Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,803 |
12,739 |
-64 |
-0.5% |
12,334 |
High |
12,837 |
12,834 |
-3 |
0.0% |
12,897 |
Low |
12,653 |
12,685 |
32 |
0.3% |
12,262 |
Close |
12,736 |
12,748 |
12 |
0.1% |
12,810 |
Range |
184 |
149 |
-35 |
-19.0% |
635 |
ATR |
210 |
205 |
-4 |
-2.1% |
0 |
Volume |
97,311 |
138,782 |
41,471 |
42.6% |
694,251 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,203 |
13,124 |
12,830 |
|
R3 |
13,054 |
12,975 |
12,789 |
|
R2 |
12,905 |
12,905 |
12,775 |
|
R1 |
12,826 |
12,826 |
12,762 |
12,866 |
PP |
12,756 |
12,756 |
12,756 |
12,775 |
S1 |
12,677 |
12,677 |
12,734 |
12,717 |
S2 |
12,607 |
12,607 |
12,721 |
|
S3 |
12,458 |
12,528 |
12,707 |
|
S4 |
12,309 |
12,379 |
12,666 |
|
|
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 |
12,562 |
335 |
2.6% |
161 |
1.3% |
56% |
False |
False |
132,745 |
10 |
12,897 |
12,262 |
635 |
5.0% |
182 |
1.4% |
77% |
False |
False |
135,717 |
20 |
12,897 |
12,158 |
739 |
5.8% |
191 |
1.5% |
80% |
False |
False |
143,638 |
40 |
12,897 |
11,671 |
1,226 |
9.6% |
238 |
1.9% |
88% |
False |
False |
115,959 |
60 |
12,897 |
11,671 |
1,226 |
9.6% |
231 |
1.8% |
88% |
False |
False |
77,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,467 |
2.618 |
13,224 |
1.618 |
13,075 |
1.000 |
12,983 |
0.618 |
12,926 |
HIGH |
12,834 |
0.618 |
12,777 |
0.500 |
12,760 |
0.382 |
12,742 |
LOW |
12,685 |
0.618 |
12,593 |
1.000 |
12,536 |
1.618 |
12,444 |
2.618 |
12,295 |
4.250 |
12,052 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,760 |
12,758 |
PP |
12,756 |
12,754 |
S1 |
12,752 |
12,751 |
|