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 |
12,421.88 |
12,303.92 |
-117.96 |
-0.9% |
12,361.97 |
High |
12,476.76 |
12,382.16 |
-94.60 |
-0.8% |
12,622.07 |
Low |
12,293.34 |
12,196.87 |
-96.47 |
-0.8% |
12,196.87 |
Close |
12,302.46 |
12,216.40 |
-86.06 |
-0.7% |
12,216.40 |
Range |
183.42 |
185.29 |
1.87 |
1.0% |
425.20 |
ATR |
251.15 |
246.45 |
-4.70 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,821.01 |
12,704.00 |
12,318.31 |
|
R3 |
12,635.72 |
12,518.71 |
12,267.35 |
|
R2 |
12,450.43 |
12,450.43 |
12,250.37 |
|
R1 |
12,333.42 |
12,333.42 |
12,233.38 |
12,299.28 |
PP |
12,265.14 |
12,265.14 |
12,265.14 |
12,248.08 |
S1 |
12,148.13 |
12,148.13 |
12,199.42 |
12,113.99 |
S2 |
12,079.85 |
12,079.85 |
12,182.43 |
|
S3 |
11,894.56 |
11,962.84 |
12,165.45 |
|
S4 |
11,709.27 |
11,777.55 |
12,114.49 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,620.71 |
13,343.76 |
12,450.26 |
|
R3 |
13,195.51 |
12,918.56 |
12,333.33 |
|
R2 |
12,770.31 |
12,770.31 |
12,294.35 |
|
R1 |
12,493.36 |
12,493.36 |
12,255.38 |
12,419.24 |
PP |
12,345.11 |
12,345.11 |
12,345.11 |
12,308.05 |
S1 |
12,068.16 |
12,068.16 |
12,177.42 |
11,994.04 |
S2 |
11,919.91 |
11,919.91 |
12,138.45 |
|
S3 |
11,494.71 |
11,642.96 |
12,099.47 |
|
S4 |
11,069.51 |
11,217.76 |
11,982.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,622.07 |
12,196.87 |
425.20 |
3.5% |
181.36 |
1.5% |
5% |
False |
True |
|
10 |
12,622.07 |
11,756.60 |
865.47 |
7.1% |
265.15 |
2.2% |
53% |
False |
False |
|
20 |
12,622.07 |
11,731.60 |
890.47 |
7.3% |
261.64 |
2.1% |
54% |
False |
False |
|
40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.5% |
239.02 |
2.0% |
47% |
False |
False |
|
60 |
13,279.54 |
11,634.82 |
1,644.72 |
13.5% |
253.55 |
2.1% |
35% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
233.45 |
1.9% |
27% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
232.93 |
1.9% |
27% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
223.32 |
1.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,169.64 |
2.618 |
12,867.25 |
1.618 |
12,681.96 |
1.000 |
12,567.45 |
0.618 |
12,496.67 |
HIGH |
12,382.16 |
0.618 |
12,311.38 |
0.500 |
12,289.52 |
0.382 |
12,267.65 |
LOW |
12,196.87 |
0.618 |
12,082.36 |
1.000 |
12,011.58 |
1.618 |
11,897.07 |
2.618 |
11,711.78 |
4.250 |
11,409.39 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,289.52 |
12,364.41 |
PP |
12,265.14 |
12,315.07 |
S1 |
12,240.77 |
12,265.74 |
|