Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,836.25 |
1,858.00 |
21.75 |
1.2% |
1,868.00 |
High |
1,870.25 |
1,869.75 |
-0.50 |
0.0% |
1,893.75 |
Low |
1,823.75 |
1,799.00 |
-24.75 |
-1.4% |
1,799.00 |
Close |
1,858.75 |
1,806.25 |
-52.50 |
-2.8% |
1,806.25 |
Range |
46.50 |
70.75 |
24.25 |
52.2% |
94.75 |
ATR |
45.45 |
47.26 |
1.81 |
4.0% |
0.00 |
Volume |
335,959 |
307,696 |
-28,263 |
-8.4% |
1,510,822 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.25 |
1,992.50 |
1,845.25 |
|
R3 |
1,966.50 |
1,921.75 |
1,825.75 |
|
R2 |
1,895.75 |
1,895.75 |
1,819.25 |
|
R1 |
1,851.00 |
1,851.00 |
1,812.75 |
1,838.00 |
PP |
1,825.00 |
1,825.00 |
1,825.00 |
1,818.50 |
S1 |
1,780.25 |
1,780.25 |
1,799.75 |
1,767.25 |
S2 |
1,754.25 |
1,754.25 |
1,793.25 |
|
S3 |
1,683.50 |
1,709.50 |
1,786.75 |
|
S4 |
1,612.75 |
1,638.75 |
1,767.25 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.25 |
2,056.50 |
1,858.25 |
|
R3 |
2,022.50 |
1,961.75 |
1,832.25 |
|
R2 |
1,927.75 |
1,927.75 |
1,823.50 |
|
R1 |
1,867.00 |
1,867.00 |
1,815.00 |
1,850.00 |
PP |
1,833.00 |
1,833.00 |
1,833.00 |
1,824.50 |
S1 |
1,772.25 |
1,772.25 |
1,797.50 |
1,755.25 |
S2 |
1,738.25 |
1,738.25 |
1,789.00 |
|
S3 |
1,643.50 |
1,677.50 |
1,780.25 |
|
S4 |
1,548.75 |
1,582.75 |
1,754.25 |
|
|
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 |
1,799.00 |
94.75 |
5.2% |
43.50 |
2.4% |
8% |
False |
True |
302,164 |
10 |
1,893.75 |
1,767.50 |
126.25 |
7.0% |
43.50 |
2.4% |
31% |
False |
False |
319,823 |
20 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
50.25 |
2.8% |
60% |
False |
False |
388,976 |
40 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
46.25 |
2.6% |
60% |
False |
False |
197,033 |
60 |
1,918.25 |
1,674.00 |
244.25 |
13.5% |
49.50 |
2.7% |
54% |
False |
False |
131,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,170.50 |
2.618 |
2,055.00 |
1.618 |
1,984.25 |
1.000 |
1,940.50 |
0.618 |
1,913.50 |
HIGH |
1,869.75 |
0.618 |
1,842.75 |
0.500 |
1,834.50 |
0.382 |
1,826.00 |
LOW |
1,799.00 |
0.618 |
1,755.25 |
1.000 |
1,728.25 |
1.618 |
1,684.50 |
2.618 |
1,613.75 |
4.250 |
1,498.25 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,834.50 |
1,834.50 |
PP |
1,825.00 |
1,825.25 |
S1 |
1,815.50 |
1,815.75 |
|