Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
937.9 |
937.9 |
0.0 |
0.0% |
922.1 |
High |
949.2 |
929.4 |
-19.8 |
-2.1% |
964.3 |
Low |
922.8 |
880.8 |
-42.0 |
-4.6% |
916.3 |
Close |
925.5 |
891.8 |
-33.7 |
-3.6% |
940.6 |
Range |
26.4 |
48.6 |
22.2 |
84.1% |
48.0 |
ATR |
23.4 |
25.2 |
1.8 |
7.7% |
0.0 |
Volume |
1,299 |
1,252 |
-47 |
-3.6% |
14,403 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,046.5 |
1,017.7 |
918.5 |
|
R3 |
997.9 |
969.1 |
905.2 |
|
R2 |
949.3 |
949.3 |
900.7 |
|
R1 |
920.5 |
920.5 |
896.3 |
910.6 |
PP |
900.7 |
900.7 |
900.7 |
895.7 |
S1 |
871.9 |
871.9 |
887.3 |
862.0 |
S2 |
852.1 |
852.1 |
882.9 |
|
S3 |
803.5 |
823.3 |
878.4 |
|
S4 |
754.9 |
774.7 |
865.1 |
|
|
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 |
880.8 |
83.5 |
9.4% |
26.3 |
2.9% |
13% |
False |
True |
2,847 |
10 |
1,020.5 |
880.8 |
139.7 |
15.7% |
30.3 |
3.4% |
8% |
False |
True |
2,138 |
20 |
1,040.3 |
880.8 |
159.5 |
17.9% |
25.7 |
2.9% |
7% |
False |
True |
1,903 |
40 |
1,040.3 |
880.8 |
159.5 |
17.9% |
19.8 |
2.2% |
7% |
False |
True |
1,963 |
60 |
1,040.3 |
868.4 |
171.9 |
19.3% |
18.3 |
2.1% |
14% |
False |
False |
1,824 |
80 |
1,040.3 |
812.0 |
228.3 |
25.6% |
16.3 |
1.8% |
35% |
False |
False |
1,586 |
100 |
1,040.3 |
800.7 |
239.6 |
26.9% |
15.2 |
1.7% |
38% |
False |
False |
1,462 |
120 |
1,040.3 |
771.6 |
268.7 |
30.1% |
14.0 |
1.6% |
45% |
False |
False |
1,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.0 |
2.618 |
1,056.6 |
1.618 |
1,008.0 |
1.000 |
978.0 |
0.618 |
959.4 |
HIGH |
929.4 |
0.618 |
910.8 |
0.500 |
905.1 |
0.382 |
899.4 |
LOW |
880.8 |
0.618 |
850.8 |
1.000 |
832.2 |
1.618 |
802.2 |
2.618 |
753.6 |
4.250 |
674.3 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
905.1 |
919.8 |
PP |
900.7 |
910.5 |
S1 |
896.2 |
901.1 |
|