Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
937.9 |
894.0 |
-43.9 |
-4.7% |
922.1 |
High |
929.4 |
915.2 |
-14.2 |
-1.5% |
964.3 |
Low |
880.8 |
891.0 |
10.2 |
1.2% |
916.3 |
Close |
891.8 |
904.3 |
12.5 |
1.4% |
940.6 |
Range |
48.6 |
24.2 |
-24.4 |
-50.2% |
48.0 |
ATR |
25.2 |
25.1 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,252 |
1,278 |
26 |
2.1% |
14,403 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.1 |
964.4 |
917.6 |
|
R3 |
951.9 |
940.2 |
911.0 |
|
R2 |
927.7 |
927.7 |
908.7 |
|
R1 |
916.0 |
916.0 |
906.5 |
921.9 |
PP |
903.5 |
903.5 |
903.5 |
906.4 |
S1 |
891.8 |
891.8 |
902.1 |
897.7 |
S2 |
879.3 |
879.3 |
899.9 |
|
S3 |
855.1 |
867.6 |
897.6 |
|
S4 |
830.9 |
843.4 |
891.0 |
|
|
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 |
880.8 |
83.5 |
9.2% |
27.9 |
3.1% |
28% |
False |
False |
2,266 |
10 |
1,005.0 |
880.8 |
124.2 |
13.7% |
29.3 |
3.2% |
19% |
False |
False |
2,079 |
20 |
1,040.3 |
880.8 |
159.5 |
17.6% |
25.4 |
2.8% |
15% |
False |
False |
1,890 |
40 |
1,040.3 |
880.8 |
159.5 |
17.6% |
19.9 |
2.2% |
15% |
False |
False |
1,987 |
60 |
1,040.3 |
868.4 |
171.9 |
19.0% |
18.6 |
2.1% |
21% |
False |
False |
1,767 |
80 |
1,040.3 |
812.0 |
228.3 |
25.2% |
16.4 |
1.8% |
40% |
False |
False |
1,583 |
100 |
1,040.3 |
800.7 |
239.6 |
26.5% |
15.3 |
1.7% |
43% |
False |
False |
1,448 |
120 |
1,040.3 |
776.1 |
264.2 |
29.2% |
14.1 |
1.6% |
49% |
False |
False |
1,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,018.1 |
2.618 |
978.6 |
1.618 |
954.4 |
1.000 |
939.4 |
0.618 |
930.2 |
HIGH |
915.2 |
0.618 |
906.0 |
0.500 |
903.1 |
0.382 |
900.2 |
LOW |
891.0 |
0.618 |
876.0 |
1.000 |
866.8 |
1.618 |
851.8 |
2.618 |
827.6 |
4.250 |
788.2 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
903.9 |
915.0 |
PP |
903.5 |
911.4 |
S1 |
903.1 |
907.9 |
|