Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
5,610.0 |
5,583.0 |
-27.0 |
-0.5% |
5,410.0 |
High |
5,610.0 |
5,679.0 |
69.0 |
1.2% |
5,462.0 |
Low |
5,542.0 |
5,564.0 |
22.0 |
0.4% |
5,328.0 |
Close |
5,562.0 |
5,664.0 |
102.0 |
1.8% |
5,429.0 |
Range |
68.0 |
115.0 |
47.0 |
69.1% |
134.0 |
ATR |
125.6 |
124.9 |
-0.6 |
-0.5% |
0.0 |
Volume |
25,894 |
25,938 |
44 |
0.2% |
88,755 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,980.7 |
5,937.3 |
5,727.3 |
|
R3 |
5,865.7 |
5,822.3 |
5,695.6 |
|
R2 |
5,750.7 |
5,750.7 |
5,685.1 |
|
R1 |
5,707.3 |
5,707.3 |
5,674.5 |
5,729.0 |
PP |
5,635.7 |
5,635.7 |
5,635.7 |
5,646.5 |
S1 |
5,592.3 |
5,592.3 |
5,653.5 |
5,614.0 |
S2 |
5,520.7 |
5,520.7 |
5,642.9 |
|
S3 |
5,405.7 |
5,477.3 |
5,632.4 |
|
S4 |
5,290.7 |
5,362.3 |
5,600.8 |
|
|
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 |
5,679.0 |
5,328.0 |
351.0 |
6.2% |
86.4 |
1.5% |
96% |
True |
False |
23,598 |
10 |
5,679.0 |
5,173.0 |
506.0 |
8.9% |
78.9 |
1.4% |
97% |
True |
False |
26,355 |
20 |
5,679.0 |
5,090.0 |
589.0 |
10.4% |
85.3 |
1.5% |
97% |
True |
False |
22,669 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
65.2 |
1.2% |
79% |
False |
False |
11,388 |
60 |
6,150.0 |
5,090.0 |
1,060.0 |
18.7% |
71.1 |
1.3% |
54% |
False |
False |
7,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,167.8 |
2.618 |
5,980.1 |
1.618 |
5,865.1 |
1.000 |
5,794.0 |
0.618 |
5,750.1 |
HIGH |
5,679.0 |
0.618 |
5,635.1 |
0.500 |
5,621.5 |
0.382 |
5,607.9 |
LOW |
5,564.0 |
0.618 |
5,492.9 |
1.000 |
5,449.0 |
1.618 |
5,377.9 |
2.618 |
5,262.9 |
4.250 |
5,075.3 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,649.8 |
5,615.0 |
PP |
5,635.7 |
5,566.0 |
S1 |
5,621.5 |
5,517.0 |
|