Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,334 |
12,314 |
-20 |
-0.2% |
12,609 |
High |
12,363 |
12,382 |
19 |
0.2% |
12,731 |
Low |
12,262 |
12,264 |
2 |
0.0% |
12,296 |
Close |
12,316 |
12,354 |
38 |
0.3% |
12,339 |
Range |
101 |
118 |
17 |
16.8% |
435 |
ATR |
226 |
218 |
-8 |
-3.4% |
0 |
Volume |
152,474 |
121,731 |
-30,743 |
-20.2% |
705,708 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,687 |
12,639 |
12,419 |
|
R3 |
12,569 |
12,521 |
12,387 |
|
R2 |
12,451 |
12,451 |
12,376 |
|
R1 |
12,403 |
12,403 |
12,365 |
12,427 |
PP |
12,333 |
12,333 |
12,333 |
12,346 |
S1 |
12,285 |
12,285 |
12,343 |
12,309 |
S2 |
12,215 |
12,215 |
12,332 |
|
S3 |
12,097 |
12,167 |
12,322 |
|
S4 |
11,979 |
12,049 |
12,289 |
|
|
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% |
181 |
1.5% |
24% |
False |
False |
136,097 |
10 |
12,764 |
12,262 |
502 |
4.1% |
167 |
1.4% |
18% |
False |
False |
147,187 |
20 |
12,764 |
11,988 |
776 |
6.3% |
222 |
1.8% |
47% |
False |
False |
166,783 |
40 |
12,770 |
11,671 |
1,099 |
8.9% |
240 |
1.9% |
62% |
False |
False |
96,116 |
60 |
12,772 |
11,542 |
1,230 |
10.0% |
240 |
1.9% |
66% |
False |
False |
64,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,884 |
2.618 |
12,691 |
1.618 |
12,573 |
1.000 |
12,500 |
0.618 |
12,455 |
HIGH |
12,382 |
0.618 |
12,337 |
0.500 |
12,323 |
0.382 |
12,309 |
LOW |
12,264 |
0.618 |
12,191 |
1.000 |
12,146 |
1.618 |
12,073 |
2.618 |
11,955 |
4.250 |
11,763 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,344 |
12,451 |
PP |
12,333 |
12,418 |
S1 |
12,323 |
12,386 |
|