Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,825.02 |
12,721.45 |
-103.57 |
-0.8% |
12,324.77 |
High |
12,825.26 |
12,837.39 |
12.13 |
0.1% |
12,893.98 |
Low |
12,656.56 |
12,703.05 |
46.49 |
0.4% |
12,269.81 |
Close |
12,720.23 |
12,763.22 |
42.99 |
0.3% |
12,849.36 |
Range |
168.70 |
134.34 |
-34.36 |
-20.4% |
624.17 |
ATR |
190.66 |
186.64 |
-4.02 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,170.91 |
13,101.40 |
12,837.11 |
|
R3 |
13,036.57 |
12,967.06 |
12,800.16 |
|
R2 |
12,902.23 |
12,902.23 |
12,787.85 |
|
R1 |
12,832.72 |
12,832.72 |
12,775.53 |
12,867.48 |
PP |
12,767.89 |
12,767.89 |
12,767.89 |
12,785.26 |
S1 |
12,698.38 |
12,698.38 |
12,750.91 |
12,733.14 |
S2 |
12,633.55 |
12,633.55 |
12,738.59 |
|
S3 |
12,499.21 |
12,564.04 |
12,726.28 |
|
S4 |
12,364.87 |
12,429.70 |
12,689.33 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,543.56 |
14,320.63 |
13,192.65 |
|
R3 |
13,919.39 |
13,696.46 |
13,021.01 |
|
R2 |
13,295.22 |
13,295.22 |
12,963.79 |
|
R1 |
13,072.29 |
13,072.29 |
12,906.58 |
13,183.76 |
PP |
12,671.05 |
12,671.05 |
12,671.05 |
12,726.78 |
S1 |
12,448.12 |
12,448.12 |
12,792.14 |
12,559.59 |
S2 |
12,046.88 |
12,046.88 |
12,734.93 |
|
S3 |
11,422.71 |
11,823.95 |
12,677.71 |
|
S4 |
10,798.54 |
11,199.78 |
12,506.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,893.98 |
12,563.25 |
330.73 |
2.6% |
152.66 |
1.2% |
60% |
False |
False |
|
10 |
12,893.98 |
12,269.81 |
624.17 |
4.9% |
165.31 |
1.3% |
79% |
False |
False |
|
20 |
12,893.98 |
12,176.11 |
717.87 |
5.6% |
169.94 |
1.3% |
82% |
False |
False |
|
40 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
214.07 |
1.7% |
89% |
False |
False |
|
60 |
12,893.98 |
11,731.60 |
1,162.38 |
9.1% |
217.04 |
1.7% |
89% |
False |
False |
|
80 |
13,451.38 |
11,634.82 |
1,816.56 |
14.2% |
231.43 |
1.8% |
62% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.8% |
220.23 |
1.7% |
53% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.2% |
224.11 |
1.8% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,408.34 |
2.618 |
13,189.09 |
1.618 |
13,054.75 |
1.000 |
12,971.73 |
0.618 |
12,920.41 |
HIGH |
12,837.39 |
0.618 |
12,786.07 |
0.500 |
12,770.22 |
0.382 |
12,754.37 |
LOW |
12,703.05 |
0.618 |
12,620.03 |
1.000 |
12,568.71 |
1.618 |
12,485.69 |
2.618 |
12,351.35 |
4.250 |
12,132.11 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,770.22 |
12,760.06 |
PP |
12,767.89 |
12,756.90 |
S1 |
12,765.55 |
12,753.74 |
|