Trading Metrics calculated at close of trading on 27-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
954.8 |
971.2 |
16.4 |
1.7% |
1,018.0 |
High |
971.0 |
971.2 |
0.2 |
0.0% |
1,048.0 |
Low |
952.0 |
956.4 |
4.4 |
0.5% |
918.3 |
Close |
965.3 |
965.3 |
0.0 |
0.0% |
934.2 |
Range |
19.0 |
14.8 |
-4.2 |
-22.1% |
129.7 |
ATR |
25.3 |
24.5 |
-0.7 |
-3.0% |
0.0 |
Volume |
1,549 |
3,364 |
1,815 |
117.2% |
5,373 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,008.7 |
1,001.8 |
973.4 |
|
R3 |
993.9 |
987.0 |
969.4 |
|
R2 |
979.1 |
979.1 |
968.0 |
|
R1 |
972.2 |
972.2 |
966.7 |
968.3 |
PP |
964.3 |
964.3 |
964.3 |
962.3 |
S1 |
957.4 |
957.4 |
963.9 |
953.5 |
S2 |
949.5 |
949.5 |
962.6 |
|
S3 |
934.7 |
942.6 |
961.2 |
|
S4 |
919.9 |
927.8 |
957.2 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.9 |
1,274.8 |
1,005.5 |
|
R3 |
1,226.2 |
1,145.1 |
969.9 |
|
R2 |
1,096.5 |
1,096.5 |
958.0 |
|
R1 |
1,015.4 |
1,015.4 |
946.1 |
991.1 |
PP |
966.8 |
966.8 |
966.8 |
954.7 |
S1 |
885.7 |
885.7 |
922.3 |
861.4 |
S2 |
837.1 |
837.1 |
910.4 |
|
S3 |
707.4 |
756.0 |
898.5 |
|
S4 |
577.7 |
626.3 |
862.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971.2 |
918.3 |
52.9 |
5.5% |
23.7 |
2.5% |
89% |
True |
False |
1,977 |
10 |
1,048.0 |
918.3 |
129.7 |
13.4% |
28.7 |
3.0% |
36% |
False |
False |
1,517 |
20 |
1,048.0 |
918.3 |
129.7 |
13.4% |
24.6 |
2.6% |
36% |
False |
False |
1,175 |
40 |
1,048.0 |
903.8 |
144.2 |
14.9% |
21.0 |
2.2% |
43% |
False |
False |
1,071 |
60 |
1,048.0 |
866.0 |
182.0 |
18.9% |
20.5 |
2.1% |
55% |
False |
False |
1,041 |
80 |
1,048.0 |
810.0 |
238.0 |
24.7% |
18.1 |
1.9% |
65% |
False |
False |
982 |
100 |
1,048.0 |
807.6 |
240.4 |
24.9% |
17.9 |
1.9% |
66% |
False |
False |
1,109 |
120 |
1,048.0 |
769.4 |
278.6 |
28.9% |
16.6 |
1.7% |
70% |
False |
False |
1,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,034.1 |
2.618 |
1,009.9 |
1.618 |
995.1 |
1.000 |
986.0 |
0.618 |
980.3 |
HIGH |
971.2 |
0.618 |
965.5 |
0.500 |
963.8 |
0.382 |
962.1 |
LOW |
956.4 |
0.618 |
947.3 |
1.000 |
941.6 |
1.618 |
932.5 |
2.618 |
917.7 |
4.250 |
893.5 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
964.8 |
960.1 |
PP |
964.3 |
954.8 |
S1 |
963.8 |
949.6 |
|