Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,607.0 |
87.0 |
1.6% |
5,710.0 |
High |
5,534.0 |
5,624.0 |
90.0 |
1.6% |
5,710.0 |
Low |
5,485.0 |
5,543.0 |
58.0 |
1.1% |
5,426.0 |
Close |
5,490.0 |
5,547.0 |
57.0 |
1.0% |
5,475.0 |
Range |
49.0 |
81.0 |
32.0 |
65.3% |
284.0 |
ATR |
109.6 |
111.3 |
1.7 |
1.6% |
0.0 |
Volume |
15,689 |
14,317 |
-1,372 |
-8.7% |
108,698 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,814.3 |
5,761.7 |
5,591.6 |
|
R3 |
5,733.3 |
5,680.7 |
5,569.3 |
|
R2 |
5,652.3 |
5,652.3 |
5,561.9 |
|
R1 |
5,599.7 |
5,599.7 |
5,554.4 |
5,585.5 |
PP |
5,571.3 |
5,571.3 |
5,571.3 |
5,564.3 |
S1 |
5,518.7 |
5,518.7 |
5,539.6 |
5,504.5 |
S2 |
5,490.3 |
5,490.3 |
5,532.2 |
|
S3 |
5,409.3 |
5,437.7 |
5,524.7 |
|
S4 |
5,328.3 |
5,356.7 |
5,502.5 |
|
|
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 |
5,624.0 |
5,343.0 |
281.0 |
5.1% |
68.8 |
1.2% |
73% |
True |
False |
18,354 |
10 |
5,718.0 |
5,343.0 |
375.0 |
6.8% |
78.0 |
1.4% |
54% |
False |
False |
20,402 |
20 |
5,718.0 |
5,173.0 |
545.0 |
9.8% |
78.5 |
1.4% |
69% |
False |
False |
23,379 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.1% |
75.8 |
1.4% |
63% |
False |
False |
16,471 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.2% |
74.7 |
1.3% |
58% |
False |
False |
11,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,968.3 |
2.618 |
5,836.1 |
1.618 |
5,755.1 |
1.000 |
5,705.0 |
0.618 |
5,674.1 |
HIGH |
5,624.0 |
0.618 |
5,593.1 |
0.500 |
5,583.5 |
0.382 |
5,573.9 |
LOW |
5,543.0 |
0.618 |
5,492.9 |
1.000 |
5,462.0 |
1.618 |
5,411.9 |
2.618 |
5,330.9 |
4.250 |
5,198.8 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,583.5 |
5,531.0 |
PP |
5,571.3 |
5,515.0 |
S1 |
5,559.2 |
5,499.0 |
|