Trading Metrics calculated at close of trading on 28-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,659.0 |
5,703.0 |
44.0 |
0.8% |
5,572.0 |
High |
5,659.0 |
5,710.0 |
51.0 |
0.9% |
5,697.0 |
Low |
5,581.0 |
5,594.0 |
13.0 |
0.2% |
5,555.0 |
Close |
5,625.0 |
5,649.0 |
24.0 |
0.4% |
5,625.0 |
Range |
78.0 |
116.0 |
38.0 |
48.7% |
142.0 |
ATR |
117.7 |
117.6 |
-0.1 |
-0.1% |
0.0 |
Volume |
20,198 |
22,930 |
2,732 |
13.5% |
92,449 |
|
Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,999.0 |
5,940.0 |
5,712.8 |
|
R3 |
5,883.0 |
5,824.0 |
5,680.9 |
|
R2 |
5,767.0 |
5,767.0 |
5,670.3 |
|
R1 |
5,708.0 |
5,708.0 |
5,659.6 |
5,679.5 |
PP |
5,651.0 |
5,651.0 |
5,651.0 |
5,636.8 |
S1 |
5,592.0 |
5,592.0 |
5,638.4 |
5,563.5 |
S2 |
5,535.0 |
5,535.0 |
5,627.7 |
|
S3 |
5,419.0 |
5,476.0 |
5,617.1 |
|
S4 |
5,303.0 |
5,360.0 |
5,585.2 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,051.7 |
5,980.3 |
5,703.1 |
|
R3 |
5,909.7 |
5,838.3 |
5,664.1 |
|
R2 |
5,767.7 |
5,767.7 |
5,651.0 |
|
R1 |
5,696.3 |
5,696.3 |
5,638.0 |
5,732.0 |
PP |
5,625.7 |
5,625.7 |
5,625.7 |
5,643.5 |
S1 |
5,554.3 |
5,554.3 |
5,612.0 |
5,590.0 |
S2 |
5,483.7 |
5,483.7 |
5,599.0 |
|
S3 |
5,341.7 |
5,412.3 |
5,586.0 |
|
S4 |
5,199.7 |
5,270.3 |
5,546.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,710.0 |
5,555.0 |
155.0 |
2.7% |
104.4 |
1.8% |
61% |
True |
False |
23,075 |
10 |
5,710.0 |
5,343.0 |
367.0 |
6.5% |
93.5 |
1.7% |
83% |
True |
False |
21,213 |
20 |
5,718.0 |
5,343.0 |
375.0 |
6.6% |
88.4 |
1.6% |
82% |
False |
False |
22,042 |
40 |
5,759.0 |
5,090.0 |
669.0 |
11.8% |
85.9 |
1.5% |
84% |
False |
False |
19,938 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.0% |
72.2 |
1.3% |
71% |
False |
False |
13,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,203.0 |
2.618 |
6,013.7 |
1.618 |
5,897.7 |
1.000 |
5,826.0 |
0.618 |
5,781.7 |
HIGH |
5,710.0 |
0.618 |
5,665.7 |
0.500 |
5,652.0 |
0.382 |
5,638.3 |
LOW |
5,594.0 |
0.618 |
5,522.3 |
1.000 |
5,478.0 |
1.618 |
5,406.3 |
2.618 |
5,290.3 |
4.250 |
5,101.0 |
|
|
Fisher Pivots for day following 28-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,652.0 |
5,645.3 |
PP |
5,651.0 |
5,641.7 |
S1 |
5,650.0 |
5,638.0 |
|