Trading Metrics calculated at close of trading on 14-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,015.5 |
5,859.5 |
-156.0 |
-2.6% |
5,990.0 |
High |
6,030.0 |
5,884.5 |
-145.5 |
-2.4% |
6,048.0 |
Low |
5,874.0 |
5,832.0 |
-42.0 |
-0.7% |
5,874.0 |
Close |
5,900.0 |
5,838.5 |
-61.5 |
-1.0% |
5,900.0 |
Range |
156.0 |
52.5 |
-103.5 |
-66.3% |
174.0 |
ATR |
117.9 |
114.3 |
-3.6 |
-3.0% |
0.0 |
Volume |
116,239 |
120,580 |
4,341 |
3.7% |
461,842 |
|
Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.0 |
5,976.5 |
5,867.5 |
|
R3 |
5,956.5 |
5,924.0 |
5,853.0 |
|
R2 |
5,904.0 |
5,904.0 |
5,848.0 |
|
R1 |
5,871.5 |
5,871.5 |
5,843.5 |
5,861.5 |
PP |
5,851.5 |
5,851.5 |
5,851.5 |
5,847.0 |
S1 |
5,819.0 |
5,819.0 |
5,833.5 |
5,809.0 |
S2 |
5,799.0 |
5,799.0 |
5,829.0 |
|
S3 |
5,746.5 |
5,766.5 |
5,824.0 |
|
S4 |
5,694.0 |
5,714.0 |
5,809.5 |
|
|
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 |
6,032.0 |
5,832.0 |
200.0 |
3.4% |
94.5 |
1.6% |
3% |
False |
True |
98,800 |
10 |
6,048.0 |
5,680.0 |
368.0 |
6.3% |
99.0 |
1.7% |
43% |
False |
False |
106,024 |
20 |
6,048.0 |
5,424.5 |
623.5 |
10.7% |
105.5 |
1.8% |
66% |
False |
False |
113,846 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.6% |
104.0 |
1.8% |
61% |
False |
False |
58,783 |
60 |
6,099.5 |
5,325.0 |
774.5 |
13.3% |
113.0 |
1.9% |
66% |
False |
False |
39,287 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
21.1% |
100.0 |
1.7% |
42% |
False |
False |
29,493 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.6% |
84.0 |
1.4% |
39% |
False |
False |
23,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,107.5 |
2.618 |
6,022.0 |
1.618 |
5,969.5 |
1.000 |
5,937.0 |
0.618 |
5,917.0 |
HIGH |
5,884.5 |
0.618 |
5,864.5 |
0.500 |
5,858.0 |
0.382 |
5,852.0 |
LOW |
5,832.0 |
0.618 |
5,799.5 |
1.000 |
5,779.5 |
1.618 |
5,747.0 |
2.618 |
5,694.5 |
4.250 |
5,609.0 |
|
|
Fisher Pivots for day following 14-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,858.0 |
5,931.0 |
PP |
5,851.5 |
5,900.0 |
S1 |
5,845.0 |
5,869.5 |
|