Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,903.00 |
1,913.00 |
10.00 |
0.5% |
1,807.00 |
High |
1,920.50 |
1,918.00 |
-2.50 |
-0.1% |
1,914.75 |
Low |
1,893.00 |
1,872.75 |
-20.25 |
-1.1% |
1,781.25 |
Close |
1,914.00 |
1,895.00 |
-19.00 |
-1.0% |
1,903.00 |
Range |
27.50 |
45.25 |
17.75 |
64.5% |
133.50 |
ATR |
44.26 |
44.33 |
0.07 |
0.2% |
0.00 |
Volume |
374,155 |
207,006 |
-167,149 |
-44.7% |
1,635,827 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.00 |
2,008.25 |
1,920.00 |
|
R3 |
1,985.75 |
1,963.00 |
1,907.50 |
|
R2 |
1,940.50 |
1,940.50 |
1,903.25 |
|
R1 |
1,917.75 |
1,917.75 |
1,899.25 |
1,906.50 |
PP |
1,895.25 |
1,895.25 |
1,895.25 |
1,889.50 |
S1 |
1,872.50 |
1,872.50 |
1,890.75 |
1,861.25 |
S2 |
1,850.00 |
1,850.00 |
1,886.75 |
|
S3 |
1,804.75 |
1,827.25 |
1,882.50 |
|
S4 |
1,759.50 |
1,782.00 |
1,870.00 |
|
|
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 |
1,814.50 |
106.00 |
5.6% |
41.00 |
2.2% |
76% |
False |
False |
323,215 |
10 |
1,920.50 |
1,781.25 |
139.25 |
7.3% |
42.00 |
2.2% |
82% |
False |
False |
311,487 |
20 |
1,920.50 |
1,767.50 |
153.00 |
8.1% |
40.00 |
2.1% |
83% |
False |
False |
321,305 |
40 |
1,920.50 |
1,674.00 |
246.50 |
13.0% |
46.25 |
2.4% |
90% |
False |
False |
252,368 |
60 |
1,920.50 |
1,674.00 |
246.50 |
13.0% |
45.75 |
2.4% |
90% |
False |
False |
168,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.25 |
2.618 |
2,036.50 |
1.618 |
1,991.25 |
1.000 |
1,963.25 |
0.618 |
1,946.00 |
HIGH |
1,918.00 |
0.618 |
1,900.75 |
0.500 |
1,895.50 |
0.382 |
1,890.00 |
LOW |
1,872.75 |
0.618 |
1,844.75 |
1.000 |
1,827.50 |
1.618 |
1,799.50 |
2.618 |
1,754.25 |
4.250 |
1,680.50 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,895.50 |
1,895.50 |
PP |
1,895.25 |
1,895.25 |
S1 |
1,895.00 |
1,895.25 |
|