Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,060.0 |
6,079.0 |
19.0 |
0.3% |
5,859.5 |
High |
6,104.5 |
6,099.5 |
-5.0 |
-0.1% |
6,100.0 |
Low |
5,987.0 |
5,960.5 |
-26.5 |
-0.4% |
5,832.0 |
Close |
6,087.0 |
6,056.5 |
-30.5 |
-0.5% |
6,068.0 |
Range |
117.5 |
139.0 |
21.5 |
18.3% |
268.0 |
ATR |
110.5 |
112.5 |
2.0 |
1.8% |
0.0 |
Volume |
88,974 |
109,860 |
20,886 |
23.5% |
527,660 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,456.0 |
6,395.0 |
6,133.0 |
|
R3 |
6,317.0 |
6,256.0 |
6,094.5 |
|
R2 |
6,178.0 |
6,178.0 |
6,082.0 |
|
R1 |
6,117.0 |
6,117.0 |
6,069.0 |
6,078.0 |
PP |
6,039.0 |
6,039.0 |
6,039.0 |
6,019.0 |
S1 |
5,978.0 |
5,978.0 |
6,044.0 |
5,939.0 |
S2 |
5,900.0 |
5,900.0 |
6,031.0 |
|
S3 |
5,761.0 |
5,839.0 |
6,018.5 |
|
S4 |
5,622.0 |
5,700.0 |
5,980.0 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,804.0 |
6,704.0 |
6,215.5 |
|
R3 |
6,536.0 |
6,436.0 |
6,141.5 |
|
R2 |
6,268.0 |
6,268.0 |
6,117.0 |
|
R1 |
6,168.0 |
6,168.0 |
6,092.5 |
6,218.0 |
PP |
6,000.0 |
6,000.0 |
6,000.0 |
6,025.0 |
S1 |
5,900.0 |
5,900.0 |
6,043.5 |
5,950.0 |
S2 |
5,732.0 |
5,732.0 |
6,019.0 |
|
S3 |
5,464.0 |
5,632.0 |
5,994.5 |
|
S4 |
5,196.0 |
5,364.0 |
5,920.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,104.5 |
5,960.5 |
144.0 |
2.4% |
98.0 |
1.6% |
67% |
False |
True |
100,631 |
10 |
6,104.5 |
5,832.0 |
272.5 |
4.5% |
103.5 |
1.7% |
82% |
False |
False |
103,157 |
20 |
6,104.5 |
5,597.5 |
507.0 |
8.4% |
101.5 |
1.7% |
91% |
False |
False |
102,677 |
40 |
6,104.5 |
5,424.5 |
680.0 |
11.2% |
105.5 |
1.7% |
93% |
False |
False |
78,515 |
60 |
6,104.5 |
5,424.5 |
680.0 |
11.2% |
102.5 |
1.7% |
93% |
False |
False |
52,472 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.4% |
109.0 |
1.8% |
59% |
False |
False |
39,427 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.8% |
90.5 |
1.5% |
55% |
False |
False |
31,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,690.0 |
2.618 |
6,463.5 |
1.618 |
6,324.5 |
1.000 |
6,238.5 |
0.618 |
6,185.5 |
HIGH |
6,099.5 |
0.618 |
6,046.5 |
0.500 |
6,030.0 |
0.382 |
6,013.5 |
LOW |
5,960.5 |
0.618 |
5,874.5 |
1.000 |
5,821.5 |
1.618 |
5,735.5 |
2.618 |
5,596.5 |
4.250 |
5,370.0 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,047.5 |
6,048.5 |
PP |
6,039.0 |
6,040.5 |
S1 |
6,030.0 |
6,032.5 |
|