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 |
1,370.00 |
1,373.50 |
3.50 |
0.3% |
1,319.00 |
High |
1,377.75 |
1,388.00 |
10.25 |
0.7% |
1,388.00 |
Low |
1,359.50 |
1,364.25 |
4.75 |
0.3% |
1,309.50 |
Close |
1,373.50 |
1,372.00 |
-1.50 |
-0.1% |
1,372.00 |
Range |
18.25 |
23.75 |
5.50 |
30.1% |
78.50 |
ATR |
31.90 |
31.32 |
-0.58 |
-1.8% |
0.00 |
Volume |
1,842,164 |
1,597,014 |
-245,150 |
-13.3% |
8,913,377 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.00 |
1,432.75 |
1,385.00 |
|
R3 |
1,422.25 |
1,409.00 |
1,378.50 |
|
R2 |
1,398.50 |
1,398.50 |
1,376.25 |
|
R1 |
1,385.25 |
1,385.25 |
1,374.25 |
1,380.00 |
PP |
1,374.75 |
1,374.75 |
1,374.75 |
1,372.00 |
S1 |
1,361.50 |
1,361.50 |
1,369.75 |
1,356.25 |
S2 |
1,351.00 |
1,351.00 |
1,367.75 |
|
S3 |
1,327.25 |
1,337.75 |
1,365.50 |
|
S4 |
1,303.50 |
1,314.00 |
1,359.00 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.00 |
1,560.50 |
1,415.25 |
|
R3 |
1,513.50 |
1,482.00 |
1,393.50 |
|
R2 |
1,435.00 |
1,435.00 |
1,386.50 |
|
R1 |
1,403.50 |
1,403.50 |
1,379.25 |
1,419.25 |
PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,364.50 |
S1 |
1,325.00 |
1,325.00 |
1,364.75 |
1,340.75 |
S2 |
1,278.00 |
1,278.00 |
1,357.50 |
|
S3 |
1,199.50 |
1,246.50 |
1,350.50 |
|
S4 |
1,121.00 |
1,168.00 |
1,328.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.00 |
1,309.50 |
78.50 |
5.7% |
27.25 |
2.0% |
80% |
True |
False |
1,782,675 |
10 |
1,388.00 |
1,309.50 |
78.50 |
5.7% |
25.75 |
1.9% |
80% |
True |
False |
1,786,392 |
20 |
1,388.00 |
1,253.00 |
135.00 |
9.8% |
35.50 |
2.6% |
88% |
True |
False |
1,764,867 |
40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
30.25 |
2.2% |
85% |
False |
False |
889,473 |
60 |
1,442.50 |
1,253.00 |
189.50 |
13.8% |
33.00 |
2.4% |
63% |
False |
False |
595,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.00 |
2.618 |
1,450.25 |
1.618 |
1,426.50 |
1.000 |
1,411.75 |
0.618 |
1,402.75 |
HIGH |
1,388.00 |
0.618 |
1,379.00 |
0.500 |
1,376.00 |
0.382 |
1,373.25 |
LOW |
1,364.25 |
0.618 |
1,349.50 |
1.000 |
1,340.50 |
1.618 |
1,325.75 |
2.618 |
1,302.00 |
4.250 |
1,263.25 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,376.00 |
1,373.75 |
PP |
1,374.75 |
1,373.25 |
S1 |
1,373.50 |
1,372.50 |
|