Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
963.2 |
958.8 |
-4.4 |
-0.5% |
922.1 |
High |
964.3 |
958.8 |
-5.5 |
-0.6% |
964.3 |
Low |
950.3 |
932.6 |
-17.7 |
-1.9% |
916.3 |
Close |
958.2 |
940.6 |
-17.6 |
-1.8% |
940.6 |
Range |
14.0 |
26.2 |
12.2 |
87.1% |
48.0 |
ATR |
22.9 |
23.1 |
0.2 |
1.0% |
0.0 |
Volume |
4,247 |
3,254 |
-993 |
-23.4% |
14,403 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.6 |
1,007.8 |
955.0 |
|
R3 |
996.4 |
981.6 |
947.8 |
|
R2 |
970.2 |
970.2 |
945.4 |
|
R1 |
955.4 |
955.4 |
943.0 |
949.7 |
PP |
944.0 |
944.0 |
944.0 |
941.2 |
S1 |
929.2 |
929.2 |
938.2 |
923.5 |
S2 |
917.8 |
917.8 |
935.8 |
|
S3 |
891.6 |
903.0 |
933.4 |
|
S4 |
865.4 |
876.8 |
926.2 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.4 |
1,060.5 |
967.0 |
|
R3 |
1,036.4 |
1,012.5 |
953.8 |
|
R2 |
988.4 |
988.4 |
949.4 |
|
R1 |
964.5 |
964.5 |
945.0 |
976.5 |
PP |
940.4 |
940.4 |
940.4 |
946.4 |
S1 |
916.5 |
916.5 |
936.2 |
928.5 |
S2 |
892.4 |
892.4 |
931.8 |
|
S3 |
844.4 |
868.5 |
927.4 |
|
S4 |
796.4 |
820.5 |
914.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964.3 |
916.3 |
48.0 |
5.1% |
20.3 |
2.2% |
51% |
False |
False |
2,880 |
10 |
1,040.3 |
916.3 |
124.0 |
13.2% |
28.0 |
3.0% |
20% |
False |
False |
2,272 |
20 |
1,040.3 |
916.3 |
124.0 |
13.2% |
22.9 |
2.4% |
20% |
False |
False |
2,040 |
40 |
1,040.3 |
900.4 |
139.9 |
14.9% |
19.1 |
2.0% |
29% |
False |
False |
1,977 |
60 |
1,040.3 |
868.4 |
171.9 |
18.3% |
17.4 |
1.9% |
42% |
False |
False |
1,824 |
80 |
1,040.3 |
812.0 |
228.3 |
24.3% |
15.5 |
1.6% |
56% |
False |
False |
1,566 |
100 |
1,040.3 |
800.7 |
239.6 |
25.5% |
14.8 |
1.6% |
58% |
False |
False |
1,445 |
120 |
1,040.3 |
761.0 |
279.3 |
29.7% |
13.4 |
1.4% |
64% |
False |
False |
1,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,070.2 |
2.618 |
1,027.4 |
1.618 |
1,001.2 |
1.000 |
985.0 |
0.618 |
975.0 |
HIGH |
958.8 |
0.618 |
948.8 |
0.500 |
945.7 |
0.382 |
942.6 |
LOW |
932.6 |
0.618 |
916.4 |
1.000 |
906.4 |
1.618 |
890.2 |
2.618 |
864.0 |
4.250 |
821.3 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
945.7 |
948.5 |
PP |
944.0 |
945.8 |
S1 |
942.3 |
943.2 |
|