Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
926.1 |
940.9 |
14.8 |
1.6% |
937.9 |
High |
943.7 |
946.2 |
2.5 |
0.3% |
949.2 |
Low |
912.0 |
929.6 |
17.6 |
1.9% |
880.8 |
Close |
941.6 |
935.9 |
-5.7 |
-0.6% |
917.3 |
Range |
31.7 |
16.6 |
-15.1 |
-47.6% |
68.4 |
ATR |
23.8 |
23.3 |
-0.5 |
-2.2% |
0.0 |
Volume |
2,302 |
4,669 |
2,367 |
102.8% |
7,317 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987.0 |
978.1 |
945.0 |
|
R3 |
970.4 |
961.5 |
940.5 |
|
R2 |
953.8 |
953.8 |
938.9 |
|
R1 |
944.9 |
944.9 |
937.4 |
941.1 |
PP |
937.2 |
937.2 |
937.2 |
935.3 |
S1 |
928.3 |
928.3 |
934.4 |
924.5 |
S2 |
920.6 |
920.6 |
932.9 |
|
S3 |
904.0 |
911.7 |
931.3 |
|
S4 |
887.4 |
895.1 |
926.8 |
|
|
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 |
946.2 |
907.9 |
38.3 |
4.1% |
19.5 |
2.1% |
73% |
True |
False |
2,767 |
10 |
958.8 |
880.8 |
78.0 |
8.3% |
24.2 |
2.6% |
71% |
False |
False |
2,268 |
20 |
1,040.3 |
880.8 |
159.5 |
17.0% |
25.6 |
2.7% |
35% |
False |
False |
2,173 |
40 |
1,040.3 |
880.8 |
159.5 |
17.0% |
21.1 |
2.3% |
35% |
False |
False |
2,021 |
60 |
1,040.3 |
868.4 |
171.9 |
18.4% |
19.2 |
2.1% |
39% |
False |
False |
1,875 |
80 |
1,040.3 |
812.0 |
228.3 |
24.4% |
17.0 |
1.8% |
54% |
False |
False |
1,678 |
100 |
1,040.3 |
800.7 |
239.6 |
25.6% |
15.7 |
1.7% |
56% |
False |
False |
1,512 |
120 |
1,040.3 |
776.1 |
264.2 |
28.2% |
14.9 |
1.6% |
60% |
False |
False |
1,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,016.8 |
2.618 |
989.7 |
1.618 |
973.1 |
1.000 |
962.8 |
0.618 |
956.5 |
HIGH |
946.2 |
0.618 |
939.9 |
0.500 |
937.9 |
0.382 |
935.9 |
LOW |
929.6 |
0.618 |
919.3 |
1.000 |
913.0 |
1.618 |
902.7 |
2.618 |
886.1 |
4.250 |
859.1 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
937.9 |
933.6 |
PP |
937.2 |
931.4 |
S1 |
936.6 |
929.1 |
|