Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1,780.50 |
1,785.50 |
5.00 |
0.3% |
1,752.75 |
High |
1,796.50 |
1,862.25 |
65.75 |
3.7% |
1,839.50 |
Low |
1,767.50 |
1,777.25 |
9.75 |
0.6% |
1,748.50 |
Close |
1,790.50 |
1,857.75 |
67.25 |
3.8% |
1,780.00 |
Range |
29.00 |
85.00 |
56.00 |
193.1% |
91.00 |
ATR |
49.00 |
51.57 |
2.57 |
5.2% |
0.00 |
Volume |
286,251 |
301,949 |
15,698 |
5.5% |
1,751,845 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.50 |
2,057.50 |
1,904.50 |
|
R3 |
2,002.50 |
1,972.50 |
1,881.00 |
|
R2 |
1,917.50 |
1,917.50 |
1,873.25 |
|
R1 |
1,887.50 |
1,887.50 |
1,865.50 |
1,902.50 |
PP |
1,832.50 |
1,832.50 |
1,832.50 |
1,840.00 |
S1 |
1,802.50 |
1,802.50 |
1,850.00 |
1,817.50 |
S2 |
1,747.50 |
1,747.50 |
1,842.25 |
|
S3 |
1,662.50 |
1,717.50 |
1,834.50 |
|
S4 |
1,577.50 |
1,632.50 |
1,811.00 |
|
|
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 |
1,862.25 |
1,767.50 |
94.75 |
5.1% |
44.75 |
2.4% |
95% |
True |
False |
319,815 |
10 |
1,862.25 |
1,694.50 |
167.75 |
9.0% |
52.25 |
2.8% |
97% |
True |
False |
409,278 |
20 |
1,862.25 |
1,674.00 |
188.25 |
10.1% |
54.75 |
2.9% |
98% |
True |
False |
263,187 |
40 |
1,862.25 |
1,674.00 |
188.25 |
10.1% |
48.00 |
2.6% |
98% |
True |
False |
131,854 |
60 |
2,014.50 |
1,674.00 |
340.50 |
18.3% |
51.75 |
2.8% |
54% |
False |
False |
88,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,223.50 |
2.618 |
2,084.75 |
1.618 |
1,999.75 |
1.000 |
1,947.25 |
0.618 |
1,914.75 |
HIGH |
1,862.25 |
0.618 |
1,829.75 |
0.500 |
1,819.75 |
0.382 |
1,809.75 |
LOW |
1,777.25 |
0.618 |
1,724.75 |
1.000 |
1,692.25 |
1.618 |
1,639.75 |
2.618 |
1,554.75 |
4.250 |
1,416.00 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,845.00 |
1,843.50 |
PP |
1,832.50 |
1,829.25 |
S1 |
1,819.75 |
1,815.00 |
|