Trading Metrics calculated at close of trading on 27-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,351.25 |
1,335.00 |
-16.25 |
-1.2% |
1,289.50 |
High |
1,351.75 |
1,348.00 |
-3.75 |
-0.3% |
1,343.75 |
Low |
1,334.00 |
1,326.50 |
-7.50 |
-0.6% |
1,253.00 |
Close |
1,335.50 |
1,329.75 |
-5.75 |
-0.4% |
1,324.75 |
Range |
17.75 |
21.50 |
3.75 |
21.1% |
90.75 |
ATR |
34.77 |
33.82 |
-0.95 |
-2.7% |
0.00 |
Volume |
1,733,906 |
1,602,660 |
-131,246 |
-7.6% |
13,951,130 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.25 |
1,386.00 |
1,341.50 |
|
R3 |
1,377.75 |
1,364.50 |
1,335.75 |
|
R2 |
1,356.25 |
1,356.25 |
1,333.75 |
|
R1 |
1,343.00 |
1,343.00 |
1,331.75 |
1,339.00 |
PP |
1,334.75 |
1,334.75 |
1,334.75 |
1,332.75 |
S1 |
1,321.50 |
1,321.50 |
1,327.75 |
1,317.50 |
S2 |
1,313.25 |
1,313.25 |
1,325.75 |
|
S3 |
1,291.75 |
1,300.00 |
1,323.75 |
|
S4 |
1,270.25 |
1,278.50 |
1,318.00 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.50 |
1,542.75 |
1,374.75 |
|
R3 |
1,488.75 |
1,452.00 |
1,349.75 |
|
R2 |
1,398.00 |
1,398.00 |
1,341.50 |
|
R1 |
1,361.25 |
1,361.25 |
1,333.00 |
1,379.50 |
PP |
1,307.25 |
1,307.25 |
1,307.25 |
1,316.25 |
S1 |
1,270.50 |
1,270.50 |
1,316.50 |
1,289.00 |
S2 |
1,216.50 |
1,216.50 |
1,308.00 |
|
S3 |
1,125.75 |
1,179.75 |
1,299.75 |
|
S4 |
1,035.00 |
1,089.00 |
1,274.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.50 |
1,286.50 |
75.00 |
5.6% |
27.75 |
2.1% |
58% |
False |
False |
2,036,021 |
10 |
1,361.50 |
1,253.00 |
108.50 |
8.2% |
40.50 |
3.0% |
71% |
False |
False |
2,392,453 |
20 |
1,383.75 |
1,253.00 |
130.75 |
9.8% |
35.75 |
2.7% |
59% |
False |
False |
1,226,934 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.2% |
31.25 |
2.4% |
51% |
False |
False |
617,334 |
60 |
1,491.25 |
1,253.00 |
238.25 |
17.9% |
33.50 |
2.5% |
32% |
False |
False |
413,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.50 |
2.618 |
1,404.25 |
1.618 |
1,382.75 |
1.000 |
1,369.50 |
0.618 |
1,361.25 |
HIGH |
1,348.00 |
0.618 |
1,339.75 |
0.500 |
1,337.25 |
0.382 |
1,334.75 |
LOW |
1,326.50 |
0.618 |
1,313.25 |
1.000 |
1,305.00 |
1.618 |
1,291.75 |
2.618 |
1,270.25 |
4.250 |
1,235.00 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,337.25 |
1,343.00 |
PP |
1,334.75 |
1,338.50 |
S1 |
1,332.25 |
1,334.25 |
|