Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
947.0 |
934.7 |
-12.3 |
-1.3% |
931.5 |
High |
956.2 |
935.3 |
-20.9 |
-2.2% |
971.2 |
Low |
928.0 |
887.5 |
-40.5 |
-4.4% |
922.1 |
Close |
932.1 |
898.4 |
-33.7 |
-3.6% |
947.4 |
Range |
28.2 |
47.8 |
19.6 |
69.5% |
49.1 |
ATR |
24.9 |
26.5 |
1.6 |
6.6% |
0.0 |
Volume |
1,531 |
725 |
-806 |
-52.6% |
11,209 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,050.5 |
1,022.2 |
924.7 |
|
R3 |
1,002.7 |
974.4 |
911.5 |
|
R2 |
954.9 |
954.9 |
907.2 |
|
R1 |
926.6 |
926.6 |
902.8 |
916.9 |
PP |
907.1 |
907.1 |
907.1 |
902.2 |
S1 |
878.8 |
878.8 |
894.0 |
869.1 |
S2 |
859.3 |
859.3 |
889.6 |
|
S3 |
811.5 |
831.0 |
885.3 |
|
S4 |
763.7 |
783.2 |
872.1 |
|
|
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 |
887.5 |
83.7 |
9.3% |
27.2 |
3.0% |
13% |
False |
True |
2,057 |
10 |
1,027.2 |
887.5 |
139.7 |
15.5% |
31.7 |
3.5% |
8% |
False |
True |
1,737 |
20 |
1,048.0 |
887.5 |
160.5 |
17.9% |
27.5 |
3.1% |
7% |
False |
True |
1,339 |
40 |
1,048.0 |
887.5 |
160.5 |
17.9% |
22.0 |
2.4% |
7% |
False |
True |
1,150 |
60 |
1,048.0 |
872.0 |
176.0 |
19.6% |
21.3 |
2.4% |
15% |
False |
False |
1,078 |
80 |
1,048.0 |
818.9 |
229.1 |
25.5% |
18.9 |
2.1% |
35% |
False |
False |
1,028 |
100 |
1,048.0 |
807.6 |
240.4 |
26.8% |
18.5 |
2.1% |
38% |
False |
False |
1,105 |
120 |
1,048.0 |
785.0 |
263.0 |
29.3% |
17.2 |
1.9% |
43% |
False |
False |
1,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.5 |
2.618 |
1,060.4 |
1.618 |
1,012.6 |
1.000 |
983.1 |
0.618 |
964.8 |
HIGH |
935.3 |
0.618 |
917.0 |
0.500 |
911.4 |
0.382 |
905.8 |
LOW |
887.5 |
0.618 |
858.0 |
1.000 |
839.7 |
1.618 |
810.2 |
2.618 |
762.4 |
4.250 |
684.4 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
911.4 |
926.8 |
PP |
907.1 |
917.3 |
S1 |
902.7 |
907.9 |
|