Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
958.8 |
937.9 |
-20.9 |
-2.2% |
922.1 |
High |
958.8 |
949.2 |
-9.6 |
-1.0% |
964.3 |
Low |
932.6 |
922.8 |
-9.8 |
-1.1% |
916.3 |
Close |
940.6 |
925.5 |
-15.1 |
-1.6% |
940.6 |
Range |
26.2 |
26.4 |
0.2 |
0.8% |
48.0 |
ATR |
23.1 |
23.4 |
0.2 |
1.0% |
0.0 |
Volume |
3,254 |
1,299 |
-1,955 |
-60.1% |
14,403 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.7 |
995.0 |
940.0 |
|
R3 |
985.3 |
968.6 |
932.8 |
|
R2 |
958.9 |
958.9 |
930.3 |
|
R1 |
942.2 |
942.2 |
927.9 |
937.4 |
PP |
932.5 |
932.5 |
932.5 |
930.1 |
S1 |
915.8 |
915.8 |
923.1 |
911.0 |
S2 |
906.1 |
906.1 |
920.7 |
|
S3 |
879.7 |
889.4 |
918.2 |
|
S4 |
853.3 |
863.0 |
911.0 |
|
|
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 |
921.0 |
43.3 |
4.7% |
21.9 |
2.4% |
10% |
False |
False |
2,797 |
10 |
1,040.3 |
916.3 |
124.0 |
13.4% |
29.1 |
3.1% |
7% |
False |
False |
2,225 |
20 |
1,040.3 |
916.3 |
124.0 |
13.4% |
23.8 |
2.6% |
7% |
False |
False |
2,013 |
40 |
1,040.3 |
900.4 |
139.9 |
15.1% |
19.0 |
2.1% |
18% |
False |
False |
1,942 |
60 |
1,040.3 |
868.4 |
171.9 |
18.6% |
17.7 |
1.9% |
33% |
False |
False |
1,811 |
80 |
1,040.3 |
812.0 |
228.3 |
24.7% |
15.8 |
1.7% |
50% |
False |
False |
1,575 |
100 |
1,040.3 |
800.7 |
239.6 |
25.9% |
14.9 |
1.6% |
52% |
False |
False |
1,455 |
120 |
1,040.3 |
769.3 |
271.0 |
29.3% |
13.6 |
1.5% |
58% |
False |
False |
1,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,061.4 |
2.618 |
1,018.3 |
1.618 |
991.9 |
1.000 |
975.6 |
0.618 |
965.5 |
HIGH |
949.2 |
0.618 |
939.1 |
0.500 |
936.0 |
0.382 |
932.9 |
LOW |
922.8 |
0.618 |
906.5 |
1.000 |
896.4 |
1.618 |
880.1 |
2.618 |
853.7 |
4.250 |
810.6 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
936.0 |
943.6 |
PP |
932.5 |
937.5 |
S1 |
929.0 |
931.5 |
|