Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,818 |
12,803 |
-15 |
-0.1% |
12,334 |
High |
12,862 |
12,837 |
-25 |
-0.2% |
12,897 |
Low |
12,752 |
12,653 |
-99 |
-0.8% |
12,262 |
Close |
12,808 |
12,736 |
-72 |
-0.6% |
12,810 |
Range |
110 |
184 |
74 |
67.3% |
635 |
ATR |
211 |
210 |
-2 |
-0.9% |
0 |
Volume |
138,229 |
97,311 |
-40,918 |
-29.6% |
694,251 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,294 |
13,199 |
12,837 |
|
R3 |
13,110 |
13,015 |
12,787 |
|
R2 |
12,926 |
12,926 |
12,770 |
|
R1 |
12,831 |
12,831 |
12,753 |
12,787 |
PP |
12,742 |
12,742 |
12,742 |
12,720 |
S1 |
12,647 |
12,647 |
12,719 |
12,603 |
S2 |
12,558 |
12,558 |
12,702 |
|
S3 |
12,374 |
12,463 |
12,686 |
|
S4 |
12,190 |
12,279 |
12,635 |
|
|
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 |
12,362 |
535 |
4.2% |
192 |
1.5% |
70% |
False |
False |
131,117 |
10 |
12,897 |
12,262 |
635 |
5.0% |
186 |
1.5% |
75% |
False |
False |
133,607 |
20 |
12,897 |
12,158 |
739 |
5.8% |
190 |
1.5% |
78% |
False |
False |
144,468 |
40 |
12,897 |
11,671 |
1,226 |
9.6% |
240 |
1.9% |
87% |
False |
False |
112,493 |
60 |
12,897 |
11,671 |
1,226 |
9.6% |
230 |
1.8% |
87% |
False |
False |
75,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,619 |
2.618 |
13,319 |
1.618 |
13,135 |
1.000 |
13,021 |
0.618 |
12,951 |
HIGH |
12,837 |
0.618 |
12,767 |
0.500 |
12,745 |
0.382 |
12,723 |
LOW |
12,653 |
0.618 |
12,539 |
1.000 |
12,469 |
1.618 |
12,355 |
2.618 |
12,171 |
4.250 |
11,871 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,745 |
12,769 |
PP |
12,742 |
12,758 |
S1 |
12,739 |
12,747 |
|