Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,674.0 |
5,760.0 |
86.0 |
1.5% |
5,704.0 |
High |
5,759.0 |
5,766.5 |
7.5 |
0.1% |
5,766.5 |
Low |
5,668.5 |
5,692.0 |
23.5 |
0.4% |
5,639.0 |
Close |
5,742.0 |
5,712.0 |
-30.0 |
-0.5% |
5,712.0 |
Range |
90.5 |
74.5 |
-16.0 |
-17.7% |
127.5 |
ATR |
130.2 |
126.2 |
-4.0 |
-3.1% |
0.0 |
Volume |
88,678 |
111,380 |
22,702 |
25.6% |
471,708 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,947.0 |
5,904.0 |
5,753.0 |
|
R3 |
5,872.5 |
5,829.5 |
5,732.5 |
|
R2 |
5,798.0 |
5,798.0 |
5,725.5 |
|
R1 |
5,755.0 |
5,755.0 |
5,719.0 |
5,739.0 |
PP |
5,723.5 |
5,723.5 |
5,723.5 |
5,715.5 |
S1 |
5,680.5 |
5,680.5 |
5,705.0 |
5,665.0 |
S2 |
5,649.0 |
5,649.0 |
5,698.5 |
|
S3 |
5,574.5 |
5,606.0 |
5,691.5 |
|
S4 |
5,500.0 |
5,531.5 |
5,671.0 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,088.5 |
6,027.5 |
5,782.0 |
|
R3 |
5,961.0 |
5,900.0 |
5,747.0 |
|
R2 |
5,833.5 |
5,833.5 |
5,735.5 |
|
R1 |
5,772.5 |
5,772.5 |
5,723.5 |
5,803.0 |
PP |
5,706.0 |
5,706.0 |
5,706.0 |
5,721.0 |
S1 |
5,645.0 |
5,645.0 |
5,700.5 |
5,675.5 |
S2 |
5,578.5 |
5,578.5 |
5,688.5 |
|
S3 |
5,451.0 |
5,517.5 |
5,677.0 |
|
S4 |
5,323.5 |
5,390.0 |
5,642.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,766.5 |
5,473.0 |
293.5 |
5.1% |
77.0 |
1.3% |
81% |
True |
False |
126,380 |
10 |
5,795.0 |
5,424.5 |
370.5 |
6.5% |
109.0 |
1.9% |
78% |
False |
False |
115,565 |
20 |
6,078.0 |
5,424.5 |
653.5 |
11.4% |
109.5 |
1.9% |
44% |
False |
False |
59,918 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.8% |
104.0 |
1.8% |
43% |
False |
False |
30,153 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
111.0 |
1.9% |
31% |
False |
False |
20,199 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
88.5 |
1.6% |
29% |
False |
False |
15,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,083.0 |
2.618 |
5,961.5 |
1.618 |
5,887.0 |
1.000 |
5,841.0 |
0.618 |
5,812.5 |
HIGH |
5,766.5 |
0.618 |
5,738.0 |
0.500 |
5,729.0 |
0.382 |
5,720.5 |
LOW |
5,692.0 |
0.618 |
5,646.0 |
1.000 |
5,617.5 |
1.618 |
5,571.5 |
2.618 |
5,497.0 |
4.250 |
5,375.5 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,729.0 |
5,712.0 |
PP |
5,723.5 |
5,712.0 |
S1 |
5,718.0 |
5,712.0 |
|