Trading Metrics calculated at close of trading on 30-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,926.50 |
1,939.00 |
12.50 |
0.6% |
1,903.00 |
High |
1,947.75 |
1,960.50 |
12.75 |
0.7% |
1,949.50 |
Low |
1,918.75 |
1,916.75 |
-2.00 |
-0.1% |
1,872.75 |
Close |
1,939.00 |
1,923.25 |
-15.75 |
-0.8% |
1,921.00 |
Range |
29.00 |
43.75 |
14.75 |
50.9% |
76.75 |
ATR |
41.54 |
41.69 |
0.16 |
0.4% |
0.00 |
Volume |
189,027 |
283,763 |
94,736 |
50.1% |
1,583,514 |
|
Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.75 |
2,037.75 |
1,947.25 |
|
R3 |
2,021.00 |
1,994.00 |
1,935.25 |
|
R2 |
1,977.25 |
1,977.25 |
1,931.25 |
|
R1 |
1,950.25 |
1,950.25 |
1,927.25 |
1,942.00 |
PP |
1,933.50 |
1,933.50 |
1,933.50 |
1,929.25 |
S1 |
1,906.50 |
1,906.50 |
1,919.25 |
1,898.00 |
S2 |
1,889.75 |
1,889.75 |
1,915.25 |
|
S3 |
1,846.00 |
1,862.75 |
1,911.25 |
|
S4 |
1,802.25 |
1,819.00 |
1,899.25 |
|
|
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 |
1,960.50 |
1,887.00 |
73.50 |
3.8% |
38.75 |
2.0% |
49% |
True |
False |
298,277 |
10 |
1,960.50 |
1,834.50 |
126.00 |
6.6% |
37.75 |
2.0% |
70% |
True |
False |
309,966 |
20 |
1,960.50 |
1,781.25 |
179.25 |
9.3% |
38.25 |
2.0% |
79% |
True |
False |
308,479 |
40 |
1,960.50 |
1,674.00 |
286.50 |
14.9% |
46.25 |
2.4% |
87% |
True |
False |
296,736 |
60 |
1,960.50 |
1,674.00 |
286.50 |
14.9% |
44.50 |
2.3% |
87% |
True |
False |
198,010 |
80 |
2,014.50 |
1,674.00 |
340.50 |
17.7% |
48.25 |
2.5% |
73% |
False |
False |
148,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,146.50 |
2.618 |
2,075.00 |
1.618 |
2,031.25 |
1.000 |
2,004.25 |
0.618 |
1,987.50 |
HIGH |
1,960.50 |
0.618 |
1,943.75 |
0.500 |
1,938.50 |
0.382 |
1,933.50 |
LOW |
1,916.75 |
0.618 |
1,889.75 |
1.000 |
1,873.00 |
1.618 |
1,846.00 |
2.618 |
1,802.25 |
4.250 |
1,730.75 |
|
|
Fisher Pivots for day following 30-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,938.50 |
1,938.50 |
PP |
1,933.50 |
1,933.50 |
S1 |
1,928.50 |
1,928.50 |
|