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 |
5,674.0 |
5,680.0 |
6.0 |
0.1% |
5,704.0 |
High |
5,736.5 |
5,888.0 |
151.5 |
2.6% |
5,766.5 |
Low |
5,597.5 |
5,680.0 |
82.5 |
1.5% |
5,639.0 |
Close |
5,708.5 |
5,871.0 |
162.5 |
2.8% |
5,712.0 |
Range |
139.0 |
208.0 |
69.0 |
49.6% |
127.5 |
ATR |
127.1 |
132.9 |
5.8 |
4.5% |
0.0 |
Volume |
87,161 |
135,618 |
48,457 |
55.6% |
471,708 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,437.0 |
6,362.0 |
5,985.5 |
|
R3 |
6,229.0 |
6,154.0 |
5,928.0 |
|
R2 |
6,021.0 |
6,021.0 |
5,909.0 |
|
R1 |
5,946.0 |
5,946.0 |
5,890.0 |
5,983.5 |
PP |
5,813.0 |
5,813.0 |
5,813.0 |
5,832.0 |
S1 |
5,738.0 |
5,738.0 |
5,852.0 |
5,775.5 |
S2 |
5,605.0 |
5,605.0 |
5,833.0 |
|
S3 |
5,397.0 |
5,530.0 |
5,814.0 |
|
S4 |
5,189.0 |
5,322.0 |
5,756.5 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,088.5 |
6,027.5 |
5,782.0 |
|
R3 |
5,961.0 |
5,900.0 |
5,747.0 |
|
R2 |
5,833.5 |
5,833.5 |
5,735.5 |
|
R1 |
5,772.5 |
5,772.5 |
5,723.5 |
5,803.0 |
PP |
5,706.0 |
5,706.0 |
5,706.0 |
5,721.0 |
S1 |
5,645.0 |
5,645.0 |
5,700.5 |
5,675.5 |
S2 |
5,578.5 |
5,578.5 |
5,688.5 |
|
S3 |
5,451.0 |
5,517.5 |
5,677.0 |
|
S4 |
5,323.5 |
5,390.0 |
5,642.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,888.0 |
5,597.5 |
290.5 |
4.9% |
112.0 |
1.9% |
94% |
True |
False |
108,398 |
10 |
5,888.0 |
5,424.5 |
463.5 |
7.9% |
113.5 |
1.9% |
96% |
True |
False |
129,786 |
20 |
5,888.0 |
5,424.5 |
463.5 |
7.9% |
114.5 |
2.0% |
96% |
True |
False |
71,013 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.5% |
106.5 |
1.8% |
66% |
False |
False |
35,715 |
60 |
6,431.5 |
5,325.0 |
1,106.5 |
18.8% |
113.0 |
1.9% |
49% |
False |
False |
23,911 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.5% |
92.0 |
1.6% |
41% |
False |
False |
17,942 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.5% |
76.5 |
1.3% |
41% |
False |
False |
14,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,772.0 |
2.618 |
6,432.5 |
1.618 |
6,224.5 |
1.000 |
6,096.0 |
0.618 |
6,016.5 |
HIGH |
5,888.0 |
0.618 |
5,808.5 |
0.500 |
5,784.0 |
0.382 |
5,759.5 |
LOW |
5,680.0 |
0.618 |
5,551.5 |
1.000 |
5,472.0 |
1.618 |
5,343.5 |
2.618 |
5,135.5 |
4.250 |
4,796.0 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,842.0 |
5,828.0 |
PP |
5,813.0 |
5,785.5 |
S1 |
5,784.0 |
5,743.0 |
|