Trading Metrics calculated at close of trading on 09-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,866.75 |
1,855.50 |
-11.25 |
-0.6% |
1,780.50 |
High |
1,866.75 |
1,866.25 |
-0.50 |
0.0% |
1,891.25 |
Low |
1,843.50 |
1,820.50 |
-23.00 |
-1.2% |
1,767.50 |
Close |
1,854.75 |
1,837.25 |
-17.50 |
-0.9% |
1,869.75 |
Range |
23.25 |
45.75 |
22.50 |
96.8% |
123.75 |
ATR |
45.34 |
45.37 |
0.03 |
0.1% |
0.00 |
Volume |
291,299 |
254,231 |
-37,068 |
-12.7% |
1,687,415 |
|
Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.50 |
1,953.75 |
1,862.50 |
|
R3 |
1,932.75 |
1,908.00 |
1,849.75 |
|
R2 |
1,887.00 |
1,887.00 |
1,845.75 |
|
R1 |
1,862.25 |
1,862.25 |
1,841.50 |
1,851.75 |
PP |
1,841.25 |
1,841.25 |
1,841.25 |
1,836.00 |
S1 |
1,816.50 |
1,816.50 |
1,833.00 |
1,806.00 |
S2 |
1,795.50 |
1,795.50 |
1,828.75 |
|
S3 |
1,749.75 |
1,770.75 |
1,824.75 |
|
S4 |
1,704.00 |
1,725.00 |
1,812.00 |
|
|
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 |
1,820.50 |
73.25 |
4.0% |
34.00 |
1.8% |
23% |
False |
True |
305,891 |
10 |
1,893.75 |
1,767.50 |
126.25 |
6.9% |
40.00 |
2.2% |
55% |
False |
False |
323,649 |
20 |
1,893.75 |
1,674.00 |
219.75 |
12.0% |
49.25 |
2.7% |
74% |
False |
False |
360,135 |
40 |
1,893.75 |
1,674.00 |
219.75 |
12.0% |
45.75 |
2.5% |
74% |
False |
False |
180,947 |
60 |
1,971.75 |
1,674.00 |
297.75 |
16.2% |
49.50 |
2.7% |
55% |
False |
False |
120,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.75 |
2.618 |
1,986.00 |
1.618 |
1,940.25 |
1.000 |
1,912.00 |
0.618 |
1,894.50 |
HIGH |
1,866.25 |
0.618 |
1,848.75 |
0.500 |
1,843.50 |
0.382 |
1,838.00 |
LOW |
1,820.50 |
0.618 |
1,792.25 |
1.000 |
1,774.75 |
1.618 |
1,746.50 |
2.618 |
1,700.75 |
4.250 |
1,626.00 |
|
|
Fisher Pivots for day following 09-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,843.50 |
1,857.00 |
PP |
1,841.25 |
1,850.50 |
S1 |
1,839.25 |
1,844.00 |
|