Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,027.5 |
6,060.0 |
32.5 |
0.5% |
5,859.5 |
High |
6,083.0 |
6,104.5 |
21.5 |
0.4% |
6,100.0 |
Low |
6,013.0 |
5,987.0 |
-26.0 |
-0.4% |
5,832.0 |
Close |
6,039.0 |
6,087.0 |
48.0 |
0.8% |
6,068.0 |
Range |
70.0 |
117.5 |
47.5 |
67.9% |
268.0 |
ATR |
109.9 |
110.5 |
0.5 |
0.5% |
0.0 |
Volume |
76,138 |
88,974 |
12,836 |
16.9% |
527,660 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,412.0 |
6,367.0 |
6,151.5 |
|
R3 |
6,294.5 |
6,249.5 |
6,119.5 |
|
R2 |
6,177.0 |
6,177.0 |
6,108.5 |
|
R1 |
6,132.0 |
6,132.0 |
6,098.0 |
6,154.5 |
PP |
6,059.5 |
6,059.5 |
6,059.5 |
6,071.0 |
S1 |
6,014.5 |
6,014.5 |
6,076.0 |
6,037.0 |
S2 |
5,942.0 |
5,942.0 |
6,065.5 |
|
S3 |
5,824.5 |
5,897.0 |
6,054.5 |
|
S4 |
5,707.0 |
5,779.5 |
6,022.5 |
|
|
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 |
6,104.5 |
5,972.0 |
132.5 |
2.2% |
96.0 |
1.6% |
87% |
True |
False |
99,984 |
10 |
6,104.5 |
5,832.0 |
272.5 |
4.5% |
102.5 |
1.7% |
94% |
True |
False |
100,439 |
20 |
6,104.5 |
5,597.5 |
507.0 |
8.3% |
99.0 |
1.6% |
97% |
True |
False |
101,618 |
40 |
6,104.5 |
5,424.5 |
680.0 |
11.2% |
105.0 |
1.7% |
97% |
True |
False |
75,771 |
60 |
6,104.5 |
5,424.5 |
680.0 |
11.2% |
101.0 |
1.7% |
97% |
True |
False |
50,687 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.3% |
107.5 |
1.8% |
62% |
False |
False |
38,053 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.7% |
89.0 |
1.5% |
58% |
False |
False |
30,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,604.0 |
2.618 |
6,412.0 |
1.618 |
6,294.5 |
1.000 |
6,222.0 |
0.618 |
6,177.0 |
HIGH |
6,104.5 |
0.618 |
6,059.5 |
0.500 |
6,046.0 |
0.382 |
6,032.0 |
LOW |
5,987.0 |
0.618 |
5,914.5 |
1.000 |
5,869.5 |
1.618 |
5,797.0 |
2.618 |
5,679.5 |
4.250 |
5,487.5 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,073.0 |
6,073.0 |
PP |
6,059.5 |
6,059.5 |
S1 |
6,046.0 |
6,046.0 |
|