Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,913.00 |
1,895.50 |
-17.50 |
-0.9% |
1,807.00 |
High |
1,918.00 |
1,919.25 |
1.25 |
0.1% |
1,914.75 |
Low |
1,872.75 |
1,889.00 |
16.25 |
0.9% |
1,781.25 |
Close |
1,895.00 |
1,905.50 |
10.50 |
0.6% |
1,903.00 |
Range |
45.25 |
30.25 |
-15.00 |
-33.1% |
133.50 |
ATR |
44.33 |
43.32 |
-1.01 |
-2.3% |
0.00 |
Volume |
207,006 |
288,111 |
81,105 |
39.2% |
1,635,827 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.25 |
1,980.75 |
1,922.25 |
|
R3 |
1,965.00 |
1,950.50 |
1,913.75 |
|
R2 |
1,934.75 |
1,934.75 |
1,911.00 |
|
R1 |
1,920.25 |
1,920.25 |
1,908.25 |
1,927.50 |
PP |
1,904.50 |
1,904.50 |
1,904.50 |
1,908.25 |
S1 |
1,890.00 |
1,890.00 |
1,902.75 |
1,897.25 |
S2 |
1,874.25 |
1,874.25 |
1,900.00 |
|
S3 |
1,844.00 |
1,859.75 |
1,897.25 |
|
S4 |
1,813.75 |
1,829.50 |
1,888.75 |
|
|
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 |
1,920.50 |
1,834.50 |
86.00 |
4.5% |
36.75 |
1.9% |
83% |
False |
False |
321,656 |
10 |
1,920.50 |
1,781.25 |
139.25 |
7.3% |
40.25 |
2.1% |
89% |
False |
False |
314,875 |
20 |
1,920.50 |
1,767.50 |
153.00 |
8.0% |
40.25 |
2.1% |
90% |
False |
False |
319,262 |
40 |
1,920.50 |
1,674.00 |
246.50 |
12.9% |
46.00 |
2.4% |
94% |
False |
False |
259,568 |
60 |
1,920.50 |
1,674.00 |
246.50 |
12.9% |
45.75 |
2.4% |
94% |
False |
False |
173,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,047.75 |
2.618 |
1,998.50 |
1.618 |
1,968.25 |
1.000 |
1,949.50 |
0.618 |
1,938.00 |
HIGH |
1,919.25 |
0.618 |
1,907.75 |
0.500 |
1,904.00 |
0.382 |
1,900.50 |
LOW |
1,889.00 |
0.618 |
1,870.25 |
1.000 |
1,858.75 |
1.618 |
1,840.00 |
2.618 |
1,809.75 |
4.250 |
1,760.50 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,905.00 |
1,902.50 |
PP |
1,904.50 |
1,899.50 |
S1 |
1,904.00 |
1,896.50 |
|