Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,922.25 |
1,926.50 |
4.25 |
0.2% |
1,903.00 |
High |
1,941.75 |
1,947.75 |
6.00 |
0.3% |
1,949.50 |
Low |
1,918.75 |
1,918.75 |
0.00 |
0.0% |
1,872.75 |
Close |
1,926.50 |
1,939.00 |
12.50 |
0.6% |
1,921.00 |
Range |
23.00 |
29.00 |
6.00 |
26.1% |
76.75 |
ATR |
42.50 |
41.54 |
-0.96 |
-2.3% |
0.00 |
Volume |
304,354 |
189,027 |
-115,327 |
-37.9% |
1,583,514 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.25 |
2,009.50 |
1,955.00 |
|
R3 |
1,993.25 |
1,980.50 |
1,947.00 |
|
R2 |
1,964.25 |
1,964.25 |
1,944.25 |
|
R1 |
1,951.50 |
1,951.50 |
1,941.75 |
1,958.00 |
PP |
1,935.25 |
1,935.25 |
1,935.25 |
1,938.25 |
S1 |
1,922.50 |
1,922.50 |
1,936.25 |
1,929.00 |
S2 |
1,906.25 |
1,906.25 |
1,933.75 |
|
S3 |
1,877.25 |
1,893.50 |
1,931.00 |
|
S4 |
1,848.25 |
1,864.50 |
1,923.00 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,144.75 |
2,109.50 |
1,963.25 |
|
R3 |
2,068.00 |
2,032.75 |
1,942.00 |
|
R2 |
1,991.25 |
1,991.25 |
1,935.00 |
|
R1 |
1,956.00 |
1,956.00 |
1,928.00 |
1,973.50 |
PP |
1,914.50 |
1,914.50 |
1,914.50 |
1,923.25 |
S1 |
1,879.25 |
1,879.25 |
1,914.00 |
1,897.00 |
S2 |
1,837.75 |
1,837.75 |
1,907.00 |
|
S3 |
1,761.00 |
1,802.50 |
1,900.00 |
|
S4 |
1,684.25 |
1,725.75 |
1,878.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,949.50 |
1,887.00 |
62.50 |
3.2% |
36.00 |
1.9% |
83% |
False |
False |
299,146 |
10 |
1,949.50 |
1,814.50 |
135.00 |
7.0% |
38.50 |
2.0% |
92% |
False |
False |
311,181 |
20 |
1,949.50 |
1,781.25 |
168.25 |
8.7% |
38.00 |
2.0% |
94% |
False |
False |
316,137 |
40 |
1,949.50 |
1,674.00 |
275.50 |
14.2% |
46.25 |
2.4% |
96% |
False |
False |
289,662 |
60 |
1,949.50 |
1,674.00 |
275.50 |
14.2% |
44.75 |
2.3% |
96% |
False |
False |
193,282 |
80 |
2,014.50 |
1,674.00 |
340.50 |
17.6% |
48.25 |
2.5% |
78% |
False |
False |
145,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.00 |
2.618 |
2,023.75 |
1.618 |
1,994.75 |
1.000 |
1,976.75 |
0.618 |
1,965.75 |
HIGH |
1,947.75 |
0.618 |
1,936.75 |
0.500 |
1,933.25 |
0.382 |
1,929.75 |
LOW |
1,918.75 |
0.618 |
1,900.75 |
1.000 |
1,889.75 |
1.618 |
1,871.75 |
2.618 |
1,842.75 |
4.250 |
1,795.50 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,937.00 |
1,933.75 |
PP |
1,935.25 |
1,928.50 |
S1 |
1,933.25 |
1,923.25 |
|