Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
931.2 |
933.4 |
2.2 |
0.2% |
922.0 |
High |
943.2 |
956.9 |
13.7 |
1.5% |
946.2 |
Low |
931.2 |
931.7 |
0.5 |
0.1% |
912.0 |
Close |
936.3 |
952.8 |
16.5 |
1.8% |
931.1 |
Range |
12.0 |
25.2 |
13.2 |
110.0% |
34.2 |
ATR |
21.5 |
21.7 |
0.3 |
1.2% |
0.0 |
Volume |
2,589 |
2,938 |
349 |
13.5% |
15,344 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.7 |
1,013.0 |
966.7 |
|
R3 |
997.5 |
987.8 |
959.7 |
|
R2 |
972.3 |
972.3 |
957.4 |
|
R1 |
962.6 |
962.6 |
955.1 |
967.5 |
PP |
947.1 |
947.1 |
947.1 |
949.6 |
S1 |
937.4 |
937.4 |
950.5 |
942.3 |
S2 |
921.9 |
921.9 |
948.2 |
|
S3 |
896.7 |
912.2 |
945.9 |
|
S4 |
871.5 |
887.0 |
938.9 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.4 |
1,015.9 |
949.9 |
|
R3 |
998.2 |
981.7 |
940.5 |
|
R2 |
964.0 |
964.0 |
937.4 |
|
R1 |
947.5 |
947.5 |
934.2 |
955.8 |
PP |
929.8 |
929.8 |
929.8 |
933.9 |
S1 |
913.3 |
913.3 |
928.0 |
921.6 |
S2 |
895.6 |
895.6 |
924.8 |
|
S3 |
861.4 |
879.1 |
921.7 |
|
S4 |
827.2 |
844.9 |
912.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
956.9 |
922.9 |
34.0 |
3.6% |
16.9 |
1.8% |
88% |
True |
False |
3,158 |
10 |
956.9 |
896.8 |
60.1 |
6.3% |
18.5 |
1.9% |
93% |
True |
False |
2,673 |
20 |
1,005.0 |
880.8 |
124.2 |
13.0% |
23.9 |
2.5% |
58% |
False |
False |
2,376 |
40 |
1,040.3 |
880.8 |
159.5 |
16.7% |
21.5 |
2.3% |
45% |
False |
False |
2,154 |
60 |
1,040.3 |
880.8 |
159.5 |
16.7% |
19.0 |
2.0% |
45% |
False |
False |
1,940 |
80 |
1,040.3 |
820.0 |
220.3 |
23.1% |
17.6 |
1.8% |
60% |
False |
False |
1,791 |
100 |
1,040.3 |
804.3 |
236.0 |
24.8% |
16.0 |
1.7% |
63% |
False |
False |
1,603 |
120 |
1,040.3 |
799.4 |
240.9 |
25.3% |
15.3 |
1.6% |
64% |
False |
False |
1,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.0 |
2.618 |
1,022.9 |
1.618 |
997.7 |
1.000 |
982.1 |
0.618 |
972.5 |
HIGH |
956.9 |
0.618 |
947.3 |
0.500 |
944.3 |
0.382 |
941.3 |
LOW |
931.7 |
0.618 |
916.1 |
1.000 |
906.5 |
1.618 |
890.9 |
2.618 |
865.7 |
4.250 |
824.6 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
950.0 |
948.5 |
PP |
947.1 |
944.2 |
S1 |
944.3 |
939.9 |
|