Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,324.77 |
12,303.60 |
-21.17 |
-0.2% |
12,612.59 |
High |
12,367.60 |
12,387.79 |
20.19 |
0.2% |
12,733.66 |
Low |
12,280.40 |
12,269.81 |
-10.59 |
-0.1% |
12,302.06 |
Close |
12,302.06 |
12,362.47 |
60.41 |
0.5% |
12,325.42 |
Range |
87.20 |
117.98 |
30.78 |
35.3% |
431.60 |
ATR |
202.82 |
196.76 |
-6.06 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,693.96 |
12,646.20 |
12,427.36 |
|
R3 |
12,575.98 |
12,528.22 |
12,394.91 |
|
R2 |
12,458.00 |
12,458.00 |
12,384.10 |
|
R1 |
12,410.24 |
12,410.24 |
12,373.28 |
12,434.12 |
PP |
12,340.02 |
12,340.02 |
12,340.02 |
12,351.97 |
S1 |
12,292.26 |
12,292.26 |
12,351.66 |
12,316.14 |
S2 |
12,222.04 |
12,222.04 |
12,340.84 |
|
S3 |
12,104.06 |
12,174.28 |
12,330.03 |
|
S4 |
11,986.08 |
12,056.30 |
12,297.58 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,748.51 |
13,468.57 |
12,562.80 |
|
R3 |
13,316.91 |
13,036.97 |
12,444.11 |
|
R2 |
12,885.31 |
12,885.31 |
12,404.55 |
|
R1 |
12,605.37 |
12,605.37 |
12,364.98 |
12,529.54 |
PP |
12,453.71 |
12,453.71 |
12,453.71 |
12,415.80 |
S1 |
12,173.77 |
12,173.77 |
12,285.86 |
12,097.94 |
S2 |
12,022.11 |
12,022.11 |
12,246.29 |
|
S3 |
11,590.51 |
11,742.17 |
12,206.73 |
|
S4 |
11,158.91 |
11,310.57 |
12,088.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,649.31 |
12,269.81 |
379.50 |
3.1% |
157.61 |
1.3% |
24% |
False |
True |
|
10 |
12,733.66 |
12,269.81 |
463.85 |
3.8% |
146.88 |
1.2% |
20% |
False |
True |
|
20 |
12,733.66 |
11,975.84 |
757.82 |
6.1% |
199.17 |
1.6% |
51% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
223.67 |
1.8% |
62% |
False |
False |
|
60 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
235.80 |
1.9% |
64% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
230.05 |
1.9% |
38% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
226.08 |
1.8% |
34% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
222.97 |
1.8% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,889.21 |
2.618 |
12,696.66 |
1.618 |
12,578.68 |
1.000 |
12,505.77 |
0.618 |
12,460.70 |
HIGH |
12,387.79 |
0.618 |
12,342.72 |
0.500 |
12,328.80 |
0.382 |
12,314.88 |
LOW |
12,269.81 |
0.618 |
12,196.90 |
1.000 |
12,151.83 |
1.618 |
12,078.92 |
2.618 |
11,960.94 |
4.250 |
11,768.40 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,351.25 |
12,425.04 |
PP |
12,340.02 |
12,404.18 |
S1 |
12,328.80 |
12,383.33 |
|