Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,572.0 |
5,643.0 |
71.0 |
1.3% |
5,370.0 |
High |
5,675.0 |
5,645.0 |
-30.0 |
-0.5% |
5,624.0 |
Low |
5,568.0 |
5,555.0 |
-13.0 |
-0.2% |
5,343.0 |
Close |
5,670.0 |
5,599.0 |
-71.0 |
-1.3% |
5,476.0 |
Range |
107.0 |
90.0 |
-17.0 |
-15.9% |
281.0 |
ATR |
119.6 |
119.3 |
-0.3 |
-0.3% |
0.0 |
Volume |
30,884 |
18,541 |
-12,343 |
-40.0% |
96,758 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.7 |
5,824.3 |
5,648.5 |
|
R3 |
5,779.7 |
5,734.3 |
5,623.8 |
|
R2 |
5,689.7 |
5,689.7 |
5,615.5 |
|
R1 |
5,644.3 |
5,644.3 |
5,607.3 |
5,622.0 |
PP |
5,599.7 |
5,599.7 |
5,599.7 |
5,588.5 |
S1 |
5,554.3 |
5,554.3 |
5,590.8 |
5,532.0 |
S2 |
5,509.7 |
5,509.7 |
5,582.5 |
|
S3 |
5,419.7 |
5,464.3 |
5,574.3 |
|
S4 |
5,329.7 |
5,374.3 |
5,549.5 |
|
|
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 |
5,423.0 |
252.0 |
4.5% |
93.8 |
1.7% |
70% |
False |
False |
20,658 |
10 |
5,695.0 |
5,343.0 |
352.0 |
6.3% |
91.0 |
1.6% |
73% |
False |
False |
21,251 |
20 |
5,718.0 |
5,328.0 |
390.0 |
7.0% |
84.9 |
1.5% |
69% |
False |
False |
21,771 |
40 |
5,816.0 |
5,090.0 |
726.0 |
13.0% |
81.9 |
1.5% |
70% |
False |
False |
18,297 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.1% |
74.7 |
1.3% |
64% |
False |
False |
12,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,027.5 |
2.618 |
5,880.6 |
1.618 |
5,790.6 |
1.000 |
5,735.0 |
0.618 |
5,700.6 |
HIGH |
5,645.0 |
0.618 |
5,610.6 |
0.500 |
5,600.0 |
0.382 |
5,589.4 |
LOW |
5,555.0 |
0.618 |
5,499.4 |
1.000 |
5,465.0 |
1.618 |
5,409.4 |
2.618 |
5,319.4 |
4.250 |
5,172.5 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,600.0 |
5,582.3 |
PP |
5,599.7 |
5,565.7 |
S1 |
5,599.3 |
5,549.0 |
|