Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,868.00 |
1,866.75 |
-1.25 |
-0.1% |
1,780.50 |
High |
1,893.75 |
1,866.75 |
-27.00 |
-1.4% |
1,891.25 |
Low |
1,862.75 |
1,843.50 |
-19.25 |
-1.0% |
1,767.50 |
Close |
1,865.75 |
1,854.75 |
-11.00 |
-0.6% |
1,869.75 |
Range |
31.00 |
23.25 |
-7.75 |
-25.0% |
123.75 |
ATR |
47.04 |
45.34 |
-1.70 |
-3.6% |
0.00 |
Volume |
321,637 |
291,299 |
-30,338 |
-9.4% |
1,687,415 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.75 |
1,913.00 |
1,867.50 |
|
R3 |
1,901.50 |
1,889.75 |
1,861.25 |
|
R2 |
1,878.25 |
1,878.25 |
1,859.00 |
|
R1 |
1,866.50 |
1,866.50 |
1,857.00 |
1,860.75 |
PP |
1,855.00 |
1,855.00 |
1,855.00 |
1,852.00 |
S1 |
1,843.25 |
1,843.25 |
1,852.50 |
1,837.50 |
S2 |
1,831.75 |
1,831.75 |
1,850.50 |
|
S3 |
1,808.50 |
1,820.00 |
1,848.25 |
|
S4 |
1,785.25 |
1,796.75 |
1,842.00 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,214.00 |
2,165.75 |
1,937.75 |
|
R3 |
2,090.25 |
2,042.00 |
1,903.75 |
|
R2 |
1,966.50 |
1,966.50 |
1,892.50 |
|
R1 |
1,918.25 |
1,918.25 |
1,881.00 |
1,942.50 |
PP |
1,842.75 |
1,842.75 |
1,842.75 |
1,855.00 |
S1 |
1,794.50 |
1,794.50 |
1,858.50 |
1,818.50 |
S2 |
1,719.00 |
1,719.00 |
1,847.00 |
|
S3 |
1,595.25 |
1,670.75 |
1,835.75 |
|
S4 |
1,471.50 |
1,547.00 |
1,801.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,893.75 |
1,842.50 |
51.25 |
2.8% |
31.75 |
1.7% |
24% |
False |
False |
342,430 |
10 |
1,893.75 |
1,767.50 |
126.25 |
6.8% |
38.25 |
2.1% |
69% |
False |
False |
331,122 |
20 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
51.25 |
2.8% |
82% |
False |
False |
347,997 |
40 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
45.75 |
2.5% |
82% |
False |
False |
174,599 |
60 |
1,979.25 |
1,674.00 |
305.25 |
16.5% |
49.75 |
2.7% |
59% |
False |
False |
116,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.50 |
2.618 |
1,927.50 |
1.618 |
1,904.25 |
1.000 |
1,890.00 |
0.618 |
1,881.00 |
HIGH |
1,866.75 |
0.618 |
1,857.75 |
0.500 |
1,855.00 |
0.382 |
1,852.50 |
LOW |
1,843.50 |
0.618 |
1,829.25 |
1.000 |
1,820.25 |
1.618 |
1,806.00 |
2.618 |
1,782.75 |
4.250 |
1,744.75 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,855.00 |
1,868.50 |
PP |
1,855.00 |
1,864.00 |
S1 |
1,855.00 |
1,859.50 |
|