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 |
1,792.50 |
1,780.50 |
-12.00 |
-0.7% |
1,752.75 |
High |
1,809.50 |
1,796.50 |
-13.00 |
-0.7% |
1,839.50 |
Low |
1,768.00 |
1,767.50 |
-0.50 |
0.0% |
1,748.50 |
Close |
1,780.00 |
1,790.50 |
10.50 |
0.6% |
1,780.00 |
Range |
41.50 |
29.00 |
-12.50 |
-30.1% |
91.00 |
ATR |
50.54 |
49.00 |
-1.54 |
-3.0% |
0.00 |
Volume |
377,784 |
286,251 |
-91,533 |
-24.2% |
1,751,845 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.75 |
1,860.25 |
1,806.50 |
|
R3 |
1,842.75 |
1,831.25 |
1,798.50 |
|
R2 |
1,813.75 |
1,813.75 |
1,795.75 |
|
R1 |
1,802.25 |
1,802.25 |
1,793.25 |
1,808.00 |
PP |
1,784.75 |
1,784.75 |
1,784.75 |
1,787.75 |
S1 |
1,773.25 |
1,773.25 |
1,787.75 |
1,779.00 |
S2 |
1,755.75 |
1,755.75 |
1,785.25 |
|
S3 |
1,726.75 |
1,744.25 |
1,782.50 |
|
S4 |
1,697.75 |
1,715.25 |
1,774.50 |
|
|
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 |
1,767.50 |
72.00 |
4.0% |
34.25 |
1.9% |
32% |
False |
True |
330,069 |
10 |
1,839.50 |
1,674.00 |
165.50 |
9.2% |
52.00 |
2.9% |
70% |
False |
False |
444,935 |
20 |
1,839.50 |
1,674.00 |
165.50 |
9.2% |
52.00 |
2.9% |
70% |
False |
False |
248,127 |
40 |
1,877.50 |
1,674.00 |
203.50 |
11.4% |
47.00 |
2.6% |
57% |
False |
False |
124,308 |
60 |
2,100.00 |
1,674.00 |
426.00 |
23.8% |
52.00 |
2.9% |
27% |
False |
False |
83,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.75 |
2.618 |
1,872.50 |
1.618 |
1,843.50 |
1.000 |
1,825.50 |
0.618 |
1,814.50 |
HIGH |
1,796.50 |
0.618 |
1,785.50 |
0.500 |
1,782.00 |
0.382 |
1,778.50 |
LOW |
1,767.50 |
0.618 |
1,749.50 |
1.000 |
1,738.50 |
1.618 |
1,720.50 |
2.618 |
1,691.50 |
4.250 |
1,644.25 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,787.75 |
1,795.50 |
PP |
1,784.75 |
1,793.75 |
S1 |
1,782.00 |
1,792.25 |
|