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 |
12,303.92 |
12,215.92 |
-88.00 |
-0.7% |
12,361.97 |
High |
12,382.16 |
12,326.47 |
-55.69 |
-0.4% |
12,622.07 |
Low |
12,196.87 |
12,176.11 |
-20.76 |
-0.2% |
12,196.87 |
Close |
12,216.40 |
12,262.89 |
46.49 |
0.4% |
12,216.40 |
Range |
185.29 |
150.36 |
-34.93 |
-18.9% |
425.20 |
ATR |
246.45 |
239.59 |
-6.86 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,706.24 |
12,634.92 |
12,345.59 |
|
R3 |
12,555.88 |
12,484.56 |
12,304.24 |
|
R2 |
12,405.52 |
12,405.52 |
12,290.46 |
|
R1 |
12,334.20 |
12,334.20 |
12,276.67 |
12,369.86 |
PP |
12,255.16 |
12,255.16 |
12,255.16 |
12,272.99 |
S1 |
12,183.84 |
12,183.84 |
12,249.11 |
12,219.50 |
S2 |
12,104.80 |
12,104.80 |
12,235.32 |
|
S3 |
11,954.44 |
12,033.48 |
12,221.54 |
|
S4 |
11,804.08 |
11,883.12 |
12,180.19 |
|
|
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 |
12,571.84 |
12,176.11 |
395.73 |
3.2% |
159.42 |
1.3% |
22% |
False |
True |
|
10 |
12,622.07 |
11,756.60 |
865.47 |
7.1% |
244.09 |
2.0% |
58% |
False |
False |
|
20 |
12,622.07 |
11,731.60 |
890.47 |
7.3% |
251.32 |
2.0% |
60% |
False |
False |
|
40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.4% |
231.47 |
1.9% |
51% |
False |
False |
|
60 |
13,137.93 |
11,634.82 |
1,503.11 |
12.3% |
251.25 |
2.0% |
42% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
233.95 |
1.9% |
29% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
232.57 |
1.9% |
29% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
223.27 |
1.8% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,965.50 |
2.618 |
12,720.11 |
1.618 |
12,569.75 |
1.000 |
12,476.83 |
0.618 |
12,419.39 |
HIGH |
12,326.47 |
0.618 |
12,269.03 |
0.500 |
12,251.29 |
0.382 |
12,233.55 |
LOW |
12,176.11 |
0.618 |
12,083.19 |
1.000 |
12,025.75 |
1.618 |
11,932.83 |
2.618 |
11,782.47 |
4.250 |
11,537.08 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,259.02 |
12,326.44 |
PP |
12,255.16 |
12,305.25 |
S1 |
12,251.29 |
12,284.07 |
|