Trading Metrics calculated at close of trading on 04-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,604.69 |
12,626.35 |
21.66 |
0.2% |
12,215.92 |
High |
12,675.12 |
12,688.48 |
13.36 |
0.1% |
12,696.29 |
Low |
12,527.75 |
12,528.16 |
0.41 |
0.0% |
12,176.11 |
Close |
12,626.03 |
12,609.42 |
-16.61 |
-0.1% |
12,609.42 |
Range |
147.37 |
160.32 |
12.95 |
8.8% |
520.18 |
ATR |
236.16 |
230.74 |
-5.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,089.65 |
13,009.85 |
12,697.60 |
|
R3 |
12,929.33 |
12,849.53 |
12,653.51 |
|
R2 |
12,769.01 |
12,769.01 |
12,638.81 |
|
R1 |
12,689.21 |
12,689.21 |
12,624.12 |
12,648.95 |
PP |
12,608.69 |
12,608.69 |
12,608.69 |
12,588.56 |
S1 |
12,528.89 |
12,528.89 |
12,594.72 |
12,488.63 |
S2 |
12,448.37 |
12,448.37 |
12,580.03 |
|
S3 |
12,288.05 |
12,368.57 |
12,565.33 |
|
S4 |
12,127.73 |
12,208.25 |
12,521.24 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,054.48 |
13,852.13 |
12,895.52 |
|
R3 |
13,534.30 |
13,331.95 |
12,752.47 |
|
R2 |
13,014.12 |
13,014.12 |
12,704.79 |
|
R1 |
12,811.77 |
12,811.77 |
12,657.10 |
12,912.95 |
PP |
12,493.94 |
12,493.94 |
12,493.94 |
12,544.53 |
S1 |
12,291.59 |
12,291.59 |
12,561.74 |
12,392.77 |
S2 |
11,973.76 |
11,973.76 |
12,514.05 |
|
S3 |
11,453.58 |
11,771.41 |
12,466.37 |
|
S4 |
10,933.40 |
11,251.23 |
12,323.32 |
|
|
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% |
198.50 |
1.6% |
83% |
False |
False |
|
10 |
12,696.29 |
12,176.11 |
520.18 |
4.1% |
189.93 |
1.5% |
83% |
False |
False |
|
20 |
12,696.29 |
11,731.60 |
964.69 |
7.7% |
254.19 |
2.0% |
91% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
230.69 |
1.8% |
86% |
False |
False |
|
60 |
12,931.29 |
11,634.82 |
1,296.47 |
10.3% |
250.90 |
2.0% |
75% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
237.37 |
1.9% |
45% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
231.34 |
1.8% |
45% |
False |
False |
|
120 |
14,118.52 |
11,634.82 |
2,483.70 |
19.7% |
225.34 |
1.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,369.84 |
2.618 |
13,108.20 |
1.618 |
12,947.88 |
1.000 |
12,848.80 |
0.618 |
12,787.56 |
HIGH |
12,688.48 |
0.618 |
12,627.24 |
0.500 |
12,608.32 |
0.382 |
12,589.40 |
LOW |
12,528.16 |
0.618 |
12,429.08 |
1.000 |
12,367.84 |
1.618 |
12,268.76 |
2.618 |
12,108.44 |
4.250 |
11,846.80 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,609.05 |
12,612.02 |
PP |
12,608.69 |
12,611.15 |
S1 |
12,608.32 |
12,610.29 |
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