Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,370.0 |
5,390.0 |
20.0 |
0.4% |
5,710.0 |
High |
5,391.0 |
5,467.0 |
76.0 |
1.4% |
5,710.0 |
Low |
5,343.0 |
5,374.0 |
31.0 |
0.6% |
5,426.0 |
Close |
5,381.0 |
5,447.0 |
66.0 |
1.2% |
5,475.0 |
Range |
48.0 |
93.0 |
45.0 |
93.8% |
284.0 |
ATR |
112.7 |
111.3 |
-1.4 |
-1.2% |
0.0 |
Volume |
20,490 |
22,400 |
1,910 |
9.3% |
108,698 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,708.3 |
5,670.7 |
5,498.2 |
|
R3 |
5,615.3 |
5,577.7 |
5,472.6 |
|
R2 |
5,522.3 |
5,522.3 |
5,464.1 |
|
R1 |
5,484.7 |
5,484.7 |
5,455.5 |
5,503.5 |
PP |
5,429.3 |
5,429.3 |
5,429.3 |
5,438.8 |
S1 |
5,391.7 |
5,391.7 |
5,438.5 |
5,410.5 |
S2 |
5,336.3 |
5,336.3 |
5,430.0 |
|
S3 |
5,243.3 |
5,298.7 |
5,421.4 |
|
S4 |
5,150.3 |
5,205.7 |
5,395.9 |
|
|
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 |
5,695.0 |
5,343.0 |
352.0 |
6.5% |
88.2 |
1.6% |
30% |
False |
False |
21,845 |
10 |
5,718.0 |
5,343.0 |
375.0 |
6.9% |
83.3 |
1.5% |
28% |
False |
False |
22,585 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.5% |
82.0 |
1.5% |
57% |
False |
False |
29,884 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.3% |
73.4 |
1.3% |
49% |
False |
False |
15,723 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.5% |
76.4 |
1.4% |
45% |
False |
False |
10,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,862.3 |
2.618 |
5,710.5 |
1.618 |
5,617.5 |
1.000 |
5,560.0 |
0.618 |
5,524.5 |
HIGH |
5,467.0 |
0.618 |
5,431.5 |
0.500 |
5,420.5 |
0.382 |
5,409.5 |
LOW |
5,374.0 |
0.618 |
5,316.5 |
1.000 |
5,281.0 |
1.618 |
5,223.5 |
2.618 |
5,130.5 |
4.250 |
4,978.8 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,438.2 |
5,438.3 |
PP |
5,429.3 |
5,429.7 |
S1 |
5,420.5 |
5,421.0 |
|