Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,533.0 |
5,485.0 |
-48.0 |
-0.9% |
5,710.0 |
High |
5,548.0 |
5,499.0 |
-49.0 |
-0.9% |
5,710.0 |
Low |
5,466.0 |
5,426.0 |
-40.0 |
-0.7% |
5,426.0 |
Close |
5,479.0 |
5,475.0 |
-4.0 |
-0.1% |
5,475.0 |
Range |
82.0 |
73.0 |
-9.0 |
-11.0% |
284.0 |
ATR |
114.1 |
111.2 |
-2.9 |
-2.6% |
0.0 |
Volume |
24,276 |
18,874 |
-5,402 |
-22.3% |
108,698 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,685.7 |
5,653.3 |
5,515.2 |
|
R3 |
5,612.7 |
5,580.3 |
5,495.1 |
|
R2 |
5,539.7 |
5,539.7 |
5,488.4 |
|
R1 |
5,507.3 |
5,507.3 |
5,481.7 |
5,487.0 |
PP |
5,466.7 |
5,466.7 |
5,466.7 |
5,456.5 |
S1 |
5,434.3 |
5,434.3 |
5,468.3 |
5,414.0 |
S2 |
5,393.7 |
5,393.7 |
5,461.6 |
|
S3 |
5,320.7 |
5,361.3 |
5,454.9 |
|
S4 |
5,247.7 |
5,288.3 |
5,434.9 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,389.0 |
6,216.0 |
5,631.2 |
|
R3 |
6,105.0 |
5,932.0 |
5,553.1 |
|
R2 |
5,821.0 |
5,821.0 |
5,527.1 |
|
R1 |
5,648.0 |
5,648.0 |
5,501.0 |
5,592.5 |
PP |
5,537.0 |
5,537.0 |
5,537.0 |
5,509.3 |
S1 |
5,364.0 |
5,364.0 |
5,449.0 |
5,308.5 |
S2 |
5,253.0 |
5,253.0 |
5,422.9 |
|
S3 |
4,969.0 |
5,080.0 |
5,396.9 |
|
S4 |
4,685.0 |
4,796.0 |
5,318.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,710.0 |
5,426.0 |
284.0 |
5.2% |
87.6 |
1.6% |
17% |
False |
True |
21,739 |
10 |
5,718.0 |
5,355.0 |
363.0 |
6.6% |
83.3 |
1.5% |
33% |
False |
False |
22,872 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.5% |
84.0 |
1.5% |
61% |
False |
False |
28,914 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.3% |
72.6 |
1.3% |
53% |
False |
False |
14,654 |
60 |
5,901.0 |
5,090.0 |
811.0 |
14.8% |
77.1 |
1.4% |
47% |
False |
False |
9,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,809.3 |
2.618 |
5,690.1 |
1.618 |
5,617.1 |
1.000 |
5,572.0 |
0.618 |
5,544.1 |
HIGH |
5,499.0 |
0.618 |
5,471.1 |
0.500 |
5,462.5 |
0.382 |
5,453.9 |
LOW |
5,426.0 |
0.618 |
5,380.9 |
1.000 |
5,353.0 |
1.618 |
5,307.9 |
2.618 |
5,234.9 |
4.250 |
5,115.8 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,470.8 |
5,560.5 |
PP |
5,466.7 |
5,532.0 |
S1 |
5,462.5 |
5,503.5 |
|