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 |
12,651.67 |
12,604.69 |
-46.98 |
-0.4% |
12,361.97 |
High |
12,696.29 |
12,675.12 |
-21.17 |
-0.2% |
12,622.07 |
Low |
12,555.17 |
12,527.75 |
-27.42 |
-0.2% |
12,196.87 |
Close |
12,608.92 |
12,626.03 |
17.11 |
0.1% |
12,216.40 |
Range |
141.12 |
147.37 |
6.25 |
4.4% |
425.20 |
ATR |
242.99 |
236.16 |
-6.83 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,051.74 |
12,986.26 |
12,707.08 |
|
R3 |
12,904.37 |
12,838.89 |
12,666.56 |
|
R2 |
12,757.00 |
12,757.00 |
12,653.05 |
|
R1 |
12,691.52 |
12,691.52 |
12,639.54 |
12,724.26 |
PP |
12,609.63 |
12,609.63 |
12,609.63 |
12,626.01 |
S1 |
12,544.15 |
12,544.15 |
12,612.52 |
12,576.89 |
S2 |
12,462.26 |
12,462.26 |
12,599.01 |
|
S3 |
12,314.89 |
12,396.78 |
12,585.50 |
|
S4 |
12,167.52 |
12,249.41 |
12,544.98 |
|
|
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 |
12,696.29 |
12,176.11 |
520.18 |
4.1% |
203.50 |
1.6% |
86% |
False |
False |
|
10 |
12,696.29 |
12,097.87 |
598.42 |
4.7% |
201.99 |
1.6% |
88% |
False |
False |
|
20 |
12,696.29 |
11,731.60 |
964.69 |
7.6% |
257.60 |
2.0% |
93% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
231.98 |
1.8% |
87% |
False |
False |
|
60 |
12,931.29 |
11,634.82 |
1,296.47 |
10.3% |
253.91 |
2.0% |
76% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
236.20 |
1.9% |
46% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
232.48 |
1.8% |
46% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
226.07 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,301.44 |
2.618 |
13,060.93 |
1.618 |
12,913.56 |
1.000 |
12,822.49 |
0.618 |
12,766.19 |
HIGH |
12,675.12 |
0.618 |
12,618.82 |
0.500 |
12,601.44 |
0.382 |
12,584.05 |
LOW |
12,527.75 |
0.618 |
12,436.68 |
1.000 |
12,380.38 |
1.618 |
12,289.31 |
2.618 |
12,141.94 |
4.250 |
11,901.43 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,617.83 |
12,577.81 |
PP |
12,609.63 |
12,529.60 |
S1 |
12,601.44 |
12,481.38 |
|