Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,070.0 |
6,003.0 |
-67.0 |
-1.1% |
5,859.5 |
High |
6,100.0 |
6,081.5 |
-18.5 |
-0.3% |
6,100.0 |
Low |
5,972.0 |
5,984.0 |
12.0 |
0.2% |
5,832.0 |
Close |
5,997.5 |
6,068.0 |
70.5 |
1.2% |
6,068.0 |
Range |
128.0 |
97.5 |
-30.5 |
-23.8% |
268.0 |
ATR |
118.0 |
116.5 |
-1.5 |
-1.2% |
0.0 |
Volume |
106,626 |
115,482 |
8,856 |
8.3% |
527,660 |
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,337.0 |
6,300.0 |
6,121.5 |
|
R3 |
6,239.5 |
6,202.5 |
6,095.0 |
|
R2 |
6,142.0 |
6,142.0 |
6,086.0 |
|
R1 |
6,105.0 |
6,105.0 |
6,077.0 |
6,123.5 |
PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,054.0 |
S1 |
6,007.5 |
6,007.5 |
6,059.0 |
6,026.0 |
S2 |
5,947.0 |
5,947.0 |
6,050.0 |
|
S3 |
5,849.5 |
5,910.0 |
6,041.0 |
|
S4 |
5,752.0 |
5,812.5 |
6,014.5 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,804.0 |
6,704.0 |
6,215.5 |
|
R3 |
6,536.0 |
6,436.0 |
6,141.5 |
|
R2 |
6,268.0 |
6,268.0 |
6,117.0 |
|
R1 |
6,168.0 |
6,168.0 |
6,092.5 |
6,218.0 |
PP |
6,000.0 |
6,000.0 |
6,000.0 |
6,025.0 |
S1 |
5,900.0 |
5,900.0 |
6,043.5 |
5,950.0 |
S2 |
5,732.0 |
5,732.0 |
6,019.0 |
|
S3 |
5,464.0 |
5,632.0 |
5,994.5 |
|
S4 |
5,196.0 |
5,364.0 |
5,920.5 |
|
|
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 |
4.4% |
97.5 |
1.6% |
88% |
False |
False |
105,532 |
10 |
6,100.0 |
5,832.0 |
268.0 |
4.4% |
97.5 |
1.6% |
88% |
False |
False |
98,950 |
20 |
6,100.0 |
5,473.0 |
627.0 |
10.3% |
97.5 |
1.6% |
95% |
False |
False |
109,319 |
40 |
6,100.0 |
5,424.5 |
675.5 |
11.1% |
104.0 |
1.7% |
95% |
False |
False |
68,875 |
60 |
6,100.0 |
5,424.5 |
675.5 |
11.1% |
103.0 |
1.7% |
95% |
False |
False |
46,062 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.3% |
105.5 |
1.7% |
60% |
False |
False |
34,581 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.7% |
87.0 |
1.4% |
56% |
False |
False |
27,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,496.0 |
2.618 |
6,337.0 |
1.618 |
6,239.5 |
1.000 |
6,179.0 |
0.618 |
6,142.0 |
HIGH |
6,081.5 |
0.618 |
6,044.5 |
0.500 |
6,033.0 |
0.382 |
6,021.0 |
LOW |
5,984.0 |
0.618 |
5,923.5 |
1.000 |
5,886.5 |
1.618 |
5,826.0 |
2.618 |
5,728.5 |
4.250 |
5,569.5 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,056.0 |
6,052.0 |
PP |
6,044.5 |
6,036.5 |
S1 |
6,033.0 |
6,021.0 |
|