Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,562.0 |
5,572.0 |
10.0 |
0.2% |
5,370.0 |
High |
5,565.0 |
5,675.0 |
110.0 |
2.0% |
5,624.0 |
Low |
5,423.0 |
5,568.0 |
145.0 |
2.7% |
5,343.0 |
Close |
5,476.0 |
5,670.0 |
194.0 |
3.5% |
5,476.0 |
Range |
142.0 |
107.0 |
-35.0 |
-24.6% |
281.0 |
ATR |
113.5 |
119.6 |
6.1 |
5.4% |
0.0 |
Volume |
23,862 |
30,884 |
7,022 |
29.4% |
96,758 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,958.7 |
5,921.3 |
5,728.9 |
|
R3 |
5,851.7 |
5,814.3 |
5,699.4 |
|
R2 |
5,744.7 |
5,744.7 |
5,689.6 |
|
R1 |
5,707.3 |
5,707.3 |
5,679.8 |
5,726.0 |
PP |
5,637.7 |
5,637.7 |
5,637.7 |
5,647.0 |
S1 |
5,600.3 |
5,600.3 |
5,660.2 |
5,619.0 |
S2 |
5,530.7 |
5,530.7 |
5,650.4 |
|
S3 |
5,423.7 |
5,493.3 |
5,640.6 |
|
S4 |
5,316.7 |
5,386.3 |
5,611.2 |
|
|
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 |
5,675.0 |
5,374.0 |
301.0 |
5.3% |
94.4 |
1.7% |
98% |
True |
False |
21,430 |
10 |
5,695.0 |
5,343.0 |
352.0 |
6.2% |
90.5 |
1.6% |
93% |
False |
False |
21,505 |
20 |
5,718.0 |
5,328.0 |
390.0 |
6.9% |
83.0 |
1.5% |
88% |
False |
False |
22,255 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
79.7 |
1.4% |
80% |
False |
False |
17,834 |
60 |
5,880.0 |
5,090.0 |
790.0 |
13.9% |
75.3 |
1.3% |
73% |
False |
False |
11,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,129.8 |
2.618 |
5,955.1 |
1.618 |
5,848.1 |
1.000 |
5,782.0 |
0.618 |
5,741.1 |
HIGH |
5,675.0 |
0.618 |
5,634.1 |
0.500 |
5,621.5 |
0.382 |
5,608.9 |
LOW |
5,568.0 |
0.618 |
5,501.9 |
1.000 |
5,461.0 |
1.618 |
5,394.9 |
2.618 |
5,287.9 |
4.250 |
5,113.3 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,653.8 |
5,629.7 |
PP |
5,637.7 |
5,589.3 |
S1 |
5,621.5 |
5,549.0 |
|