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 |
12,229 |
12,251 |
22 |
0.2% |
12,330 |
High |
12,325 |
12,655 |
330 |
2.7% |
12,620 |
Low |
12,158 |
12,195 |
37 |
0.3% |
12,191 |
Close |
12,257 |
12,627 |
370 |
3.0% |
12,236 |
Range |
167 |
460 |
293 |
175.4% |
429 |
ATR |
261 |
275 |
14 |
5.5% |
0 |
Volume |
137,878 |
142,795 |
4,917 |
3.6% |
798,771 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,872 |
13,710 |
12,880 |
|
R3 |
13,412 |
13,250 |
12,754 |
|
R2 |
12,952 |
12,952 |
12,711 |
|
R1 |
12,790 |
12,790 |
12,669 |
12,871 |
PP |
12,492 |
12,492 |
12,492 |
12,533 |
S1 |
12,330 |
12,330 |
12,585 |
12,411 |
S2 |
12,032 |
12,032 |
12,543 |
|
S3 |
11,572 |
11,870 |
12,501 |
|
S4 |
11,112 |
11,410 |
12,374 |
|
|
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 |
12,655 |
12,158 |
497 |
3.9% |
235 |
1.9% |
94% |
True |
False |
152,383 |
10 |
12,655 |
11,988 |
667 |
5.3% |
278 |
2.2% |
96% |
True |
False |
186,380 |
20 |
12,655 |
11,671 |
984 |
7.8% |
299 |
2.4% |
97% |
True |
False |
118,577 |
40 |
12,770 |
11,671 |
1,099 |
8.7% |
251 |
2.0% |
87% |
False |
False |
59,336 |
60 |
13,186 |
11,542 |
1,644 |
13.0% |
245 |
1.9% |
66% |
False |
False |
39,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,610 |
2.618 |
13,859 |
1.618 |
13,399 |
1.000 |
13,115 |
0.618 |
12,939 |
HIGH |
12,655 |
0.618 |
12,479 |
0.500 |
12,425 |
0.382 |
12,371 |
LOW |
12,195 |
0.618 |
11,911 |
1.000 |
11,735 |
1.618 |
11,451 |
2.618 |
10,991 |
4.250 |
10,240 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,560 |
12,554 |
PP |
12,492 |
12,480 |
S1 |
12,425 |
12,407 |
|