0.618 |
5,598.7 |
HIGH |
5,548.0 |
0.618 |
5,516.7 |
0.500 |
5,507.0 |
0.382 |
5,497.3 |
LOW |
5,466.0 |
0.618 |
5,415.3 |
1.000 |
5,384.0 |
1.618 |
5,333.3 |
2.618 |
5,251.3 |
4.250 |
5,117.5 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,507.0 |
5,580.5 |
PP |
5,497.7 |
5,546.7 |
S1 |
5,488.3 |
5,512.8 |
|