Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,958.5 |
6,070.0 |
111.5 |
1.9% |
5,990.0 |
High |
6,068.0 |
6,100.0 |
32.0 |
0.5% |
6,048.0 |
Low |
5,941.5 |
5,972.0 |
30.5 |
0.5% |
5,874.0 |
Close |
6,057.0 |
5,997.5 |
-59.5 |
-1.0% |
5,900.0 |
Range |
126.5 |
128.0 |
1.5 |
1.2% |
174.0 |
ATR |
117.2 |
118.0 |
0.8 |
0.7% |
0.0 |
Volume |
106,857 |
106,626 |
-231 |
-0.2% |
461,842 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,407.0 |
6,330.5 |
6,068.0 |
|
R3 |
6,279.0 |
6,202.5 |
6,032.5 |
|
R2 |
6,151.0 |
6,151.0 |
6,021.0 |
|
R1 |
6,074.5 |
6,074.5 |
6,009.0 |
6,049.0 |
PP |
6,023.0 |
6,023.0 |
6,023.0 |
6,010.5 |
S1 |
5,946.5 |
5,946.5 |
5,986.0 |
5,921.0 |
S2 |
5,895.0 |
5,895.0 |
5,974.0 |
|
S3 |
5,767.0 |
5,818.5 |
5,962.5 |
|
S4 |
5,639.0 |
5,690.5 |
5,927.0 |
|
|
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 |
6,100.0 |
5,832.0 |
268.0 |
4.5% |
109.0 |
1.8% |
62% |
True |
False |
105,683 |
10 |
6,100.0 |
5,832.0 |
268.0 |
4.5% |
95.0 |
1.6% |
62% |
True |
False |
96,770 |
20 |
6,100.0 |
5,473.0 |
627.0 |
10.5% |
100.0 |
1.7% |
84% |
True |
False |
115,134 |
40 |
6,100.0 |
5,424.5 |
675.5 |
11.3% |
103.5 |
1.7% |
85% |
True |
False |
66,016 |
60 |
6,100.0 |
5,424.5 |
675.5 |
11.3% |
106.0 |
1.8% |
85% |
True |
False |
44,139 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.6% |
104.5 |
1.7% |
54% |
False |
False |
33,137 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.0% |
86.0 |
1.4% |
51% |
False |
False |
26,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,644.0 |
2.618 |
6,435.0 |
1.618 |
6,307.0 |
1.000 |
6,228.0 |
0.618 |
6,179.0 |
HIGH |
6,100.0 |
0.618 |
6,051.0 |
0.500 |
6,036.0 |
0.382 |
6,021.0 |
LOW |
5,972.0 |
0.618 |
5,893.0 |
1.000 |
5,844.0 |
1.618 |
5,765.0 |
2.618 |
5,637.0 |
4.250 |
5,428.0 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,036.0 |
5,993.5 |
PP |
6,023.0 |
5,989.5 |
S1 |
6,010.5 |
5,986.0 |
|