Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,390.0 |
5,520.0 |
130.0 |
2.4% |
5,710.0 |
High |
5,467.0 |
5,534.0 |
67.0 |
1.2% |
5,710.0 |
Low |
5,374.0 |
5,485.0 |
111.0 |
2.1% |
5,426.0 |
Close |
5,447.0 |
5,490.0 |
43.0 |
0.8% |
5,475.0 |
Range |
93.0 |
49.0 |
-44.0 |
-47.3% |
284.0 |
ATR |
111.3 |
109.6 |
-1.7 |
-1.6% |
0.0 |
Volume |
22,400 |
15,689 |
-6,711 |
-30.0% |
108,698 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.0 |
5,619.0 |
5,517.0 |
|
R3 |
5,601.0 |
5,570.0 |
5,503.5 |
|
R2 |
5,552.0 |
5,552.0 |
5,499.0 |
|
R1 |
5,521.0 |
5,521.0 |
5,494.5 |
5,512.0 |
PP |
5,503.0 |
5,503.0 |
5,503.0 |
5,498.5 |
S1 |
5,472.0 |
5,472.0 |
5,485.5 |
5,463.0 |
S2 |
5,454.0 |
5,454.0 |
5,481.0 |
|
S3 |
5,405.0 |
5,423.0 |
5,476.5 |
|
S4 |
5,356.0 |
5,374.0 |
5,463.1 |
|
|
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 |
5,548.0 |
5,343.0 |
205.0 |
3.7% |
69.0 |
1.3% |
72% |
False |
False |
20,345 |
10 |
5,718.0 |
5,343.0 |
375.0 |
6.8% |
81.4 |
1.5% |
39% |
False |
False |
21,564 |
20 |
5,718.0 |
5,114.0 |
604.0 |
11.0% |
77.2 |
1.4% |
62% |
False |
False |
28,012 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.2% |
74.6 |
1.4% |
55% |
False |
False |
16,113 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.4% |
75.8 |
1.4% |
51% |
False |
False |
10,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,742.3 |
2.618 |
5,662.3 |
1.618 |
5,613.3 |
1.000 |
5,583.0 |
0.618 |
5,564.3 |
HIGH |
5,534.0 |
0.618 |
5,515.3 |
0.500 |
5,509.5 |
0.382 |
5,503.7 |
LOW |
5,485.0 |
0.618 |
5,454.7 |
1.000 |
5,436.0 |
1.618 |
5,405.7 |
2.618 |
5,356.7 |
4.250 |
5,276.8 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,509.5 |
5,472.8 |
PP |
5,503.0 |
5,455.7 |
S1 |
5,496.5 |
5,438.5 |
|