Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,607.0 |
5,562.0 |
-45.0 |
-0.8% |
5,370.0 |
High |
5,624.0 |
5,565.0 |
-59.0 |
-1.0% |
5,624.0 |
Low |
5,543.0 |
5,423.0 |
-120.0 |
-2.2% |
5,343.0 |
Close |
5,547.0 |
5,476.0 |
-71.0 |
-1.3% |
5,476.0 |
Range |
81.0 |
142.0 |
61.0 |
75.3% |
281.0 |
ATR |
111.3 |
113.5 |
2.2 |
2.0% |
0.0 |
Volume |
14,317 |
23,862 |
9,545 |
66.7% |
96,758 |
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,914.0 |
5,837.0 |
5,554.1 |
|
R3 |
5,772.0 |
5,695.0 |
5,515.1 |
|
R2 |
5,630.0 |
5,630.0 |
5,502.0 |
|
R1 |
5,553.0 |
5,553.0 |
5,489.0 |
5,520.5 |
PP |
5,488.0 |
5,488.0 |
5,488.0 |
5,471.8 |
S1 |
5,411.0 |
5,411.0 |
5,463.0 |
5,378.5 |
S2 |
5,346.0 |
5,346.0 |
5,450.0 |
|
S3 |
5,204.0 |
5,269.0 |
5,437.0 |
|
S4 |
5,062.0 |
5,127.0 |
5,397.9 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,324.0 |
6,181.0 |
5,630.6 |
|
R3 |
6,043.0 |
5,900.0 |
5,553.3 |
|
R2 |
5,762.0 |
5,762.0 |
5,527.5 |
|
R1 |
5,619.0 |
5,619.0 |
5,501.8 |
5,690.5 |
PP |
5,481.0 |
5,481.0 |
5,481.0 |
5,516.8 |
S1 |
5,338.0 |
5,338.0 |
5,450.2 |
5,409.5 |
S2 |
5,200.0 |
5,200.0 |
5,424.5 |
|
S3 |
4,919.0 |
5,057.0 |
5,398.7 |
|
S4 |
4,638.0 |
4,776.0 |
5,321.5 |
|
|
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% |
82.6 |
1.5% |
47% |
False |
False |
19,351 |
10 |
5,710.0 |
5,343.0 |
367.0 |
6.7% |
85.1 |
1.6% |
36% |
False |
False |
20,545 |
20 |
5,718.0 |
5,173.0 |
545.0 |
10.0% |
81.7 |
1.5% |
56% |
False |
False |
21,881 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.3% |
77.0 |
1.4% |
53% |
False |
False |
17,062 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.4% |
75.0 |
1.4% |
49% |
False |
False |
11,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.5 |
2.618 |
5,936.8 |
1.618 |
5,794.8 |
1.000 |
5,707.0 |
0.618 |
5,652.8 |
HIGH |
5,565.0 |
0.618 |
5,510.8 |
0.500 |
5,494.0 |
0.382 |
5,477.2 |
LOW |
5,423.0 |
0.618 |
5,335.2 |
1.000 |
5,281.0 |
1.618 |
5,193.2 |
2.618 |
5,051.2 |
4.250 |
4,819.5 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,494.0 |
5,523.5 |
PP |
5,488.0 |
5,507.7 |
S1 |
5,482.0 |
5,491.8 |
|