Trading Metrics calculated at close of trading on 25-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,750 |
12,841 |
91 |
0.7% |
12,818 |
High |
12,941 |
12,914 |
-27 |
-0.2% |
12,941 |
Low |
12,673 |
12,738 |
65 |
0.5% |
12,653 |
Close |
12,831 |
12,875 |
44 |
0.3% |
12,875 |
Range |
268 |
176 |
-92 |
-34.3% |
288 |
ATR |
210 |
207 |
-2 |
-1.1% |
0 |
Volume |
141,420 |
186,017 |
44,597 |
31.5% |
701,759 |
|
Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,370 |
13,299 |
12,972 |
|
R3 |
13,194 |
13,123 |
12,924 |
|
R2 |
13,018 |
13,018 |
12,907 |
|
R1 |
12,947 |
12,947 |
12,891 |
12,983 |
PP |
12,842 |
12,842 |
12,842 |
12,860 |
S1 |
12,771 |
12,771 |
12,859 |
12,807 |
S2 |
12,666 |
12,666 |
12,843 |
|
S3 |
12,490 |
12,595 |
12,827 |
|
S4 |
12,314 |
12,419 |
12,778 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,687 |
13,569 |
13,034 |
|
R3 |
13,399 |
13,281 |
12,954 |
|
R2 |
13,111 |
13,111 |
12,928 |
|
R1 |
12,993 |
12,993 |
12,902 |
13,052 |
PP |
12,823 |
12,823 |
12,823 |
12,853 |
S1 |
12,705 |
12,705 |
12,849 |
12,764 |
S2 |
12,535 |
12,535 |
12,822 |
|
S3 |
12,247 |
12,417 |
12,796 |
|
S4 |
11,959 |
12,129 |
12,717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,941 |
12,653 |
288 |
2.2% |
178 |
1.4% |
77% |
False |
False |
140,351 |
10 |
12,941 |
12,262 |
679 |
5.3% |
177 |
1.4% |
90% |
False |
False |
139,601 |
20 |
12,941 |
12,158 |
783 |
6.1% |
193 |
1.5% |
92% |
False |
False |
143,717 |
40 |
12,941 |
11,671 |
1,270 |
9.9% |
242 |
1.9% |
95% |
False |
False |
124,140 |
60 |
12,941 |
11,671 |
1,270 |
9.9% |
226 |
1.8% |
95% |
False |
False |
82,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,662 |
2.618 |
13,375 |
1.618 |
13,199 |
1.000 |
13,090 |
0.618 |
13,023 |
HIGH |
12,914 |
0.618 |
12,847 |
0.500 |
12,826 |
0.382 |
12,805 |
LOW |
12,738 |
0.618 |
12,629 |
1.000 |
12,562 |
1.618 |
12,453 |
2.618 |
12,277 |
4.250 |
11,990 |
|
|
Fisher Pivots for day following 25-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,859 |
12,852 |
PP |
12,842 |
12,830 |
S1 |
12,826 |
12,807 |
|