Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,970.5 |
6,002.0 |
31.5 |
0.5% |
5,674.0 |
High |
6,032.0 |
6,018.5 |
-13.5 |
-0.2% |
5,977.0 |
Low |
5,950.0 |
5,890.5 |
-59.5 |
-1.0% |
5,597.5 |
Close |
5,993.5 |
5,982.0 |
-11.5 |
-0.2% |
5,952.5 |
Range |
82.0 |
128.0 |
46.0 |
56.1% |
379.5 |
ATR |
114.0 |
115.0 |
1.0 |
0.9% |
0.0 |
Volume |
83,665 |
82,676 |
-989 |
-1.2% |
564,988 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,347.5 |
6,293.0 |
6,052.5 |
|
R3 |
6,219.5 |
6,165.0 |
6,017.0 |
|
R2 |
6,091.5 |
6,091.5 |
6,005.5 |
|
R1 |
6,037.0 |
6,037.0 |
5,993.5 |
6,000.0 |
PP |
5,963.5 |
5,963.5 |
5,963.5 |
5,945.5 |
S1 |
5,909.0 |
5,909.0 |
5,970.5 |
5,872.0 |
S2 |
5,835.5 |
5,835.5 |
5,958.5 |
|
S3 |
5,707.5 |
5,781.0 |
5,947.0 |
|
S4 |
5,579.5 |
5,653.0 |
5,911.5 |
|
|
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 |
5,890.5 |
157.5 |
2.6% |
81.0 |
1.4% |
58% |
False |
True |
87,856 |
10 |
6,048.0 |
5,597.5 |
450.5 |
7.5% |
99.5 |
1.7% |
85% |
False |
False |
102,197 |
20 |
6,048.0 |
5,424.5 |
623.5 |
10.4% |
104.0 |
1.7% |
89% |
False |
False |
104,232 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.3% |
103.0 |
1.7% |
83% |
False |
False |
52,869 |
60 |
6,099.5 |
5,325.0 |
774.5 |
12.9% |
113.0 |
1.9% |
85% |
False |
False |
35,342 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.6% |
99.0 |
1.7% |
53% |
False |
False |
26,534 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.0% |
82.0 |
1.4% |
50% |
False |
False |
21,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,562.5 |
2.618 |
6,353.5 |
1.618 |
6,225.5 |
1.000 |
6,146.5 |
0.618 |
6,097.5 |
HIGH |
6,018.5 |
0.618 |
5,969.5 |
0.500 |
5,954.5 |
0.382 |
5,939.5 |
LOW |
5,890.5 |
0.618 |
5,811.5 |
1.000 |
5,762.5 |
1.618 |
5,683.5 |
2.618 |
5,555.5 |
4.250 |
5,346.5 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,973.0 |
5,975.0 |
PP |
5,963.5 |
5,968.0 |
S1 |
5,954.5 |
5,961.0 |
|