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 |
1,807.75 |
1,792.50 |
-15.25 |
-0.8% |
1,752.75 |
High |
1,823.50 |
1,809.50 |
-14.00 |
-0.8% |
1,839.50 |
Low |
1,782.75 |
1,768.00 |
-14.75 |
-0.8% |
1,748.50 |
Close |
1,792.00 |
1,780.00 |
-12.00 |
-0.7% |
1,780.00 |
Range |
40.75 |
41.50 |
0.75 |
1.8% |
91.00 |
ATR |
51.24 |
50.54 |
-0.70 |
-1.4% |
0.00 |
Volume |
304,128 |
377,784 |
73,656 |
24.2% |
1,751,845 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.25 |
1,886.75 |
1,802.75 |
|
R3 |
1,868.75 |
1,845.25 |
1,791.50 |
|
R2 |
1,827.25 |
1,827.25 |
1,787.50 |
|
R1 |
1,803.75 |
1,803.75 |
1,783.75 |
1,794.75 |
PP |
1,785.75 |
1,785.75 |
1,785.75 |
1,781.50 |
S1 |
1,762.25 |
1,762.25 |
1,776.25 |
1,753.25 |
S2 |
1,744.25 |
1,744.25 |
1,772.50 |
|
S3 |
1,702.75 |
1,720.75 |
1,768.50 |
|
S4 |
1,661.25 |
1,679.25 |
1,757.25 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.25 |
2,012.25 |
1,830.00 |
|
R3 |
1,971.25 |
1,921.25 |
1,805.00 |
|
R2 |
1,880.25 |
1,880.25 |
1,796.75 |
|
R1 |
1,830.25 |
1,830.25 |
1,788.25 |
1,855.25 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,802.00 |
S1 |
1,739.25 |
1,739.25 |
1,771.75 |
1,764.25 |
S2 |
1,698.25 |
1,698.25 |
1,763.25 |
|
S3 |
1,607.25 |
1,648.25 |
1,755.00 |
|
S4 |
1,516.25 |
1,557.25 |
1,730.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,839.50 |
1,748.50 |
91.00 |
5.1% |
44.00 |
2.5% |
35% |
False |
False |
350,369 |
10 |
1,839.50 |
1,674.00 |
165.50 |
9.3% |
57.00 |
3.2% |
64% |
False |
False |
458,129 |
20 |
1,839.50 |
1,674.00 |
165.50 |
9.3% |
52.75 |
3.0% |
64% |
False |
False |
233,867 |
40 |
1,885.00 |
1,674.00 |
211.00 |
11.9% |
47.50 |
2.7% |
50% |
False |
False |
117,156 |
60 |
2,100.00 |
1,674.00 |
426.00 |
23.9% |
52.00 |
2.9% |
25% |
False |
False |
78,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.00 |
2.618 |
1,918.25 |
1.618 |
1,876.75 |
1.000 |
1,851.00 |
0.618 |
1,835.25 |
HIGH |
1,809.50 |
0.618 |
1,793.75 |
0.500 |
1,788.75 |
0.382 |
1,783.75 |
LOW |
1,768.00 |
0.618 |
1,742.25 |
1.000 |
1,726.50 |
1.618 |
1,700.75 |
2.618 |
1,659.25 |
4.250 |
1,591.50 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,788.75 |
1,799.00 |
PP |
1,785.75 |
1,792.50 |
S1 |
1,783.00 |
1,786.25 |
|