Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,873.00 |
1,903.00 |
30.00 |
1.6% |
1,807.00 |
High |
1,914.75 |
1,920.50 |
5.75 |
0.3% |
1,914.75 |
Low |
1,870.50 |
1,893.00 |
22.50 |
1.2% |
1,781.25 |
Close |
1,903.00 |
1,914.00 |
11.00 |
0.6% |
1,903.00 |
Range |
44.25 |
27.50 |
-16.75 |
-37.9% |
133.50 |
ATR |
45.55 |
44.26 |
-1.29 |
-2.8% |
0.00 |
Volume |
329,325 |
374,155 |
44,830 |
13.6% |
1,635,827 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.75 |
1,980.25 |
1,929.00 |
|
R3 |
1,964.25 |
1,952.75 |
1,921.50 |
|
R2 |
1,936.75 |
1,936.75 |
1,919.00 |
|
R1 |
1,925.25 |
1,925.25 |
1,916.50 |
1,931.00 |
PP |
1,909.25 |
1,909.25 |
1,909.25 |
1,912.00 |
S1 |
1,897.75 |
1,897.75 |
1,911.50 |
1,903.50 |
S2 |
1,881.75 |
1,881.75 |
1,909.00 |
|
S3 |
1,854.25 |
1,870.25 |
1,906.50 |
|
S4 |
1,826.75 |
1,842.75 |
1,899.00 |
|
|
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 |
1,920.50 |
1,781.25 |
139.25 |
7.3% |
37.75 |
2.0% |
95% |
True |
False |
332,105 |
10 |
1,920.50 |
1,781.25 |
139.25 |
7.3% |
39.75 |
2.1% |
95% |
True |
False |
319,916 |
20 |
1,920.50 |
1,767.50 |
153.00 |
8.0% |
39.50 |
2.1% |
96% |
True |
False |
328,615 |
40 |
1,920.50 |
1,674.00 |
246.50 |
12.9% |
45.50 |
2.4% |
97% |
True |
False |
247,196 |
60 |
1,920.50 |
1,674.00 |
246.50 |
12.9% |
45.75 |
2.4% |
97% |
True |
False |
164,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.50 |
2.618 |
1,992.50 |
1.618 |
1,965.00 |
1.000 |
1,948.00 |
0.618 |
1,937.50 |
HIGH |
1,920.50 |
0.618 |
1,910.00 |
0.500 |
1,906.75 |
0.382 |
1,903.50 |
LOW |
1,893.00 |
0.618 |
1,876.00 |
1.000 |
1,865.50 |
1.618 |
1,848.50 |
2.618 |
1,821.00 |
4.250 |
1,776.00 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,911.50 |
1,901.75 |
PP |
1,909.25 |
1,889.75 |
S1 |
1,906.75 |
1,877.50 |
|