Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,003.0 |
6,083.0 |
80.0 |
1.3% |
5,859.5 |
High |
6,081.5 |
6,097.0 |
15.5 |
0.3% |
6,100.0 |
Low |
5,984.0 |
6,030.0 |
46.0 |
0.8% |
5,832.0 |
Close |
6,068.0 |
6,058.5 |
-9.5 |
-0.2% |
6,068.0 |
Range |
97.5 |
67.0 |
-30.5 |
-31.3% |
268.0 |
ATR |
116.5 |
113.0 |
-3.5 |
-3.0% |
0.0 |
Volume |
115,482 |
112,703 |
-2,779 |
-2.4% |
527,660 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,263.0 |
6,227.5 |
6,095.5 |
|
R3 |
6,196.0 |
6,160.5 |
6,077.0 |
|
R2 |
6,129.0 |
6,129.0 |
6,071.0 |
|
R1 |
6,093.5 |
6,093.5 |
6,064.5 |
6,078.0 |
PP |
6,062.0 |
6,062.0 |
6,062.0 |
6,054.0 |
S1 |
6,026.5 |
6,026.5 |
6,052.5 |
6,011.0 |
S2 |
5,995.0 |
5,995.0 |
6,046.0 |
|
S3 |
5,928.0 |
5,959.5 |
6,040.0 |
|
S4 |
5,861.0 |
5,892.5 |
6,021.5 |
|
|
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 |
5,871.5 |
228.5 |
3.8% |
100.5 |
1.7% |
82% |
False |
False |
103,956 |
10 |
6,100.0 |
5,832.0 |
268.0 |
4.4% |
97.5 |
1.6% |
85% |
False |
False |
101,378 |
20 |
6,100.0 |
5,597.5 |
502.5 |
8.3% |
96.5 |
1.6% |
92% |
False |
False |
106,945 |
40 |
6,100.0 |
5,424.5 |
675.5 |
11.1% |
104.0 |
1.7% |
94% |
False |
False |
71,691 |
60 |
6,100.0 |
5,424.5 |
675.5 |
11.1% |
102.0 |
1.7% |
94% |
False |
False |
47,940 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.4% |
106.0 |
1.7% |
59% |
False |
False |
35,989 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.8% |
87.5 |
1.4% |
56% |
False |
False |
28,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,382.0 |
2.618 |
6,272.5 |
1.618 |
6,205.5 |
1.000 |
6,164.0 |
0.618 |
6,138.5 |
HIGH |
6,097.0 |
0.618 |
6,071.5 |
0.500 |
6,063.5 |
0.382 |
6,055.5 |
LOW |
6,030.0 |
0.618 |
5,988.5 |
1.000 |
5,963.0 |
1.618 |
5,921.5 |
2.618 |
5,854.5 |
4.250 |
5,745.0 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,063.5 |
6,051.0 |
PP |
6,062.0 |
6,043.5 |
S1 |
6,060.0 |
6,036.0 |
|