Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
971.2 |
971.2 |
0.0 |
0.0% |
931.5 |
High |
971.2 |
966.0 |
-5.2 |
-0.5% |
971.2 |
Low |
956.4 |
939.8 |
-16.6 |
-1.7% |
922.1 |
Close |
965.3 |
947.4 |
-17.9 |
-1.9% |
947.4 |
Range |
14.8 |
26.2 |
11.4 |
77.0% |
49.1 |
ATR |
24.5 |
24.7 |
0.1 |
0.5% |
0.0 |
Volume |
3,364 |
3,117 |
-247 |
-7.3% |
11,209 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,029.7 |
1,014.7 |
961.8 |
|
R3 |
1,003.5 |
988.5 |
954.6 |
|
R2 |
977.3 |
977.3 |
952.2 |
|
R1 |
962.3 |
962.3 |
949.8 |
956.7 |
PP |
951.1 |
951.1 |
951.1 |
948.3 |
S1 |
936.1 |
936.1 |
945.0 |
930.5 |
S2 |
924.9 |
924.9 |
942.6 |
|
S3 |
898.7 |
909.9 |
940.2 |
|
S4 |
872.5 |
883.7 |
933.0 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.2 |
1,069.9 |
974.4 |
|
R3 |
1,045.1 |
1,020.8 |
960.9 |
|
R2 |
996.0 |
996.0 |
956.4 |
|
R1 |
971.7 |
971.7 |
951.9 |
983.9 |
PP |
946.9 |
946.9 |
946.9 |
953.0 |
S1 |
922.6 |
922.6 |
942.9 |
934.8 |
S2 |
897.8 |
897.8 |
938.4 |
|
S3 |
848.7 |
873.5 |
933.9 |
|
S4 |
799.6 |
824.4 |
920.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971.2 |
922.1 |
49.1 |
5.2% |
21.1 |
2.2% |
52% |
False |
False |
2,241 |
10 |
1,048.0 |
918.3 |
129.7 |
13.7% |
29.6 |
3.1% |
22% |
False |
False |
1,762 |
20 |
1,048.0 |
918.3 |
129.7 |
13.7% |
25.0 |
2.6% |
22% |
False |
False |
1,300 |
40 |
1,048.0 |
903.8 |
144.2 |
15.2% |
21.4 |
2.3% |
30% |
False |
False |
1,124 |
60 |
1,048.0 |
872.0 |
176.0 |
18.6% |
20.5 |
2.2% |
43% |
False |
False |
1,076 |
80 |
1,048.0 |
818.9 |
229.1 |
24.2% |
18.3 |
1.9% |
56% |
False |
False |
1,015 |
100 |
1,048.0 |
807.6 |
240.4 |
25.4% |
18.0 |
1.9% |
58% |
False |
False |
1,110 |
120 |
1,048.0 |
769.4 |
278.6 |
29.4% |
16.7 |
1.8% |
64% |
False |
False |
1,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,077.4 |
2.618 |
1,034.6 |
1.618 |
1,008.4 |
1.000 |
992.2 |
0.618 |
982.2 |
HIGH |
966.0 |
0.618 |
956.0 |
0.500 |
952.9 |
0.382 |
949.8 |
LOW |
939.8 |
0.618 |
923.6 |
1.000 |
913.6 |
1.618 |
897.4 |
2.618 |
871.2 |
4.250 |
828.5 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
952.9 |
955.5 |
PP |
951.1 |
952.8 |
S1 |
949.2 |
950.1 |
|