Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
934.7 |
900.1 |
-34.6 |
-3.7% |
931.5 |
High |
935.3 |
920.7 |
-14.6 |
-1.6% |
971.2 |
Low |
887.5 |
897.1 |
9.6 |
1.1% |
922.1 |
Close |
898.4 |
911.4 |
13.0 |
1.4% |
947.4 |
Range |
47.8 |
23.6 |
-24.2 |
-50.6% |
49.1 |
ATR |
26.5 |
26.3 |
-0.2 |
-0.8% |
0.0 |
Volume |
725 |
3,736 |
3,011 |
415.3% |
11,209 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
980.5 |
969.6 |
924.4 |
|
R3 |
956.9 |
946.0 |
917.9 |
|
R2 |
933.3 |
933.3 |
915.7 |
|
R1 |
922.4 |
922.4 |
913.6 |
927.9 |
PP |
909.7 |
909.7 |
909.7 |
912.5 |
S1 |
898.8 |
898.8 |
909.2 |
904.3 |
S2 |
886.1 |
886.1 |
907.1 |
|
S3 |
862.5 |
875.2 |
904.9 |
|
S4 |
838.9 |
851.6 |
898.4 |
|
|
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 |
9.2% |
28.1 |
3.1% |
29% |
False |
False |
2,494 |
10 |
1,012.5 |
887.5 |
125.0 |
13.7% |
30.5 |
3.3% |
19% |
False |
False |
2,028 |
20 |
1,048.0 |
887.5 |
160.5 |
17.6% |
27.1 |
3.0% |
15% |
False |
False |
1,498 |
40 |
1,048.0 |
887.5 |
160.5 |
17.6% |
22.1 |
2.4% |
15% |
False |
False |
1,231 |
60 |
1,048.0 |
872.0 |
176.0 |
19.3% |
21.6 |
2.4% |
22% |
False |
False |
1,129 |
80 |
1,048.0 |
819.7 |
228.3 |
25.0% |
19.0 |
2.1% |
40% |
False |
False |
1,071 |
100 |
1,048.0 |
807.6 |
240.4 |
26.4% |
18.6 |
2.0% |
43% |
False |
False |
1,112 |
120 |
1,048.0 |
785.0 |
263.0 |
28.9% |
17.3 |
1.9% |
48% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.0 |
2.618 |
982.5 |
1.618 |
958.9 |
1.000 |
944.3 |
0.618 |
935.3 |
HIGH |
920.7 |
0.618 |
911.7 |
0.500 |
908.9 |
0.382 |
906.1 |
LOW |
897.1 |
0.618 |
882.5 |
1.000 |
873.5 |
1.618 |
858.9 |
2.618 |
835.3 |
4.250 |
796.8 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
910.6 |
921.9 |
PP |
909.7 |
918.4 |
S1 |
908.9 |
914.9 |
|