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 |
5,888.5 |
5,948.0 |
59.5 |
1.0% |
5,704.0 |
High |
5,945.0 |
5,950.0 |
5.0 |
0.1% |
5,766.5 |
Low |
5,844.5 |
5,880.5 |
36.0 |
0.6% |
5,639.0 |
Close |
5,929.0 |
5,909.5 |
-19.5 |
-0.3% |
5,712.0 |
Range |
100.5 |
69.5 |
-31.0 |
-30.8% |
127.5 |
ATR |
130.6 |
126.2 |
-4.4 |
-3.3% |
0.0 |
Volume |
131,410 |
117,118 |
-14,292 |
-10.9% |
471,708 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,122.0 |
6,085.0 |
5,947.5 |
|
R3 |
6,052.5 |
6,015.5 |
5,928.5 |
|
R2 |
5,983.0 |
5,983.0 |
5,922.0 |
|
R1 |
5,946.0 |
5,946.0 |
5,916.0 |
5,930.0 |
PP |
5,913.5 |
5,913.5 |
5,913.5 |
5,905.0 |
S1 |
5,876.5 |
5,876.5 |
5,903.0 |
5,860.0 |
S2 |
5,844.0 |
5,844.0 |
5,897.0 |
|
S3 |
5,774.5 |
5,807.0 |
5,890.5 |
|
S4 |
5,705.0 |
5,737.5 |
5,871.5 |
|
|
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 |
5,950.0 |
5,597.5 |
352.5 |
6.0% |
118.5 |
2.0% |
89% |
True |
False |
116,537 |
10 |
5,950.0 |
5,473.0 |
477.0 |
8.1% |
105.5 |
1.8% |
92% |
True |
False |
133,498 |
20 |
5,950.0 |
5,424.5 |
525.5 |
8.9% |
111.5 |
1.9% |
92% |
True |
False |
83,411 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.4% |
106.5 |
1.8% |
72% |
False |
False |
41,900 |
60 |
6,327.0 |
5,325.0 |
1,002.0 |
17.0% |
114.0 |
1.9% |
58% |
False |
False |
28,052 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.3% |
94.0 |
1.6% |
44% |
False |
False |
21,043 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.3% |
78.0 |
1.3% |
44% |
False |
False |
16,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,245.5 |
2.618 |
6,132.0 |
1.618 |
6,062.5 |
1.000 |
6,019.5 |
0.618 |
5,993.0 |
HIGH |
5,950.0 |
0.618 |
5,923.5 |
0.500 |
5,915.0 |
0.382 |
5,907.0 |
LOW |
5,880.5 |
0.618 |
5,837.5 |
1.000 |
5,811.0 |
1.618 |
5,768.0 |
2.618 |
5,698.5 |
4.250 |
5,585.0 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,915.0 |
5,878.0 |
PP |
5,913.5 |
5,846.5 |
S1 |
5,911.5 |
5,815.0 |
|