Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,859.5 |
5,883.5 |
24.0 |
0.4% |
5,990.0 |
High |
5,884.5 |
5,954.5 |
70.0 |
1.2% |
6,048.0 |
Low |
5,832.0 |
5,871.5 |
39.5 |
0.7% |
5,874.0 |
Close |
5,838.5 |
5,915.0 |
76.5 |
1.3% |
5,900.0 |
Range |
52.5 |
83.0 |
30.5 |
58.1% |
174.0 |
ATR |
114.3 |
114.5 |
0.1 |
0.1% |
0.0 |
Volume |
120,580 |
78,115 |
-42,465 |
-35.2% |
461,842 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.5 |
6,122.0 |
5,960.5 |
|
R3 |
6,079.5 |
6,039.0 |
5,938.0 |
|
R2 |
5,996.5 |
5,996.5 |
5,930.0 |
|
R1 |
5,956.0 |
5,956.0 |
5,922.5 |
5,976.0 |
PP |
5,913.5 |
5,913.5 |
5,913.5 |
5,924.0 |
S1 |
5,873.0 |
5,873.0 |
5,907.5 |
5,893.0 |
S2 |
5,830.5 |
5,830.5 |
5,900.0 |
|
S3 |
5,747.5 |
5,790.0 |
5,892.0 |
|
S4 |
5,664.5 |
5,707.0 |
5,869.5 |
|
|
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% |
100.5 |
1.7% |
42% |
False |
False |
96,255 |
10 |
6,048.0 |
5,832.0 |
216.0 |
3.7% |
86.5 |
1.5% |
38% |
False |
False |
100,274 |
20 |
6,048.0 |
5,424.5 |
623.5 |
10.5% |
100.0 |
1.7% |
79% |
False |
False |
115,030 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.4% |
102.5 |
1.7% |
73% |
False |
False |
60,727 |
60 |
6,099.5 |
5,325.0 |
774.5 |
13.1% |
112.5 |
1.9% |
76% |
False |
False |
40,586 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.9% |
101.0 |
1.7% |
48% |
False |
False |
30,469 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.3% |
83.5 |
1.4% |
45% |
False |
False |
24,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,307.0 |
2.618 |
6,172.0 |
1.618 |
6,089.0 |
1.000 |
6,037.5 |
0.618 |
6,006.0 |
HIGH |
5,954.5 |
0.618 |
5,923.0 |
0.500 |
5,913.0 |
0.382 |
5,903.0 |
LOW |
5,871.5 |
0.618 |
5,820.0 |
1.000 |
5,788.5 |
1.618 |
5,737.0 |
2.618 |
5,654.0 |
4.250 |
5,519.0 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,914.5 |
5,931.0 |
PP |
5,913.5 |
5,925.5 |
S1 |
5,913.0 |
5,920.5 |
|