Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
6,083.0 |
6,027.5 |
-55.5 |
-0.9% |
5,859.5 |
High |
6,097.0 |
6,083.0 |
-14.0 |
-0.2% |
6,100.0 |
Low |
6,030.0 |
6,013.0 |
-17.0 |
-0.3% |
5,832.0 |
Close |
6,058.5 |
6,039.0 |
-19.5 |
-0.3% |
6,068.0 |
Range |
67.0 |
70.0 |
3.0 |
4.5% |
268.0 |
ATR |
113.0 |
109.9 |
-3.1 |
-2.7% |
0.0 |
Volume |
112,703 |
76,138 |
-36,565 |
-32.4% |
527,660 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,255.0 |
6,217.0 |
6,077.5 |
|
R3 |
6,185.0 |
6,147.0 |
6,058.0 |
|
R2 |
6,115.0 |
6,115.0 |
6,052.0 |
|
R1 |
6,077.0 |
6,077.0 |
6,045.5 |
6,096.0 |
PP |
6,045.0 |
6,045.0 |
6,045.0 |
6,054.5 |
S1 |
6,007.0 |
6,007.0 |
6,032.5 |
6,026.0 |
S2 |
5,975.0 |
5,975.0 |
6,026.0 |
|
S3 |
5,905.0 |
5,937.0 |
6,020.0 |
|
S4 |
5,835.0 |
5,867.0 |
6,000.5 |
|
|
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 |
6,100.0 |
5,941.5 |
158.5 |
2.6% |
98.0 |
1.6% |
62% |
False |
False |
103,561 |
10 |
6,100.0 |
5,832.0 |
268.0 |
4.4% |
99.0 |
1.6% |
77% |
False |
False |
99,908 |
20 |
6,100.0 |
5,597.5 |
502.5 |
8.3% |
95.5 |
1.6% |
88% |
False |
False |
103,127 |
40 |
6,100.0 |
5,424.5 |
675.5 |
11.2% |
103.5 |
1.7% |
91% |
False |
False |
73,582 |
60 |
6,100.0 |
5,424.5 |
675.5 |
11.2% |
101.0 |
1.7% |
91% |
False |
False |
49,206 |
80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.4% |
106.5 |
1.8% |
58% |
False |
False |
36,941 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.8% |
88.0 |
1.5% |
54% |
False |
False |
29,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,380.5 |
2.618 |
6,266.5 |
1.618 |
6,196.5 |
1.000 |
6,153.0 |
0.618 |
6,126.5 |
HIGH |
6,083.0 |
0.618 |
6,056.5 |
0.500 |
6,048.0 |
0.382 |
6,039.5 |
LOW |
6,013.0 |
0.618 |
5,969.5 |
1.000 |
5,943.0 |
1.618 |
5,899.5 |
2.618 |
5,829.5 |
4.250 |
5,715.5 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
6,048.0 |
6,040.5 |
PP |
6,045.0 |
6,040.0 |
S1 |
6,042.0 |
6,039.5 |
|