Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
900.1 |
918.5 |
18.4 |
2.0% |
931.5 |
High |
920.7 |
924.5 |
3.8 |
0.4% |
971.2 |
Low |
897.1 |
905.0 |
7.9 |
0.9% |
922.1 |
Close |
911.4 |
921.0 |
9.6 |
1.1% |
947.4 |
Range |
23.6 |
19.5 |
-4.1 |
-17.4% |
49.1 |
ATR |
26.3 |
25.8 |
-0.5 |
-1.9% |
0.0 |
Volume |
3,736 |
1,358 |
-2,378 |
-63.7% |
11,209 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975.3 |
967.7 |
931.7 |
|
R3 |
955.8 |
948.2 |
926.4 |
|
R2 |
936.3 |
936.3 |
924.6 |
|
R1 |
928.7 |
928.7 |
922.8 |
932.5 |
PP |
916.8 |
916.8 |
916.8 |
918.8 |
S1 |
909.2 |
909.2 |
919.2 |
913.0 |
S2 |
897.3 |
897.3 |
917.4 |
|
S3 |
877.8 |
889.7 |
915.6 |
|
S4 |
858.3 |
870.2 |
910.3 |
|
|
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 |
966.0 |
887.5 |
78.5 |
8.5% |
29.1 |
3.2% |
43% |
False |
False |
2,093 |
10 |
971.2 |
887.5 |
83.7 |
9.1% |
26.4 |
2.9% |
40% |
False |
False |
2,035 |
20 |
1,048.0 |
887.5 |
160.5 |
17.4% |
26.4 |
2.9% |
21% |
False |
False |
1,510 |
40 |
1,048.0 |
887.5 |
160.5 |
17.4% |
22.0 |
2.4% |
21% |
False |
False |
1,249 |
60 |
1,048.0 |
872.0 |
176.0 |
19.1% |
21.5 |
2.3% |
28% |
False |
False |
1,137 |
80 |
1,048.0 |
819.7 |
228.3 |
24.8% |
19.2 |
2.1% |
44% |
False |
False |
1,053 |
100 |
1,048.0 |
807.6 |
240.4 |
26.1% |
18.7 |
2.0% |
47% |
False |
False |
1,107 |
120 |
1,048.0 |
785.0 |
263.0 |
28.6% |
17.4 |
1.9% |
52% |
False |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,007.4 |
2.618 |
975.6 |
1.618 |
956.1 |
1.000 |
944.0 |
0.618 |
936.6 |
HIGH |
924.5 |
0.618 |
917.1 |
0.500 |
914.8 |
0.382 |
912.4 |
LOW |
905.0 |
0.618 |
892.9 |
1.000 |
885.5 |
1.618 |
873.4 |
2.618 |
853.9 |
4.250 |
822.1 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
918.9 |
917.8 |
PP |
916.8 |
914.6 |
S1 |
914.8 |
911.4 |
|