Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,807.00 |
1,797.50 |
-9.50 |
-0.5% |
1,868.00 |
High |
1,814.00 |
1,809.75 |
-4.25 |
-0.2% |
1,893.75 |
Low |
1,791.50 |
1,781.25 |
-10.25 |
-0.6% |
1,799.00 |
Close |
1,796.25 |
1,796.75 |
0.50 |
0.0% |
1,806.25 |
Range |
22.50 |
28.50 |
6.00 |
26.7% |
94.75 |
ATR |
45.49 |
44.27 |
-1.21 |
-2.7% |
0.00 |
Volume |
349,457 |
251,452 |
-98,005 |
-28.0% |
1,510,822 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.50 |
1,867.50 |
1,812.50 |
|
R3 |
1,853.00 |
1,839.00 |
1,804.50 |
|
R2 |
1,824.50 |
1,824.50 |
1,802.00 |
|
R1 |
1,810.50 |
1,810.50 |
1,799.25 |
1,803.25 |
PP |
1,796.00 |
1,796.00 |
1,796.00 |
1,792.25 |
S1 |
1,782.00 |
1,782.00 |
1,794.25 |
1,774.75 |
S2 |
1,767.50 |
1,767.50 |
1,791.50 |
|
S3 |
1,739.00 |
1,753.50 |
1,789.00 |
|
S4 |
1,710.50 |
1,725.00 |
1,781.00 |
|
|
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 |
1,870.25 |
1,781.25 |
89.00 |
5.0% |
42.75 |
2.4% |
17% |
False |
True |
299,759 |
10 |
1,893.75 |
1,781.25 |
112.50 |
6.3% |
37.25 |
2.1% |
14% |
False |
True |
321,094 |
20 |
1,893.75 |
1,694.50 |
199.25 |
11.1% |
44.75 |
2.5% |
51% |
False |
False |
365,186 |
40 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
46.00 |
2.6% |
56% |
False |
False |
212,004 |
60 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
48.75 |
2.7% |
56% |
False |
False |
141,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.00 |
2.618 |
1,884.25 |
1.618 |
1,855.75 |
1.000 |
1,838.25 |
0.618 |
1,827.25 |
HIGH |
1,809.75 |
0.618 |
1,798.75 |
0.500 |
1,795.50 |
0.382 |
1,792.25 |
LOW |
1,781.25 |
0.618 |
1,763.75 |
1.000 |
1,752.75 |
1.618 |
1,735.25 |
2.618 |
1,706.75 |
4.250 |
1,660.00 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,796.25 |
1,825.50 |
PP |
1,796.00 |
1,816.00 |
S1 |
1,795.50 |
1,806.25 |
|