Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,330.25 |
1,319.00 |
-11.25 |
-0.8% |
1,326.25 |
High |
1,340.50 |
1,330.50 |
-10.00 |
-0.7% |
1,361.50 |
Low |
1,313.75 |
1,309.50 |
-4.25 |
-0.3% |
1,313.75 |
Close |
1,319.00 |
1,324.00 |
5.00 |
0.4% |
1,319.00 |
Range |
26.75 |
21.00 |
-5.75 |
-21.5% |
47.75 |
ATR |
33.32 |
32.44 |
-0.88 |
-2.6% |
0.00 |
Volume |
2,021,528 |
1,526,259 |
-495,269 |
-24.5% |
8,950,552 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.25 |
1,375.25 |
1,335.50 |
|
R3 |
1,363.25 |
1,354.25 |
1,329.75 |
|
R2 |
1,342.25 |
1,342.25 |
1,327.75 |
|
R1 |
1,333.25 |
1,333.25 |
1,326.00 |
1,337.75 |
PP |
1,321.25 |
1,321.25 |
1,321.25 |
1,323.50 |
S1 |
1,312.25 |
1,312.25 |
1,322.00 |
1,316.75 |
S2 |
1,300.25 |
1,300.25 |
1,320.25 |
|
S3 |
1,279.25 |
1,291.25 |
1,318.25 |
|
S4 |
1,258.25 |
1,270.25 |
1,312.50 |
|
|
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 |
1,359.50 |
1,309.50 |
50.00 |
3.8% |
21.00 |
1.6% |
29% |
False |
True |
1,662,772 |
10 |
1,361.50 |
1,253.00 |
108.50 |
8.2% |
35.00 |
2.6% |
65% |
False |
False |
2,442,794 |
20 |
1,361.50 |
1,253.00 |
108.50 |
8.2% |
35.00 |
2.7% |
65% |
False |
False |
1,403,056 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.3% |
30.50 |
2.3% |
47% |
False |
False |
705,602 |
60 |
1,471.00 |
1,253.00 |
218.00 |
16.5% |
33.50 |
2.5% |
33% |
False |
False |
472,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.75 |
2.618 |
1,385.50 |
1.618 |
1,364.50 |
1.000 |
1,351.50 |
0.618 |
1,343.50 |
HIGH |
1,330.50 |
0.618 |
1,322.50 |
0.500 |
1,320.00 |
0.382 |
1,317.50 |
LOW |
1,309.50 |
0.618 |
1,296.50 |
1.000 |
1,288.50 |
1.618 |
1,275.50 |
2.618 |
1,254.50 |
4.250 |
1,220.25 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,322.75 |
1,328.75 |
PP |
1,321.25 |
1,327.25 |
S1 |
1,320.00 |
1,325.50 |
|