Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
971.2 |
947.0 |
-24.2 |
-2.5% |
931.5 |
High |
966.0 |
956.2 |
-9.8 |
-1.0% |
971.2 |
Low |
939.8 |
928.0 |
-11.8 |
-1.3% |
922.1 |
Close |
947.4 |
932.1 |
-15.3 |
-1.6% |
947.4 |
Range |
26.2 |
28.2 |
2.0 |
7.6% |
49.1 |
ATR |
24.7 |
24.9 |
0.3 |
1.0% |
0.0 |
Volume |
3,117 |
1,531 |
-1,586 |
-50.9% |
11,209 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,023.4 |
1,005.9 |
947.6 |
|
R3 |
995.2 |
977.7 |
939.9 |
|
R2 |
967.0 |
967.0 |
937.3 |
|
R1 |
949.5 |
949.5 |
934.7 |
944.2 |
PP |
938.8 |
938.8 |
938.8 |
936.1 |
S1 |
921.3 |
921.3 |
929.5 |
916.0 |
S2 |
910.6 |
910.6 |
926.9 |
|
S3 |
882.4 |
893.1 |
924.3 |
|
S4 |
854.2 |
864.9 |
916.6 |
|
|
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 |
928.0 |
43.2 |
4.6% |
23.0 |
2.5% |
9% |
False |
True |
2,244 |
10 |
1,048.0 |
918.3 |
129.7 |
13.9% |
30.8 |
3.3% |
11% |
False |
False |
1,811 |
20 |
1,048.0 |
918.3 |
129.7 |
13.9% |
25.9 |
2.8% |
11% |
False |
False |
1,336 |
40 |
1,048.0 |
903.8 |
144.2 |
15.5% |
21.3 |
2.3% |
20% |
False |
False |
1,154 |
60 |
1,048.0 |
872.0 |
176.0 |
18.9% |
20.8 |
2.2% |
34% |
False |
False |
1,082 |
80 |
1,048.0 |
818.9 |
229.1 |
24.6% |
18.5 |
2.0% |
49% |
False |
False |
1,027 |
100 |
1,048.0 |
807.6 |
240.4 |
25.8% |
18.2 |
2.0% |
52% |
False |
False |
1,109 |
120 |
1,048.0 |
779.5 |
268.5 |
28.8% |
16.8 |
1.8% |
57% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,076.1 |
2.618 |
1,030.0 |
1.618 |
1,001.8 |
1.000 |
984.4 |
0.618 |
973.6 |
HIGH |
956.2 |
0.618 |
945.4 |
0.500 |
942.1 |
0.382 |
938.8 |
LOW |
928.0 |
0.618 |
910.6 |
1.000 |
899.8 |
1.618 |
882.4 |
2.618 |
854.2 |
4.250 |
808.2 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
942.1 |
949.6 |
PP |
938.8 |
943.8 |
S1 |
935.4 |
937.9 |
|