Trading Metrics calculated at close of trading on 14-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,485.0 |
5,370.0 |
-115.0 |
-2.1% |
5,710.0 |
High |
5,499.0 |
5,391.0 |
-108.0 |
-2.0% |
5,710.0 |
Low |
5,426.0 |
5,343.0 |
-83.0 |
-1.5% |
5,426.0 |
Close |
5,475.0 |
5,381.0 |
-94.0 |
-1.7% |
5,475.0 |
Range |
73.0 |
48.0 |
-25.0 |
-34.2% |
284.0 |
ATR |
111.2 |
112.7 |
1.5 |
1.3% |
0.0 |
Volume |
18,874 |
20,490 |
1,616 |
8.6% |
108,698 |
|
Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.7 |
5,496.3 |
5,407.4 |
|
R3 |
5,467.7 |
5,448.3 |
5,394.2 |
|
R2 |
5,419.7 |
5,419.7 |
5,389.8 |
|
R1 |
5,400.3 |
5,400.3 |
5,385.4 |
5,410.0 |
PP |
5,371.7 |
5,371.7 |
5,371.7 |
5,376.5 |
S1 |
5,352.3 |
5,352.3 |
5,376.6 |
5,362.0 |
S2 |
5,323.7 |
5,323.7 |
5,372.2 |
|
S3 |
5,275.7 |
5,304.3 |
5,367.8 |
|
S4 |
5,227.7 |
5,256.3 |
5,354.6 |
|
|
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 |
5,695.0 |
5,343.0 |
352.0 |
6.5% |
86.6 |
1.6% |
11% |
False |
True |
21,580 |
10 |
5,718.0 |
5,343.0 |
375.0 |
7.0% |
82.3 |
1.5% |
10% |
False |
True |
22,639 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.7% |
80.6 |
1.5% |
46% |
False |
False |
29,508 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.5% |
72.1 |
1.3% |
40% |
False |
False |
15,163 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.7% |
77.0 |
1.4% |
37% |
False |
False |
10,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,595.0 |
2.618 |
5,516.7 |
1.618 |
5,468.7 |
1.000 |
5,439.0 |
0.618 |
5,420.7 |
HIGH |
5,391.0 |
0.618 |
5,372.7 |
0.500 |
5,367.0 |
0.382 |
5,361.3 |
LOW |
5,343.0 |
0.618 |
5,313.3 |
1.000 |
5,295.0 |
1.618 |
5,265.3 |
2.618 |
5,217.3 |
4.250 |
5,139.0 |
|
|
Fisher Pivots for day following 14-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,376.3 |
5,445.5 |
PP |
5,371.7 |
5,424.0 |
S1 |
5,367.0 |
5,402.5 |
|