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 |
5,948.0 |
5,929.0 |
-19.0 |
-0.3% |
5,674.0 |
High |
5,950.0 |
5,977.0 |
27.0 |
0.5% |
5,977.0 |
Low |
5,880.5 |
5,905.0 |
24.5 |
0.4% |
5,597.5 |
Close |
5,909.5 |
5,952.5 |
43.0 |
0.7% |
5,952.5 |
Range |
69.5 |
72.0 |
2.5 |
3.6% |
379.5 |
ATR |
126.2 |
122.4 |
-3.9 |
-3.1% |
0.0 |
Volume |
117,118 |
93,681 |
-23,437 |
-20.0% |
564,988 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,161.0 |
6,128.5 |
5,992.0 |
|
R3 |
6,089.0 |
6,056.5 |
5,972.5 |
|
R2 |
6,017.0 |
6,017.0 |
5,965.5 |
|
R1 |
5,984.5 |
5,984.5 |
5,959.0 |
6,001.0 |
PP |
5,945.0 |
5,945.0 |
5,945.0 |
5,953.0 |
S1 |
5,912.5 |
5,912.5 |
5,946.0 |
5,929.0 |
S2 |
5,873.0 |
5,873.0 |
5,939.5 |
|
S3 |
5,801.0 |
5,840.5 |
5,932.5 |
|
S4 |
5,729.0 |
5,768.5 |
5,913.0 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,981.0 |
6,846.0 |
6,161.0 |
|
R3 |
6,601.5 |
6,466.5 |
6,057.0 |
|
R2 |
6,222.0 |
6,222.0 |
6,022.0 |
|
R1 |
6,087.0 |
6,087.0 |
5,987.5 |
6,154.5 |
PP |
5,842.5 |
5,842.5 |
5,842.5 |
5,876.0 |
S1 |
5,707.5 |
5,707.5 |
5,917.5 |
5,775.0 |
S2 |
5,463.0 |
5,463.0 |
5,883.0 |
|
S3 |
5,083.5 |
5,328.0 |
5,848.0 |
|
S4 |
4,704.0 |
4,948.5 |
5,744.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,977.0 |
5,597.5 |
379.5 |
6.4% |
118.0 |
2.0% |
94% |
True |
False |
112,997 |
10 |
5,977.0 |
5,473.0 |
504.0 |
8.5% |
97.5 |
1.6% |
95% |
True |
False |
119,688 |
20 |
5,977.0 |
5,424.5 |
552.5 |
9.3% |
110.0 |
1.8% |
96% |
True |
False |
87,922 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.3% |
106.5 |
1.8% |
78% |
False |
False |
44,241 |
60 |
6,327.0 |
5,325.0 |
1,002.0 |
16.8% |
114.5 |
1.9% |
63% |
False |
False |
29,604 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.2% |
94.5 |
1.6% |
48% |
False |
False |
22,214 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.2% |
79.0 |
1.3% |
48% |
False |
False |
17,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,283.0 |
2.618 |
6,165.5 |
1.618 |
6,093.5 |
1.000 |
6,049.0 |
0.618 |
6,021.5 |
HIGH |
5,977.0 |
0.618 |
5,949.5 |
0.500 |
5,941.0 |
0.382 |
5,932.5 |
LOW |
5,905.0 |
0.618 |
5,860.5 |
1.000 |
5,833.0 |
1.618 |
5,788.5 |
2.618 |
5,716.5 |
4.250 |
5,599.0 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,948.5 |
5,938.5 |
PP |
5,945.0 |
5,924.5 |
S1 |
5,941.0 |
5,911.0 |
|