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 |
12,619 |
12,638 |
19 |
0.2% |
12,229 |
High |
12,672 |
12,764 |
92 |
0.7% |
12,764 |
Low |
12,528 |
12,524 |
-4 |
0.0% |
12,158 |
Close |
12,637 |
12,610 |
-27 |
-0.2% |
12,610 |
Range |
144 |
240 |
96 |
66.7% |
606 |
ATR |
257 |
255 |
-1 |
-0.5% |
0 |
Volume |
165,630 |
142,305 |
-23,325 |
-14.1% |
772,636 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,353 |
13,221 |
12,742 |
|
R3 |
13,113 |
12,981 |
12,676 |
|
R2 |
12,873 |
12,873 |
12,654 |
|
R1 |
12,741 |
12,741 |
12,632 |
12,687 |
PP |
12,633 |
12,633 |
12,633 |
12,606 |
S1 |
12,501 |
12,501 |
12,588 |
12,447 |
S2 |
12,393 |
12,393 |
12,566 |
|
S3 |
12,153 |
12,261 |
12,544 |
|
S4 |
11,913 |
12,021 |
12,478 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,329 |
14,075 |
12,943 |
|
R3 |
13,723 |
13,469 |
12,777 |
|
R2 |
13,117 |
13,117 |
12,721 |
|
R1 |
12,863 |
12,863 |
12,666 |
12,990 |
PP |
12,511 |
12,511 |
12,511 |
12,574 |
S1 |
12,257 |
12,257 |
12,555 |
12,384 |
S2 |
11,905 |
11,905 |
12,499 |
|
S3 |
11,299 |
11,651 |
12,443 |
|
S4 |
10,693 |
11,045 |
12,277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,764 |
12,158 |
606 |
4.8% |
231 |
1.8% |
75% |
True |
False |
154,527 |
10 |
12,764 |
12,158 |
606 |
4.8% |
217 |
1.7% |
75% |
True |
False |
157,140 |
20 |
12,764 |
11,671 |
1,093 |
8.7% |
288 |
2.3% |
86% |
True |
False |
143,121 |
40 |
12,770 |
11,671 |
1,099 |
8.7% |
245 |
1.9% |
85% |
False |
False |
71,629 |
60 |
13,005 |
11,542 |
1,463 |
11.6% |
242 |
1.9% |
73% |
False |
False |
47,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,784 |
2.618 |
13,392 |
1.618 |
13,152 |
1.000 |
13,004 |
0.618 |
12,912 |
HIGH |
12,764 |
0.618 |
12,672 |
0.500 |
12,644 |
0.382 |
12,616 |
LOW |
12,524 |
0.618 |
12,376 |
1.000 |
12,284 |
1.618 |
12,136 |
2.618 |
11,896 |
4.250 |
11,504 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,644 |
12,644 |
PP |
12,633 |
12,633 |
S1 |
12,621 |
12,621 |
|