Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,808 |
12,806 |
-2 |
0.0% |
12,818 |
High |
13,008 |
13,017 |
9 |
0.1% |
12,941 |
Low |
12,784 |
12,781 |
-3 |
0.0% |
12,653 |
Close |
12,807 |
13,001 |
194 |
1.5% |
12,875 |
Range |
224 |
236 |
12 |
5.4% |
288 |
ATR |
193 |
196 |
3 |
1.6% |
0 |
Volume |
112,014 |
180,173 |
68,159 |
60.8% |
701,759 |
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,641 |
13,557 |
13,131 |
|
R3 |
13,405 |
13,321 |
13,066 |
|
R2 |
13,169 |
13,169 |
13,044 |
|
R1 |
13,085 |
13,085 |
13,023 |
13,127 |
PP |
12,933 |
12,933 |
12,933 |
12,954 |
S1 |
12,849 |
12,849 |
12,979 |
12,891 |
S2 |
12,697 |
12,697 |
12,958 |
|
S3 |
12,461 |
12,613 |
12,936 |
|
S4 |
12,225 |
12,377 |
12,871 |
|
|
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 |
13,017 |
12,738 |
279 |
2.1% |
163 |
1.2% |
94% |
True |
False |
144,955 |
10 |
13,017 |
12,641 |
376 |
2.9% |
178 |
1.4% |
96% |
True |
False |
137,837 |
20 |
13,017 |
12,262 |
755 |
5.8% |
179 |
1.4% |
98% |
True |
False |
139,139 |
40 |
13,017 |
11,671 |
1,346 |
10.4% |
235 |
1.8% |
99% |
True |
False |
137,582 |
60 |
13,017 |
11,671 |
1,346 |
10.4% |
223 |
1.7% |
99% |
True |
False |
91,763 |
80 |
13,046 |
11,542 |
1,504 |
11.6% |
227 |
1.7% |
97% |
False |
False |
68,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,020 |
2.618 |
13,635 |
1.618 |
13,399 |
1.000 |
13,253 |
0.618 |
13,163 |
HIGH |
13,017 |
0.618 |
12,927 |
0.500 |
12,899 |
0.382 |
12,871 |
LOW |
12,781 |
0.618 |
12,635 |
1.000 |
12,545 |
1.618 |
12,399 |
2.618 |
12,163 |
4.250 |
11,778 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,967 |
12,967 |
PP |
12,933 |
12,933 |
S1 |
12,899 |
12,899 |
|