Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,855.50 |
1,836.25 |
-19.25 |
-1.0% |
1,780.50 |
High |
1,866.25 |
1,870.25 |
4.00 |
0.2% |
1,891.25 |
Low |
1,820.50 |
1,823.75 |
3.25 |
0.2% |
1,767.50 |
Close |
1,837.25 |
1,858.75 |
21.50 |
1.2% |
1,869.75 |
Range |
45.75 |
46.50 |
0.75 |
1.6% |
123.75 |
ATR |
45.37 |
45.45 |
0.08 |
0.2% |
0.00 |
Volume |
254,231 |
335,959 |
81,728 |
32.1% |
1,687,415 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.50 |
1,971.00 |
1,884.25 |
|
R3 |
1,944.00 |
1,924.50 |
1,871.50 |
|
R2 |
1,897.50 |
1,897.50 |
1,867.25 |
|
R1 |
1,878.00 |
1,878.00 |
1,863.00 |
1,887.75 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,855.75 |
S1 |
1,831.50 |
1,831.50 |
1,854.50 |
1,841.25 |
S2 |
1,804.50 |
1,804.50 |
1,850.25 |
|
S3 |
1,758.00 |
1,785.00 |
1,846.00 |
|
S4 |
1,711.50 |
1,738.50 |
1,833.25 |
|
|
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 |
3.9% |
37.00 |
2.0% |
52% |
False |
False |
299,697 |
10 |
1,893.75 |
1,767.50 |
126.25 |
6.8% |
40.75 |
2.2% |
72% |
False |
False |
326,832 |
20 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
50.00 |
2.7% |
84% |
False |
False |
376,014 |
40 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
45.75 |
2.5% |
84% |
False |
False |
189,342 |
60 |
1,932.75 |
1,674.00 |
258.75 |
13.9% |
49.25 |
2.7% |
71% |
False |
False |
126,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.00 |
2.618 |
1,992.00 |
1.618 |
1,945.50 |
1.000 |
1,916.75 |
0.618 |
1,899.00 |
HIGH |
1,870.25 |
0.618 |
1,852.50 |
0.500 |
1,847.00 |
0.382 |
1,841.50 |
LOW |
1,823.75 |
0.618 |
1,795.00 |
1.000 |
1,777.25 |
1.618 |
1,748.50 |
2.618 |
1,702.00 |
4.250 |
1,626.00 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,854.75 |
1,854.25 |
PP |
1,851.00 |
1,849.75 |
S1 |
1,847.00 |
1,845.50 |
|