Trading Metrics calculated at close of trading on 09-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
928.4 |
926.1 |
-2.3 |
-0.2% |
937.9 |
High |
934.0 |
943.7 |
9.7 |
1.0% |
949.2 |
Low |
918.0 |
912.0 |
-6.0 |
-0.7% |
880.8 |
Close |
922.1 |
941.6 |
19.5 |
2.1% |
917.3 |
Range |
16.0 |
31.7 |
15.7 |
98.1% |
68.4 |
ATR |
23.2 |
23.8 |
0.6 |
2.6% |
0.0 |
Volume |
3,914 |
2,302 |
-1,612 |
-41.2% |
7,317 |
|
Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.5 |
1,016.3 |
959.0 |
|
R3 |
995.8 |
984.6 |
950.3 |
|
R2 |
964.1 |
964.1 |
947.4 |
|
R1 |
952.9 |
952.9 |
944.5 |
958.5 |
PP |
932.4 |
932.4 |
932.4 |
935.3 |
S1 |
921.2 |
921.2 |
938.7 |
926.8 |
S2 |
900.7 |
900.7 |
935.8 |
|
S3 |
869.0 |
889.5 |
932.9 |
|
S4 |
837.3 |
857.8 |
924.2 |
|
|
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 |
943.7 |
896.8 |
46.9 |
5.0% |
20.0 |
2.1% |
96% |
True |
False |
2,187 |
10 |
964.3 |
880.8 |
83.5 |
8.9% |
24.0 |
2.5% |
73% |
False |
False |
2,226 |
20 |
1,040.3 |
880.8 |
159.5 |
16.9% |
25.4 |
2.7% |
38% |
False |
False |
2,119 |
40 |
1,040.3 |
880.8 |
159.5 |
16.9% |
20.9 |
2.2% |
38% |
False |
False |
1,953 |
60 |
1,040.3 |
868.4 |
171.9 |
18.3% |
19.2 |
2.0% |
43% |
False |
False |
1,818 |
80 |
1,040.3 |
812.0 |
228.3 |
24.2% |
17.0 |
1.8% |
57% |
False |
False |
1,624 |
100 |
1,040.3 |
800.7 |
239.6 |
25.4% |
15.6 |
1.7% |
59% |
False |
False |
1,474 |
120 |
1,040.3 |
776.1 |
264.2 |
28.1% |
14.8 |
1.6% |
63% |
False |
False |
1,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.4 |
2.618 |
1,026.7 |
1.618 |
995.0 |
1.000 |
975.4 |
0.618 |
963.3 |
HIGH |
943.7 |
0.618 |
931.6 |
0.500 |
927.9 |
0.382 |
924.1 |
LOW |
912.0 |
0.618 |
892.4 |
1.000 |
880.3 |
1.618 |
860.7 |
2.618 |
829.0 |
4.250 |
777.3 |
|
|
Fisher Pivots for day following 09-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
937.0 |
937.0 |
PP |
932.4 |
932.4 |
S1 |
927.9 |
927.9 |
|