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 |
12,323 |
12,229 |
-94 |
-0.8% |
12,330 |
High |
12,400 |
12,325 |
-75 |
-0.6% |
12,620 |
Low |
12,191 |
12,158 |
-33 |
-0.3% |
12,191 |
Close |
12,236 |
12,257 |
21 |
0.2% |
12,236 |
Range |
209 |
167 |
-42 |
-20.1% |
429 |
ATR |
268 |
261 |
-7 |
-2.7% |
0 |
Volume |
183,106 |
137,878 |
-45,228 |
-24.7% |
798,771 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,748 |
12,669 |
12,349 |
|
R3 |
12,581 |
12,502 |
12,303 |
|
R2 |
12,414 |
12,414 |
12,288 |
|
R1 |
12,335 |
12,335 |
12,272 |
12,375 |
PP |
12,247 |
12,247 |
12,247 |
12,266 |
S1 |
12,168 |
12,168 |
12,242 |
12,208 |
S2 |
12,080 |
12,080 |
12,227 |
|
S3 |
11,913 |
12,001 |
12,211 |
|
S4 |
11,746 |
11,834 |
12,165 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,636 |
13,365 |
12,472 |
|
R3 |
13,207 |
12,936 |
12,354 |
|
R2 |
12,778 |
12,778 |
12,315 |
|
R1 |
12,507 |
12,507 |
12,275 |
12,428 |
PP |
12,349 |
12,349 |
12,349 |
12,310 |
S1 |
12,078 |
12,078 |
12,197 |
11,999 |
S2 |
11,920 |
11,920 |
12,157 |
|
S3 |
11,491 |
11,649 |
12,118 |
|
S4 |
11,062 |
11,220 |
12,000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,606 |
12,158 |
448 |
3.7% |
176 |
1.4% |
22% |
False |
True |
150,822 |
10 |
12,620 |
11,671 |
949 |
7.7% |
279 |
2.3% |
62% |
False |
False |
202,137 |
20 |
12,620 |
11,671 |
949 |
7.7% |
282 |
2.3% |
62% |
False |
False |
111,448 |
40 |
12,770 |
11,671 |
1,099 |
9.0% |
242 |
2.0% |
53% |
False |
False |
55,767 |
60 |
13,250 |
11,542 |
1,708 |
13.9% |
239 |
1.9% |
42% |
False |
False |
37,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,035 |
2.618 |
12,762 |
1.618 |
12,595 |
1.000 |
12,492 |
0.618 |
12,428 |
HIGH |
12,325 |
0.618 |
12,261 |
0.500 |
12,242 |
0.382 |
12,222 |
LOW |
12,158 |
0.618 |
12,055 |
1.000 |
11,991 |
1.618 |
11,888 |
2.618 |
11,721 |
4.250 |
11,448 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,252 |
12,321 |
PP |
12,247 |
12,299 |
S1 |
12,242 |
12,278 |
|