Trading Metrics calculated at close of trading on 14-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,596 |
12,334 |
-262 |
-2.1% |
12,609 |
High |
12,639 |
12,363 |
-276 |
-2.2% |
12,731 |
Low |
12,296 |
12,262 |
-34 |
-0.3% |
12,296 |
Close |
12,339 |
12,316 |
-23 |
-0.2% |
12,339 |
Range |
343 |
101 |
-242 |
-70.6% |
435 |
ATR |
236 |
226 |
-10 |
-4.1% |
0 |
Volume |
141,240 |
152,474 |
11,234 |
8.0% |
705,708 |
|
Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,617 |
12,567 |
12,372 |
|
R3 |
12,516 |
12,466 |
12,344 |
|
R2 |
12,415 |
12,415 |
12,335 |
|
R1 |
12,365 |
12,365 |
12,325 |
12,340 |
PP |
12,314 |
12,314 |
12,314 |
12,301 |
S1 |
12,264 |
12,264 |
12,307 |
12,239 |
S2 |
12,213 |
12,213 |
12,298 |
|
S3 |
12,112 |
12,163 |
12,288 |
|
S4 |
12,011 |
12,062 |
12,261 |
|
|
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 |
12,652 |
12,262 |
390 |
3.2% |
175 |
1.4% |
14% |
False |
True |
137,941 |
10 |
12,764 |
12,195 |
569 |
4.6% |
201 |
1.6% |
21% |
False |
False |
149,294 |
20 |
12,764 |
11,671 |
1,093 |
8.9% |
240 |
1.9% |
59% |
False |
False |
175,715 |
40 |
12,770 |
11,671 |
1,099 |
8.9% |
241 |
2.0% |
59% |
False |
False |
93,074 |
60 |
12,772 |
11,542 |
1,230 |
10.0% |
243 |
2.0% |
63% |
False |
False |
62,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,792 |
2.618 |
12,628 |
1.618 |
12,527 |
1.000 |
12,464 |
0.618 |
12,426 |
HIGH |
12,363 |
0.618 |
12,325 |
0.500 |
12,313 |
0.382 |
12,301 |
LOW |
12,262 |
0.618 |
12,200 |
1.000 |
12,161 |
1.618 |
12,099 |
2.618 |
11,998 |
4.250 |
11,833 |
|
|
Fisher Pivots for day following 14-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,315 |
12,455 |
PP |
12,314 |
12,409 |
S1 |
12,313 |
12,362 |
|