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 |
1,860.00 |
1,867.75 |
7.75 |
0.4% |
1,780.50 |
High |
1,873.75 |
1,891.25 |
17.50 |
0.9% |
1,891.25 |
Low |
1,842.50 |
1,852.75 |
10.25 |
0.6% |
1,767.50 |
Close |
1,867.25 |
1,869.75 |
2.50 |
0.1% |
1,869.75 |
Range |
31.25 |
38.50 |
7.25 |
23.2% |
123.75 |
ATR |
49.02 |
48.27 |
-0.75 |
-1.5% |
0.00 |
Volume |
366,927 |
295,361 |
-71,566 |
-19.5% |
1,687,415 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.75 |
1,966.75 |
1,891.00 |
|
R3 |
1,948.25 |
1,928.25 |
1,880.25 |
|
R2 |
1,909.75 |
1,909.75 |
1,876.75 |
|
R1 |
1,889.75 |
1,889.75 |
1,873.25 |
1,899.75 |
PP |
1,871.25 |
1,871.25 |
1,871.25 |
1,876.25 |
S1 |
1,851.25 |
1,851.25 |
1,866.25 |
1,861.25 |
S2 |
1,832.75 |
1,832.75 |
1,862.75 |
|
S3 |
1,794.25 |
1,812.75 |
1,859.25 |
|
S4 |
1,755.75 |
1,774.25 |
1,848.50 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,214.00 |
2,165.75 |
1,937.75 |
|
R3 |
2,090.25 |
2,042.00 |
1,903.75 |
|
R2 |
1,966.50 |
1,966.50 |
1,892.50 |
|
R1 |
1,918.25 |
1,918.25 |
1,881.00 |
1,942.50 |
PP |
1,842.75 |
1,842.75 |
1,842.75 |
1,855.00 |
S1 |
1,794.50 |
1,794.50 |
1,858.50 |
1,818.50 |
S2 |
1,719.00 |
1,719.00 |
1,847.00 |
|
S3 |
1,595.25 |
1,670.75 |
1,835.75 |
|
S4 |
1,471.50 |
1,547.00 |
1,801.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.25 |
1,767.50 |
123.75 |
6.6% |
43.75 |
2.3% |
83% |
True |
False |
337,483 |
10 |
1,891.25 |
1,748.50 |
142.75 |
7.6% |
44.00 |
2.3% |
85% |
True |
False |
343,926 |
20 |
1,891.25 |
1,674.00 |
217.25 |
11.6% |
53.25 |
2.8% |
90% |
True |
False |
317,994 |
40 |
1,891.25 |
1,674.00 |
217.25 |
11.6% |
46.00 |
2.5% |
90% |
True |
False |
159,311 |
60 |
1,997.50 |
1,674.00 |
323.50 |
17.3% |
50.50 |
2.7% |
61% |
False |
False |
106,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.00 |
2.618 |
1,992.00 |
1.618 |
1,953.50 |
1.000 |
1,929.75 |
0.618 |
1,915.00 |
HIGH |
1,891.25 |
0.618 |
1,876.50 |
0.500 |
1,872.00 |
0.382 |
1,867.50 |
LOW |
1,852.75 |
0.618 |
1,829.00 |
1.000 |
1,814.25 |
1.618 |
1,790.50 |
2.618 |
1,752.00 |
4.250 |
1,689.00 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1,872.00 |
1,868.75 |
PP |
1,871.25 |
1,867.75 |
S1 |
1,870.50 |
1,867.00 |
|