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 |
12,215.92 |
12,266.64 |
50.72 |
0.4% |
12,361.97 |
High |
12,326.47 |
12,659.82 |
333.35 |
2.7% |
12,622.07 |
Low |
12,176.11 |
12,266.47 |
90.36 |
0.7% |
12,196.87 |
Close |
12,262.89 |
12,654.36 |
391.47 |
3.2% |
12,216.40 |
Range |
150.36 |
393.35 |
242.99 |
161.6% |
425.20 |
ATR |
239.59 |
250.82 |
11.24 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,706.93 |
13,574.00 |
12,870.70 |
|
R3 |
13,313.58 |
13,180.65 |
12,762.53 |
|
R2 |
12,920.23 |
12,920.23 |
12,726.47 |
|
R1 |
12,787.30 |
12,787.30 |
12,690.42 |
12,853.77 |
PP |
12,526.88 |
12,526.88 |
12,526.88 |
12,560.12 |
S1 |
12,393.95 |
12,393.95 |
12,618.30 |
12,460.42 |
S2 |
12,133.53 |
12,133.53 |
12,582.25 |
|
S3 |
11,740.18 |
12,000.60 |
12,546.19 |
|
S4 |
11,346.83 |
11,607.25 |
12,438.02 |
|
|
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 |
12,659.82 |
12,176.11 |
483.71 |
3.8% |
213.53 |
1.7% |
99% |
True |
False |
|
10 |
12,659.82 |
11,975.84 |
683.98 |
5.4% |
251.47 |
2.0% |
99% |
True |
False |
|
20 |
12,659.82 |
11,731.60 |
928.22 |
7.3% |
264.98 |
2.1% |
99% |
True |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
237.17 |
1.9% |
90% |
False |
False |
|
60 |
13,046.72 |
11,634.82 |
1,411.90 |
11.2% |
255.90 |
2.0% |
72% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
237.88 |
1.9% |
48% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
234.79 |
1.9% |
48% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
226.07 |
1.8% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,331.56 |
2.618 |
13,689.61 |
1.618 |
13,296.26 |
1.000 |
13,053.17 |
0.618 |
12,902.91 |
HIGH |
12,659.82 |
0.618 |
12,509.56 |
0.500 |
12,463.15 |
0.382 |
12,416.73 |
LOW |
12,266.47 |
0.618 |
12,023.38 |
1.000 |
11,873.12 |
1.618 |
11,630.03 |
2.618 |
11,236.68 |
4.250 |
10,594.73 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,590.62 |
12,575.56 |
PP |
12,526.88 |
12,496.76 |
S1 |
12,463.15 |
12,417.97 |
|