Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,817.00 |
1,867.00 |
50.00 |
2.8% |
1,868.00 |
High |
1,865.75 |
1,871.25 |
5.50 |
0.3% |
1,893.75 |
Low |
1,814.50 |
1,834.50 |
20.00 |
1.1% |
1,799.00 |
Close |
1,862.25 |
1,867.00 |
4.75 |
0.3% |
1,806.25 |
Range |
51.25 |
36.75 |
-14.50 |
-28.3% |
94.75 |
ATR |
46.04 |
45.38 |
-0.66 |
-1.4% |
0.00 |
Volume |
295,909 |
409,684 |
113,775 |
38.4% |
1,510,822 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.75 |
1,954.25 |
1,887.25 |
|
R3 |
1,931.00 |
1,917.50 |
1,877.00 |
|
R2 |
1,894.25 |
1,894.25 |
1,873.75 |
|
R1 |
1,880.75 |
1,880.75 |
1,870.25 |
1,885.50 |
PP |
1,857.50 |
1,857.50 |
1,857.50 |
1,860.00 |
S1 |
1,844.00 |
1,844.00 |
1,863.75 |
1,848.50 |
S2 |
1,820.75 |
1,820.75 |
1,860.25 |
|
S3 |
1,784.00 |
1,807.25 |
1,857.00 |
|
S4 |
1,747.25 |
1,770.50 |
1,846.75 |
|
|
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 |
1,871.25 |
1,781.25 |
90.00 |
4.8% |
42.00 |
2.2% |
95% |
True |
False |
322,839 |
10 |
1,893.75 |
1,781.25 |
112.50 |
6.0% |
39.50 |
2.1% |
76% |
False |
False |
311,268 |
20 |
1,893.75 |
1,709.75 |
184.00 |
9.9% |
42.25 |
2.3% |
85% |
False |
False |
341,752 |
40 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
46.00 |
2.5% |
88% |
False |
False |
229,631 |
60 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
46.50 |
2.5% |
88% |
False |
False |
153,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.50 |
2.618 |
1,967.50 |
1.618 |
1,930.75 |
1.000 |
1,908.00 |
0.618 |
1,894.00 |
HIGH |
1,871.25 |
0.618 |
1,857.25 |
0.500 |
1,853.00 |
0.382 |
1,848.50 |
LOW |
1,834.50 |
0.618 |
1,811.75 |
1.000 |
1,797.75 |
1.618 |
1,775.00 |
2.618 |
1,738.25 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,862.25 |
1,853.50 |
PP |
1,857.50 |
1,839.75 |
S1 |
1,853.00 |
1,826.25 |
|