Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
922.0 |
928.4 |
6.4 |
0.7% |
937.9 |
High |
937.8 |
934.0 |
-3.8 |
-0.4% |
949.2 |
Low |
919.5 |
918.0 |
-1.5 |
-0.2% |
880.8 |
Close |
931.0 |
922.1 |
-8.9 |
-1.0% |
917.3 |
Range |
18.3 |
16.0 |
-2.3 |
-12.6% |
68.4 |
ATR |
23.7 |
23.2 |
-0.6 |
-2.3% |
0.0 |
Volume |
1,233 |
3,914 |
2,681 |
217.4% |
7,317 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972.7 |
963.4 |
930.9 |
|
R3 |
956.7 |
947.4 |
926.5 |
|
R2 |
940.7 |
940.7 |
925.0 |
|
R1 |
931.4 |
931.4 |
923.6 |
928.1 |
PP |
924.7 |
924.7 |
924.7 |
923.0 |
S1 |
915.4 |
915.4 |
920.6 |
912.1 |
S2 |
908.7 |
908.7 |
919.2 |
|
S3 |
892.7 |
899.4 |
917.7 |
|
S4 |
876.7 |
883.4 |
913.3 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.0 |
1,087.5 |
954.9 |
|
R3 |
1,052.6 |
1,019.1 |
936.1 |
|
R2 |
984.2 |
984.2 |
929.8 |
|
R1 |
950.7 |
950.7 |
923.6 |
933.3 |
PP |
915.8 |
915.8 |
915.8 |
907.0 |
S1 |
882.3 |
882.3 |
911.0 |
864.9 |
S2 |
847.4 |
847.4 |
904.8 |
|
S3 |
779.0 |
813.9 |
898.5 |
|
S4 |
710.6 |
745.5 |
879.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
937.8 |
891.0 |
46.8 |
5.1% |
18.5 |
2.0% |
66% |
False |
False |
1,982 |
10 |
964.3 |
880.8 |
83.5 |
9.1% |
22.4 |
2.4% |
49% |
False |
False |
2,414 |
20 |
1,040.3 |
880.8 |
159.5 |
17.3% |
24.6 |
2.7% |
26% |
False |
False |
2,100 |
40 |
1,040.3 |
880.8 |
159.5 |
17.3% |
20.5 |
2.2% |
26% |
False |
False |
1,915 |
60 |
1,040.3 |
868.4 |
171.9 |
18.6% |
18.8 |
2.0% |
31% |
False |
False |
1,832 |
80 |
1,040.3 |
812.0 |
228.3 |
24.8% |
16.8 |
1.8% |
48% |
False |
False |
1,596 |
100 |
1,040.3 |
800.7 |
239.6 |
26.0% |
15.5 |
1.7% |
51% |
False |
False |
1,457 |
120 |
1,040.3 |
776.1 |
264.2 |
28.7% |
14.6 |
1.6% |
55% |
False |
False |
1,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,002.0 |
2.618 |
975.9 |
1.618 |
959.9 |
1.000 |
950.0 |
0.618 |
943.9 |
HIGH |
934.0 |
0.618 |
927.9 |
0.500 |
926.0 |
0.382 |
924.1 |
LOW |
918.0 |
0.618 |
908.1 |
1.000 |
902.0 |
1.618 |
892.1 |
2.618 |
876.1 |
4.250 |
850.0 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
926.0 |
922.9 |
PP |
924.7 |
922.6 |
S1 |
923.4 |
922.4 |
|