Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,867.00 |
1,873.00 |
6.00 |
0.3% |
1,807.00 |
High |
1,871.25 |
1,914.75 |
43.50 |
2.3% |
1,914.75 |
Low |
1,834.50 |
1,870.50 |
36.00 |
2.0% |
1,781.25 |
Close |
1,867.00 |
1,903.00 |
36.00 |
1.9% |
1,903.00 |
Range |
36.75 |
44.25 |
7.50 |
20.4% |
133.50 |
ATR |
45.38 |
45.55 |
0.17 |
0.4% |
0.00 |
Volume |
409,684 |
329,325 |
-80,359 |
-19.6% |
1,635,827 |
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.75 |
2,010.25 |
1,927.25 |
|
R3 |
1,984.50 |
1,966.00 |
1,915.25 |
|
R2 |
1,940.25 |
1,940.25 |
1,911.00 |
|
R1 |
1,921.75 |
1,921.75 |
1,907.00 |
1,931.00 |
PP |
1,896.00 |
1,896.00 |
1,896.00 |
1,900.75 |
S1 |
1,877.50 |
1,877.50 |
1,899.00 |
1,886.75 |
S2 |
1,851.75 |
1,851.75 |
1,895.00 |
|
S3 |
1,807.50 |
1,833.25 |
1,890.75 |
|
S4 |
1,763.25 |
1,789.00 |
1,878.75 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,266.75 |
2,218.50 |
1,976.50 |
|
R3 |
2,133.25 |
2,085.00 |
1,939.75 |
|
R2 |
1,999.75 |
1,999.75 |
1,927.50 |
|
R1 |
1,951.50 |
1,951.50 |
1,915.25 |
1,975.50 |
PP |
1,866.25 |
1,866.25 |
1,866.25 |
1,878.50 |
S1 |
1,818.00 |
1,818.00 |
1,890.75 |
1,842.00 |
S2 |
1,732.75 |
1,732.75 |
1,878.50 |
|
S3 |
1,599.25 |
1,684.50 |
1,866.25 |
|
S4 |
1,465.75 |
1,551.00 |
1,829.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,914.75 |
1,781.25 |
133.50 |
7.0% |
36.75 |
1.9% |
91% |
True |
False |
327,165 |
10 |
1,914.75 |
1,781.25 |
133.50 |
7.0% |
40.00 |
2.1% |
91% |
True |
False |
314,664 |
20 |
1,914.75 |
1,748.50 |
166.25 |
8.7% |
42.00 |
2.2% |
93% |
True |
False |
329,295 |
40 |
1,914.75 |
1,674.00 |
240.75 |
12.7% |
45.75 |
2.4% |
95% |
True |
False |
237,851 |
60 |
1,914.75 |
1,674.00 |
240.75 |
12.7% |
46.75 |
2.5% |
95% |
True |
False |
158,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.75 |
2.618 |
2,030.50 |
1.618 |
1,986.25 |
1.000 |
1,959.00 |
0.618 |
1,942.00 |
HIGH |
1,914.75 |
0.618 |
1,897.75 |
0.500 |
1,892.50 |
0.382 |
1,887.50 |
LOW |
1,870.50 |
0.618 |
1,843.25 |
1.000 |
1,826.25 |
1.618 |
1,799.00 |
2.618 |
1,754.75 |
4.250 |
1,682.50 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,899.50 |
1,890.25 |
PP |
1,896.00 |
1,877.50 |
S1 |
1,892.50 |
1,864.50 |
|