Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,990.0 |
6,005.0 |
15.0 |
0.3% |
5,674.0 |
High |
6,048.0 |
6,009.0 |
-39.0 |
-0.6% |
5,977.0 |
Low |
5,979.5 |
5,954.5 |
-25.0 |
-0.4% |
5,597.5 |
Close |
6,019.0 |
5,984.0 |
-35.0 |
-0.6% |
5,952.5 |
Range |
68.5 |
54.5 |
-14.0 |
-20.4% |
379.5 |
ATR |
120.4 |
116.4 |
-4.0 |
-3.3% |
0.0 |
Volume |
88,420 |
90,842 |
2,422 |
2.7% |
564,988 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,146.0 |
6,119.5 |
6,014.0 |
|
R3 |
6,091.5 |
6,065.0 |
5,999.0 |
|
R2 |
6,037.0 |
6,037.0 |
5,994.0 |
|
R1 |
6,010.5 |
6,010.5 |
5,989.0 |
5,996.5 |
PP |
5,982.5 |
5,982.5 |
5,982.5 |
5,975.5 |
S1 |
5,956.0 |
5,956.0 |
5,979.0 |
5,942.0 |
S2 |
5,928.0 |
5,928.0 |
5,974.0 |
|
S3 |
5,873.5 |
5,901.5 |
5,969.0 |
|
S4 |
5,819.0 |
5,847.0 |
5,954.0 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,981.0 |
6,846.0 |
6,161.0 |
|
R3 |
6,601.5 |
6,466.5 |
6,057.0 |
|
R2 |
6,222.0 |
6,222.0 |
6,022.0 |
|
R1 |
6,087.0 |
6,087.0 |
5,987.5 |
6,154.5 |
PP |
5,842.5 |
5,842.5 |
5,842.5 |
5,876.0 |
S1 |
5,707.5 |
5,707.5 |
5,917.5 |
5,775.0 |
S2 |
5,463.0 |
5,463.0 |
5,883.0 |
|
S3 |
5,083.5 |
5,328.0 |
5,848.0 |
|
S4 |
4,704.0 |
4,948.5 |
5,744.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,048.0 |
5,844.5 |
203.5 |
3.4% |
73.0 |
1.2% |
69% |
False |
False |
104,294 |
10 |
6,048.0 |
5,597.5 |
450.5 |
7.5% |
92.5 |
1.5% |
86% |
False |
False |
106,346 |
20 |
6,048.0 |
5,424.5 |
623.5 |
10.4% |
105.0 |
1.8% |
90% |
False |
False |
96,625 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.3% |
104.0 |
1.7% |
83% |
False |
False |
48,716 |
60 |
6,263.5 |
5,325.0 |
938.5 |
15.7% |
113.5 |
1.9% |
70% |
False |
False |
32,572 |
80 |
6,622.0 |
5,325.0 |
1,297.0 |
21.7% |
96.0 |
1.6% |
51% |
False |
False |
24,455 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.0% |
80.0 |
1.3% |
50% |
False |
False |
19,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,240.5 |
2.618 |
6,151.5 |
1.618 |
6,097.0 |
1.000 |
6,063.5 |
0.618 |
6,042.5 |
HIGH |
6,009.0 |
0.618 |
5,988.0 |
0.500 |
5,982.0 |
0.382 |
5,975.5 |
LOW |
5,954.5 |
0.618 |
5,921.0 |
1.000 |
5,900.0 |
1.618 |
5,866.5 |
2.618 |
5,812.0 |
4.250 |
5,723.0 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,983.0 |
5,981.5 |
PP |
5,982.5 |
5,979.0 |
S1 |
5,982.0 |
5,976.5 |
|