Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,703.0 |
5,670.0 |
-33.0 |
-0.6% |
5,572.0 |
High |
5,710.0 |
5,673.0 |
-37.0 |
-0.6% |
5,697.0 |
Low |
5,594.0 |
5,604.0 |
10.0 |
0.2% |
5,555.0 |
Close |
5,649.0 |
5,625.0 |
-24.0 |
-0.4% |
5,625.0 |
Range |
116.0 |
69.0 |
-47.0 |
-40.5% |
142.0 |
ATR |
117.6 |
114.1 |
-3.5 |
-3.0% |
0.0 |
Volume |
22,930 |
17,451 |
-5,479 |
-23.9% |
92,449 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,841.0 |
5,802.0 |
5,663.0 |
|
R3 |
5,772.0 |
5,733.0 |
5,644.0 |
|
R2 |
5,703.0 |
5,703.0 |
5,637.7 |
|
R1 |
5,664.0 |
5,664.0 |
5,631.3 |
5,649.0 |
PP |
5,634.0 |
5,634.0 |
5,634.0 |
5,626.5 |
S1 |
5,595.0 |
5,595.0 |
5,618.7 |
5,580.0 |
S2 |
5,565.0 |
5,565.0 |
5,612.4 |
|
S3 |
5,496.0 |
5,526.0 |
5,606.0 |
|
S4 |
5,427.0 |
5,457.0 |
5,587.1 |
|
|
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 |
2.8% |
96.8 |
1.7% |
45% |
False |
False |
20,389 |
10 |
5,710.0 |
5,374.0 |
336.0 |
6.0% |
95.6 |
1.7% |
75% |
False |
False |
20,909 |
20 |
5,718.0 |
5,343.0 |
375.0 |
6.7% |
89.0 |
1.6% |
75% |
False |
False |
21,774 |
40 |
5,718.0 |
5,090.0 |
628.0 |
11.2% |
85.6 |
1.5% |
85% |
False |
False |
20,373 |
60 |
5,880.0 |
5,090.0 |
790.0 |
14.0% |
70.2 |
1.2% |
68% |
False |
False |
13,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,966.3 |
2.618 |
5,853.6 |
1.618 |
5,784.6 |
1.000 |
5,742.0 |
0.618 |
5,715.6 |
HIGH |
5,673.0 |
0.618 |
5,646.6 |
0.500 |
5,638.5 |
0.382 |
5,630.4 |
LOW |
5,604.0 |
0.618 |
5,561.4 |
1.000 |
5,535.0 |
1.618 |
5,492.4 |
2.618 |
5,423.4 |
4.250 |
5,310.8 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,638.5 |
5,645.5 |
PP |
5,634.0 |
5,638.7 |
S1 |
5,629.5 |
5,631.8 |
|