Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,585.0 |
5,659.0 |
74.0 |
1.3% |
5,370.0 |
High |
5,697.0 |
5,659.0 |
-38.0 |
-0.7% |
5,624.0 |
Low |
5,566.0 |
5,581.0 |
15.0 |
0.3% |
5,343.0 |
Close |
5,668.0 |
5,625.0 |
-43.0 |
-0.8% |
5,476.0 |
Range |
131.0 |
78.0 |
-53.0 |
-40.5% |
281.0 |
ATR |
120.1 |
117.7 |
-2.4 |
-2.0% |
0.0 |
Volume |
22,826 |
20,198 |
-2,628 |
-11.5% |
96,758 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,855.7 |
5,818.3 |
5,667.9 |
|
R3 |
5,777.7 |
5,740.3 |
5,646.5 |
|
R2 |
5,699.7 |
5,699.7 |
5,639.3 |
|
R1 |
5,662.3 |
5,662.3 |
5,632.2 |
5,642.0 |
PP |
5,621.7 |
5,621.7 |
5,621.7 |
5,611.5 |
S1 |
5,584.3 |
5,584.3 |
5,617.9 |
5,564.0 |
S2 |
5,543.7 |
5,543.7 |
5,610.7 |
|
S3 |
5,465.7 |
5,506.3 |
5,603.6 |
|
S4 |
5,387.7 |
5,428.3 |
5,582.1 |
|
|
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 |
4.9% |
109.6 |
1.9% |
74% |
False |
False |
23,262 |
10 |
5,697.0 |
5,343.0 |
354.0 |
6.3% |
89.2 |
1.6% |
80% |
False |
False |
20,808 |
20 |
5,718.0 |
5,328.0 |
390.0 |
6.9% |
88.0 |
1.6% |
76% |
False |
False |
21,916 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.9% |
84.6 |
1.5% |
74% |
False |
False |
19,368 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.0% |
73.8 |
1.3% |
68% |
False |
False |
12,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,990.5 |
2.618 |
5,863.2 |
1.618 |
5,785.2 |
1.000 |
5,737.0 |
0.618 |
5,707.2 |
HIGH |
5,659.0 |
0.618 |
5,629.2 |
0.500 |
5,620.0 |
0.382 |
5,610.8 |
LOW |
5,581.0 |
0.618 |
5,532.8 |
1.000 |
5,503.0 |
1.618 |
5,454.8 |
2.618 |
5,376.8 |
4.250 |
5,249.5 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,623.3 |
5,626.0 |
PP |
5,621.7 |
5,625.7 |
S1 |
5,620.0 |
5,625.3 |
|