Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,380.0 |
5,435.0 |
55.0 |
1.0% |
5,410.0 |
High |
5,430.0 |
5,438.0 |
8.0 |
0.1% |
5,462.0 |
Low |
5,372.0 |
5,355.0 |
-17.0 |
-0.3% |
5,328.0 |
Close |
5,396.0 |
5,408.0 |
12.0 |
0.2% |
5,429.0 |
Range |
58.0 |
83.0 |
25.0 |
43.1% |
134.0 |
ATR |
122.5 |
119.7 |
-2.8 |
-2.3% |
0.0 |
Volume |
22,817 |
22,940 |
123 |
0.5% |
88,755 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,649.3 |
5,611.7 |
5,453.7 |
|
R3 |
5,566.3 |
5,528.7 |
5,430.8 |
|
R2 |
5,483.3 |
5,483.3 |
5,423.2 |
|
R1 |
5,445.7 |
5,445.7 |
5,415.6 |
5,423.0 |
PP |
5,400.3 |
5,400.3 |
5,400.3 |
5,389.0 |
S1 |
5,362.7 |
5,362.7 |
5,400.4 |
5,340.0 |
S2 |
5,317.3 |
5,317.3 |
5,392.8 |
|
S3 |
5,234.3 |
5,279.7 |
5,385.2 |
|
S4 |
5,151.3 |
5,196.7 |
5,362.4 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.3 |
5,752.7 |
5,502.7 |
|
R3 |
5,674.3 |
5,618.7 |
5,465.9 |
|
R2 |
5,540.3 |
5,540.3 |
5,453.6 |
|
R1 |
5,484.7 |
5,484.7 |
5,441.3 |
5,512.5 |
PP |
5,406.3 |
5,406.3 |
5,406.3 |
5,420.3 |
S1 |
5,350.7 |
5,350.7 |
5,416.7 |
5,378.5 |
S2 |
5,272.3 |
5,272.3 |
5,404.4 |
|
S3 |
5,138.3 |
5,216.7 |
5,392.2 |
|
S4 |
5,004.3 |
5,082.7 |
5,355.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,462.0 |
5,328.0 |
134.0 |
2.5% |
79.0 |
1.5% |
60% |
False |
False |
21,258 |
10 |
5,462.0 |
5,090.0 |
372.0 |
6.9% |
80.7 |
1.5% |
85% |
False |
False |
37,184 |
20 |
5,529.0 |
5,090.0 |
439.0 |
8.1% |
83.6 |
1.5% |
72% |
False |
False |
20,100 |
40 |
5,862.0 |
5,090.0 |
772.0 |
14.3% |
60.6 |
1.1% |
41% |
False |
False |
10,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,790.8 |
2.618 |
5,655.3 |
1.618 |
5,572.3 |
1.000 |
5,521.0 |
0.618 |
5,489.3 |
HIGH |
5,438.0 |
0.618 |
5,406.3 |
0.500 |
5,396.5 |
0.382 |
5,386.7 |
LOW |
5,355.0 |
0.618 |
5,303.7 |
1.000 |
5,272.0 |
1.618 |
5,220.7 |
2.618 |
5,137.7 |
4.250 |
5,002.3 |
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