Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,625 |
12,619 |
-6 |
0.0% |
12,330 |
High |
12,693 |
12,672 |
-21 |
-0.2% |
12,620 |
Low |
12,551 |
12,528 |
-23 |
-0.2% |
12,191 |
Close |
12,619 |
12,637 |
18 |
0.1% |
12,236 |
Range |
142 |
144 |
2 |
1.4% |
429 |
ATR |
265 |
257 |
-9 |
-3.3% |
0 |
Volume |
184,028 |
165,630 |
-18,398 |
-10.0% |
798,771 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,044 |
12,985 |
12,716 |
|
R3 |
12,900 |
12,841 |
12,677 |
|
R2 |
12,756 |
12,756 |
12,664 |
|
R1 |
12,697 |
12,697 |
12,650 |
12,727 |
PP |
12,612 |
12,612 |
12,612 |
12,627 |
S1 |
12,553 |
12,553 |
12,624 |
12,583 |
S2 |
12,468 |
12,468 |
12,611 |
|
S3 |
12,324 |
12,409 |
12,598 |
|
S4 |
12,180 |
12,265 |
12,558 |
|
|
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% |
225 |
1.8% |
90% |
False |
False |
162,687 |
10 |
12,693 |
12,046 |
647 |
5.1% |
226 |
1.8% |
91% |
False |
False |
167,657 |
20 |
12,693 |
11,671 |
1,022 |
8.1% |
291 |
2.3% |
95% |
False |
False |
136,026 |
40 |
12,770 |
11,671 |
1,099 |
8.7% |
246 |
1.9% |
88% |
False |
False |
68,075 |
60 |
13,046 |
11,542 |
1,504 |
11.9% |
243 |
1.9% |
73% |
False |
False |
45,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,284 |
2.618 |
13,049 |
1.618 |
12,905 |
1.000 |
12,816 |
0.618 |
12,761 |
HIGH |
12,672 |
0.618 |
12,617 |
0.500 |
12,600 |
0.382 |
12,583 |
LOW |
12,528 |
0.618 |
12,439 |
1.000 |
12,384 |
1.618 |
12,295 |
2.618 |
12,151 |
4.250 |
11,916 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,625 |
12,573 |
PP |
12,612 |
12,508 |
S1 |
12,600 |
12,444 |
|