Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,335.00 |
1,330.25 |
-4.75 |
-0.4% |
1,326.25 |
High |
1,348.00 |
1,340.50 |
-7.50 |
-0.6% |
1,361.50 |
Low |
1,326.50 |
1,313.75 |
-12.75 |
-1.0% |
1,313.75 |
Close |
1,329.75 |
1,319.00 |
-10.75 |
-0.8% |
1,319.00 |
Range |
21.50 |
26.75 |
5.25 |
24.4% |
47.75 |
ATR |
33.82 |
33.32 |
-0.51 |
-1.5% |
0.00 |
Volume |
1,602,660 |
2,021,528 |
418,868 |
26.1% |
8,950,552 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.75 |
1,388.50 |
1,333.75 |
|
R3 |
1,378.00 |
1,361.75 |
1,326.25 |
|
R2 |
1,351.25 |
1,351.25 |
1,324.00 |
|
R1 |
1,335.00 |
1,335.00 |
1,321.50 |
1,329.75 |
PP |
1,324.50 |
1,324.50 |
1,324.50 |
1,321.75 |
S1 |
1,308.25 |
1,308.25 |
1,316.50 |
1,303.00 |
S2 |
1,297.75 |
1,297.75 |
1,314.00 |
|
S3 |
1,271.00 |
1,281.50 |
1,311.75 |
|
S4 |
1,244.25 |
1,254.75 |
1,304.25 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.75 |
1,444.50 |
1,345.25 |
|
R3 |
1,427.00 |
1,396.75 |
1,332.25 |
|
R2 |
1,379.25 |
1,379.25 |
1,327.75 |
|
R1 |
1,349.00 |
1,349.00 |
1,323.50 |
1,340.25 |
PP |
1,331.50 |
1,331.50 |
1,331.50 |
1,327.00 |
S1 |
1,301.25 |
1,301.25 |
1,314.50 |
1,292.50 |
S2 |
1,283.75 |
1,283.75 |
1,310.25 |
|
S3 |
1,236.00 |
1,253.50 |
1,305.75 |
|
S4 |
1,188.25 |
1,205.75 |
1,292.75 |
|
|
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 |
1,313.75 |
47.75 |
3.6% |
24.00 |
1.8% |
11% |
False |
True |
1,790,110 |
10 |
1,361.50 |
1,253.00 |
108.50 |
8.2% |
39.00 |
3.0% |
61% |
False |
False |
2,564,300 |
20 |
1,369.00 |
1,253.00 |
116.00 |
8.8% |
36.00 |
2.7% |
57% |
False |
False |
1,327,561 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.3% |
30.50 |
2.3% |
44% |
False |
False |
667,622 |
60 |
1,472.75 |
1,253.00 |
219.75 |
16.7% |
33.25 |
2.5% |
30% |
False |
False |
446,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.25 |
2.618 |
1,410.50 |
1.618 |
1,383.75 |
1.000 |
1,367.25 |
0.618 |
1,357.00 |
HIGH |
1,340.50 |
0.618 |
1,330.25 |
0.500 |
1,327.00 |
0.382 |
1,324.00 |
LOW |
1,313.75 |
0.618 |
1,297.25 |
1.000 |
1,287.00 |
1.618 |
1,270.50 |
2.618 |
1,243.75 |
4.250 |
1,200.00 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,327.00 |
1,332.75 |
PP |
1,324.50 |
1,328.25 |
S1 |
1,321.75 |
1,323.50 |
|