Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,660 |
12,818 |
158 |
1.2% |
12,334 |
High |
12,897 |
12,862 |
-35 |
-0.3% |
12,897 |
Low |
12,641 |
12,752 |
111 |
0.9% |
12,262 |
Close |
12,810 |
12,808 |
-2 |
0.0% |
12,810 |
Range |
256 |
110 |
-146 |
-57.0% |
635 |
ATR |
219 |
211 |
-8 |
-3.6% |
0 |
Volume |
137,857 |
138,229 |
372 |
0.3% |
694,251 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,137 |
13,083 |
12,869 |
|
R3 |
13,027 |
12,973 |
12,838 |
|
R2 |
12,917 |
12,917 |
12,828 |
|
R1 |
12,863 |
12,863 |
12,818 |
12,835 |
PP |
12,807 |
12,807 |
12,807 |
12,794 |
S1 |
12,753 |
12,753 |
12,798 |
12,725 |
S2 |
12,697 |
12,697 |
12,788 |
|
S3 |
12,587 |
12,643 |
12,778 |
|
S4 |
12,477 |
12,533 |
12,748 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,561 |
14,321 |
13,159 |
|
R3 |
13,926 |
13,686 |
12,985 |
|
R2 |
13,291 |
13,291 |
12,927 |
|
R1 |
13,051 |
13,051 |
12,868 |
13,171 |
PP |
12,656 |
12,656 |
12,656 |
12,717 |
S1 |
12,416 |
12,416 |
12,752 |
12,536 |
S2 |
12,021 |
12,021 |
12,694 |
|
S3 |
11,386 |
11,781 |
12,636 |
|
S4 |
10,751 |
11,146 |
12,461 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,897 |
12,264 |
633 |
4.9% |
179 |
1.4% |
86% |
False |
False |
136,001 |
10 |
12,897 |
12,262 |
635 |
5.0% |
177 |
1.4% |
86% |
False |
False |
136,971 |
20 |
12,897 |
12,158 |
739 |
5.8% |
189 |
1.5% |
88% |
False |
False |
146,352 |
40 |
12,897 |
11,671 |
1,226 |
9.6% |
236 |
1.8% |
93% |
False |
False |
110,064 |
60 |
12,897 |
11,671 |
1,226 |
9.6% |
233 |
1.8% |
93% |
False |
False |
73,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,330 |
2.618 |
13,150 |
1.618 |
13,040 |
1.000 |
12,972 |
0.618 |
12,930 |
HIGH |
12,862 |
0.618 |
12,820 |
0.500 |
12,807 |
0.382 |
12,794 |
LOW |
12,752 |
0.618 |
12,684 |
1.000 |
12,642 |
1.618 |
12,574 |
2.618 |
12,464 |
4.250 |
12,285 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,808 |
12,782 |
PP |
12,807 |
12,756 |
S1 |
12,807 |
12,730 |
|