Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,565 |
12,596 |
31 |
0.2% |
12,609 |
High |
12,648 |
12,639 |
-9 |
-0.1% |
12,731 |
Low |
12,497 |
12,296 |
-201 |
-1.6% |
12,296 |
Close |
12,600 |
12,339 |
-261 |
-2.1% |
12,339 |
Range |
151 |
343 |
192 |
127.2% |
435 |
ATR |
227 |
236 |
8 |
3.6% |
0 |
Volume |
147,363 |
141,240 |
-6,123 |
-4.2% |
705,708 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,454 |
13,239 |
12,528 |
|
R3 |
13,111 |
12,896 |
12,433 |
|
R2 |
12,768 |
12,768 |
12,402 |
|
R1 |
12,553 |
12,553 |
12,371 |
12,489 |
PP |
12,425 |
12,425 |
12,425 |
12,393 |
S1 |
12,210 |
12,210 |
12,308 |
12,146 |
S2 |
12,082 |
12,082 |
12,276 |
|
S3 |
11,739 |
11,867 |
12,245 |
|
S4 |
11,396 |
11,524 |
12,150 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,760 |
13,485 |
12,578 |
|
R3 |
13,325 |
13,050 |
12,459 |
|
R2 |
12,890 |
12,890 |
12,419 |
|
R1 |
12,615 |
12,615 |
12,379 |
12,535 |
PP |
12,455 |
12,455 |
12,455 |
12,416 |
S1 |
12,180 |
12,180 |
12,299 |
12,100 |
S2 |
12,020 |
12,020 |
12,259 |
|
S3 |
11,585 |
11,745 |
12,220 |
|
S4 |
11,150 |
11,310 |
12,100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,731 |
12,296 |
435 |
3.5% |
185 |
1.5% |
10% |
False |
True |
141,141 |
10 |
12,764 |
12,158 |
606 |
4.9% |
208 |
1.7% |
30% |
False |
False |
147,834 |
20 |
12,764 |
11,671 |
1,093 |
8.9% |
259 |
2.1% |
61% |
False |
False |
177,714 |
40 |
12,770 |
11,671 |
1,099 |
8.9% |
242 |
2.0% |
61% |
False |
False |
89,263 |
60 |
12,772 |
11,542 |
1,230 |
10.0% |
246 |
2.0% |
65% |
False |
False |
59,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,097 |
2.618 |
13,537 |
1.618 |
13,194 |
1.000 |
12,982 |
0.618 |
12,851 |
HIGH |
12,639 |
0.618 |
12,508 |
0.500 |
12,468 |
0.382 |
12,427 |
LOW |
12,296 |
0.618 |
12,084 |
1.000 |
11,953 |
1.618 |
11,741 |
2.618 |
11,398 |
4.250 |
10,838 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,468 |
12,474 |
PP |
12,425 |
12,429 |
S1 |
12,382 |
12,384 |
|