Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,387 |
12,656 |
269 |
2.2% |
12,609 |
High |
12,664 |
12,669 |
5 |
0.0% |
12,731 |
Low |
12,362 |
12,562 |
200 |
1.6% |
12,296 |
Close |
12,654 |
12,658 |
4 |
0.0% |
12,339 |
Range |
302 |
107 |
-195 |
-64.6% |
435 |
ATR |
225 |
216 |
-8 |
-3.7% |
0 |
Volume |
130,639 |
151,550 |
20,911 |
16.0% |
705,708 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,951 |
12,911 |
12,717 |
|
R3 |
12,844 |
12,804 |
12,688 |
|
R2 |
12,737 |
12,737 |
12,678 |
|
R1 |
12,697 |
12,697 |
12,668 |
12,717 |
PP |
12,630 |
12,630 |
12,630 |
12,640 |
S1 |
12,590 |
12,590 |
12,648 |
12,610 |
S2 |
12,523 |
12,523 |
12,639 |
|
S3 |
12,416 |
12,483 |
12,629 |
|
S4 |
12,309 |
12,376 |
12,599 |
|
|
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 |
12,669 |
12,262 |
407 |
3.2% |
194 |
1.5% |
97% |
True |
False |
139,526 |
10 |
12,764 |
12,262 |
502 |
4.0% |
179 |
1.4% |
79% |
False |
False |
140,440 |
20 |
12,764 |
12,046 |
718 |
5.7% |
203 |
1.6% |
85% |
False |
False |
154,048 |
40 |
12,770 |
11,671 |
1,099 |
8.7% |
239 |
1.9% |
90% |
False |
False |
103,167 |
60 |
12,772 |
11,671 |
1,101 |
8.7% |
233 |
1.8% |
90% |
False |
False |
68,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,124 |
2.618 |
12,949 |
1.618 |
12,842 |
1.000 |
12,776 |
0.618 |
12,735 |
HIGH |
12,669 |
0.618 |
12,628 |
0.500 |
12,616 |
0.382 |
12,603 |
LOW |
12,562 |
0.618 |
12,496 |
1.000 |
12,455 |
1.618 |
12,389 |
2.618 |
12,282 |
4.250 |
12,107 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,644 |
12,594 |
PP |
12,630 |
12,530 |
S1 |
12,616 |
12,467 |
|