Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,002.0 |
6,015.5 |
13.5 |
0.2% |
5,990.0 |
High |
6,018.5 |
6,030.0 |
11.5 |
0.2% |
6,048.0 |
Low |
5,890.5 |
5,874.0 |
-16.5 |
-0.3% |
5,874.0 |
Close |
5,982.0 |
5,900.0 |
-82.0 |
-1.4% |
5,900.0 |
Range |
128.0 |
156.0 |
28.0 |
21.9% |
174.0 |
ATR |
115.0 |
117.9 |
2.9 |
2.5% |
0.0 |
Volume |
82,676 |
116,239 |
33,563 |
40.6% |
461,842 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,402.5 |
6,307.5 |
5,986.0 |
|
R3 |
6,246.5 |
6,151.5 |
5,943.0 |
|
R2 |
6,090.5 |
6,090.5 |
5,928.5 |
|
R1 |
5,995.5 |
5,995.5 |
5,914.5 |
5,965.0 |
PP |
5,934.5 |
5,934.5 |
5,934.5 |
5,919.5 |
S1 |
5,839.5 |
5,839.5 |
5,885.5 |
5,809.0 |
S2 |
5,778.5 |
5,778.5 |
5,871.5 |
|
S3 |
5,622.5 |
5,683.5 |
5,857.0 |
|
S4 |
5,466.5 |
5,527.5 |
5,814.0 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,462.5 |
6,355.5 |
5,995.5 |
|
R3 |
6,288.5 |
6,181.5 |
5,948.0 |
|
R2 |
6,114.5 |
6,114.5 |
5,932.0 |
|
R1 |
6,007.5 |
6,007.5 |
5,916.0 |
5,974.0 |
PP |
5,940.5 |
5,940.5 |
5,940.5 |
5,924.0 |
S1 |
5,833.5 |
5,833.5 |
5,884.0 |
5,800.0 |
S2 |
5,766.5 |
5,766.5 |
5,868.0 |
|
S3 |
5,592.5 |
5,659.5 |
5,852.0 |
|
S4 |
5,418.5 |
5,485.5 |
5,804.5 |
|
|
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 |
5,874.0 |
174.0 |
2.9% |
98.0 |
1.7% |
15% |
False |
True |
92,368 |
10 |
6,048.0 |
5,597.5 |
450.5 |
7.6% |
108.0 |
1.8% |
67% |
False |
False |
102,683 |
20 |
6,048.0 |
5,424.5 |
623.5 |
10.6% |
108.5 |
1.8% |
76% |
False |
False |
109,124 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.4% |
104.5 |
1.8% |
70% |
False |
False |
55,772 |
60 |
6,099.5 |
5,325.0 |
774.5 |
13.1% |
114.0 |
1.9% |
74% |
False |
False |
37,278 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.9% |
99.5 |
1.7% |
47% |
False |
False |
27,986 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.3% |
83.5 |
1.4% |
44% |
False |
False |
22,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,693.0 |
2.618 |
6,438.5 |
1.618 |
6,282.5 |
1.000 |
6,186.0 |
0.618 |
6,126.5 |
HIGH |
6,030.0 |
0.618 |
5,970.5 |
0.500 |
5,952.0 |
0.382 |
5,933.5 |
LOW |
5,874.0 |
0.618 |
5,777.5 |
1.000 |
5,718.0 |
1.618 |
5,621.5 |
2.618 |
5,465.5 |
4.250 |
5,211.0 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,952.0 |
5,953.0 |
PP |
5,934.5 |
5,935.5 |
S1 |
5,917.5 |
5,917.5 |
|