Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,643.0 |
5,585.0 |
-58.0 |
-1.0% |
5,370.0 |
High |
5,645.0 |
5,697.0 |
52.0 |
0.9% |
5,624.0 |
Low |
5,555.0 |
5,566.0 |
11.0 |
0.2% |
5,343.0 |
Close |
5,599.0 |
5,668.0 |
69.0 |
1.2% |
5,476.0 |
Range |
90.0 |
131.0 |
41.0 |
45.6% |
281.0 |
ATR |
119.3 |
120.1 |
0.8 |
0.7% |
0.0 |
Volume |
18,541 |
22,826 |
4,285 |
23.1% |
96,758 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,036.7 |
5,983.3 |
5,740.1 |
|
R3 |
5,905.7 |
5,852.3 |
5,704.0 |
|
R2 |
5,774.7 |
5,774.7 |
5,692.0 |
|
R1 |
5,721.3 |
5,721.3 |
5,680.0 |
5,748.0 |
PP |
5,643.7 |
5,643.7 |
5,643.7 |
5,657.0 |
S1 |
5,590.3 |
5,590.3 |
5,656.0 |
5,617.0 |
S2 |
5,512.7 |
5,512.7 |
5,644.0 |
|
S3 |
5,381.7 |
5,459.3 |
5,632.0 |
|
S4 |
5,250.7 |
5,328.3 |
5,596.0 |
|
|
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 |
5,697.0 |
5,423.0 |
274.0 |
4.8% |
110.2 |
1.9% |
89% |
True |
False |
22,086 |
10 |
5,697.0 |
5,343.0 |
354.0 |
6.2% |
89.6 |
1.6% |
92% |
True |
False |
21,215 |
20 |
5,718.0 |
5,328.0 |
390.0 |
6.9% |
87.4 |
1.5% |
87% |
False |
False |
21,750 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
83.8 |
1.5% |
80% |
False |
False |
18,867 |
60 |
5,880.0 |
5,090.0 |
790.0 |
13.9% |
74.7 |
1.3% |
73% |
False |
False |
12,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,253.8 |
2.618 |
6,040.0 |
1.618 |
5,909.0 |
1.000 |
5,828.0 |
0.618 |
5,778.0 |
HIGH |
5,697.0 |
0.618 |
5,647.0 |
0.500 |
5,631.5 |
0.382 |
5,616.0 |
LOW |
5,566.0 |
0.618 |
5,485.0 |
1.000 |
5,435.0 |
1.618 |
5,354.0 |
2.618 |
5,223.0 |
4.250 |
5,009.3 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,655.8 |
5,654.0 |
PP |
5,643.7 |
5,640.0 |
S1 |
5,631.5 |
5,626.0 |
|