Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,760.0 |
5,674.0 |
-86.0 |
-1.5% |
5,704.0 |
High |
5,766.5 |
5,736.5 |
-30.0 |
-0.5% |
5,766.5 |
Low |
5,692.0 |
5,597.5 |
-94.5 |
-1.7% |
5,639.0 |
Close |
5,712.0 |
5,708.5 |
-3.5 |
-0.1% |
5,712.0 |
Range |
74.5 |
139.0 |
64.5 |
86.6% |
127.5 |
ATR |
126.2 |
127.1 |
0.9 |
0.7% |
0.0 |
Volume |
111,380 |
87,161 |
-24,219 |
-21.7% |
471,708 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.0 |
6,042.0 |
5,785.0 |
|
R3 |
5,959.0 |
5,903.0 |
5,746.5 |
|
R2 |
5,820.0 |
5,820.0 |
5,734.0 |
|
R1 |
5,764.0 |
5,764.0 |
5,721.0 |
5,792.0 |
PP |
5,681.0 |
5,681.0 |
5,681.0 |
5,695.0 |
S1 |
5,625.0 |
5,625.0 |
5,696.0 |
5,653.0 |
S2 |
5,542.0 |
5,542.0 |
5,683.0 |
|
S3 |
5,403.0 |
5,486.0 |
5,670.5 |
|
S4 |
5,264.0 |
5,347.0 |
5,632.0 |
|
|
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 |
5,597.5 |
169.0 |
3.0% |
87.5 |
1.5% |
66% |
False |
True |
111,773 |
10 |
5,795.0 |
5,424.5 |
370.5 |
6.5% |
112.0 |
2.0% |
77% |
False |
False |
121,668 |
20 |
5,971.0 |
5,424.5 |
546.5 |
9.6% |
110.5 |
1.9% |
52% |
False |
False |
64,246 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.8% |
103.0 |
1.8% |
42% |
False |
False |
32,325 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
112.0 |
2.0% |
31% |
False |
False |
21,651 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
89.5 |
1.6% |
29% |
False |
False |
16,247 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
74.5 |
1.3% |
29% |
False |
False |
13,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,327.0 |
2.618 |
6,100.5 |
1.618 |
5,961.5 |
1.000 |
5,875.5 |
0.618 |
5,822.5 |
HIGH |
5,736.5 |
0.618 |
5,683.5 |
0.500 |
5,667.0 |
0.382 |
5,650.5 |
LOW |
5,597.5 |
0.618 |
5,511.5 |
1.000 |
5,458.5 |
1.618 |
5,372.5 |
2.618 |
5,233.5 |
4.250 |
5,007.0 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,694.5 |
5,699.5 |
PP |
5,681.0 |
5,691.0 |
S1 |
5,667.0 |
5,682.0 |
|