Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,251 |
12,625 |
374 |
3.1% |
12,330 |
High |
12,655 |
12,693 |
38 |
0.3% |
12,620 |
Low |
12,195 |
12,551 |
356 |
2.9% |
12,191 |
Close |
12,627 |
12,619 |
-8 |
-0.1% |
12,236 |
Range |
460 |
142 |
-318 |
-69.1% |
429 |
ATR |
275 |
265 |
-9 |
-3.5% |
0 |
Volume |
142,795 |
184,028 |
41,233 |
28.9% |
798,771 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,047 |
12,975 |
12,697 |
|
R3 |
12,905 |
12,833 |
12,658 |
|
R2 |
12,763 |
12,763 |
12,645 |
|
R1 |
12,691 |
12,691 |
12,632 |
12,656 |
PP |
12,621 |
12,621 |
12,621 |
12,604 |
S1 |
12,549 |
12,549 |
12,606 |
12,514 |
S2 |
12,479 |
12,479 |
12,593 |
|
S3 |
12,337 |
12,407 |
12,580 |
|
S4 |
12,195 |
12,265 |
12,541 |
|
|
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 |
12,693 |
12,158 |
535 |
4.2% |
235 |
1.9% |
86% |
True |
False |
158,112 |
10 |
12,693 |
12,046 |
647 |
5.1% |
250 |
2.0% |
89% |
True |
False |
172,764 |
20 |
12,693 |
11,671 |
1,022 |
8.1% |
294 |
2.3% |
93% |
True |
False |
127,761 |
40 |
12,770 |
11,671 |
1,099 |
8.7% |
247 |
2.0% |
86% |
False |
False |
63,936 |
60 |
13,046 |
11,542 |
1,504 |
11.9% |
243 |
1.9% |
72% |
False |
False |
42,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,297 |
2.618 |
13,065 |
1.618 |
12,923 |
1.000 |
12,835 |
0.618 |
12,781 |
HIGH |
12,693 |
0.618 |
12,639 |
0.500 |
12,622 |
0.382 |
12,605 |
LOW |
12,551 |
0.618 |
12,463 |
1.000 |
12,409 |
1.618 |
12,321 |
2.618 |
12,179 |
4.250 |
11,948 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,622 |
12,555 |
PP |
12,621 |
12,490 |
S1 |
12,620 |
12,426 |
|