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 |
5,583.0 |
5,710.0 |
127.0 |
2.3% |
5,380.0 |
High |
5,679.0 |
5,718.0 |
39.0 |
0.7% |
5,718.0 |
Low |
5,564.0 |
5,647.0 |
83.0 |
1.5% |
5,355.0 |
Close |
5,664.0 |
5,654.0 |
-10.0 |
-0.2% |
5,654.0 |
Range |
115.0 |
71.0 |
-44.0 |
-38.3% |
363.0 |
ATR |
124.9 |
121.1 |
-3.9 |
-3.1% |
0.0 |
Volume |
25,938 |
22,433 |
-3,505 |
-13.5% |
120,022 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.0 |
5,841.0 |
5,693.1 |
|
R3 |
5,815.0 |
5,770.0 |
5,673.5 |
|
R2 |
5,744.0 |
5,744.0 |
5,667.0 |
|
R1 |
5,699.0 |
5,699.0 |
5,660.5 |
5,686.0 |
PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,666.5 |
S1 |
5,628.0 |
5,628.0 |
5,647.5 |
5,615.0 |
S2 |
5,602.0 |
5,602.0 |
5,641.0 |
|
S3 |
5,531.0 |
5,557.0 |
5,634.5 |
|
S4 |
5,460.0 |
5,486.0 |
5,615.0 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,664.7 |
6,522.3 |
5,853.7 |
|
R3 |
6,301.7 |
6,159.3 |
5,753.8 |
|
R2 |
5,938.7 |
5,938.7 |
5,720.6 |
|
R1 |
5,796.3 |
5,796.3 |
5,687.3 |
5,867.5 |
PP |
5,575.7 |
5,575.7 |
5,575.7 |
5,611.3 |
S1 |
5,433.3 |
5,433.3 |
5,620.7 |
5,504.5 |
S2 |
5,212.7 |
5,212.7 |
5,587.5 |
|
S3 |
4,849.7 |
5,070.3 |
5,554.2 |
|
S4 |
4,486.7 |
4,707.3 |
5,454.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,718.0 |
5,355.0 |
363.0 |
6.4% |
79.0 |
1.4% |
82% |
True |
False |
24,004 |
10 |
5,718.0 |
5,173.0 |
545.0 |
9.6% |
78.2 |
1.4% |
88% |
True |
False |
23,217 |
20 |
5,718.0 |
5,090.0 |
628.0 |
11.1% |
83.0 |
1.5% |
90% |
True |
False |
23,756 |
40 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
65.1 |
1.2% |
78% |
False |
False |
11,948 |
60 |
6,145.0 |
5,090.0 |
1,055.0 |
18.7% |
71.7 |
1.3% |
53% |
False |
False |
8,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,019.8 |
2.618 |
5,903.9 |
1.618 |
5,832.9 |
1.000 |
5,789.0 |
0.618 |
5,761.9 |
HIGH |
5,718.0 |
0.618 |
5,690.9 |
0.500 |
5,682.5 |
0.382 |
5,674.1 |
LOW |
5,647.0 |
0.618 |
5,603.1 |
1.000 |
5,576.0 |
1.618 |
5,532.1 |
2.618 |
5,461.1 |
4.250 |
5,345.3 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,682.5 |
5,646.0 |
PP |
5,673.0 |
5,638.0 |
S1 |
5,663.5 |
5,630.0 |
|