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 |
5,680.0 |
5,888.5 |
208.5 |
3.7% |
5,704.0 |
High |
5,888.0 |
5,945.0 |
57.0 |
1.0% |
5,766.5 |
Low |
5,680.0 |
5,844.5 |
164.5 |
2.9% |
5,639.0 |
Close |
5,871.0 |
5,929.0 |
58.0 |
1.0% |
5,712.0 |
Range |
208.0 |
100.5 |
-107.5 |
-51.7% |
127.5 |
ATR |
132.9 |
130.6 |
-2.3 |
-1.7% |
0.0 |
Volume |
135,618 |
131,410 |
-4,208 |
-3.1% |
471,708 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,207.5 |
6,169.0 |
5,984.5 |
|
R3 |
6,107.0 |
6,068.5 |
5,956.5 |
|
R2 |
6,006.5 |
6,006.5 |
5,947.5 |
|
R1 |
5,968.0 |
5,968.0 |
5,938.0 |
5,987.0 |
PP |
5,906.0 |
5,906.0 |
5,906.0 |
5,916.0 |
S1 |
5,867.5 |
5,867.5 |
5,920.0 |
5,887.0 |
S2 |
5,805.5 |
5,805.5 |
5,910.5 |
|
S3 |
5,705.0 |
5,767.0 |
5,901.5 |
|
S4 |
5,604.5 |
5,666.5 |
5,873.5 |
|
|
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 |
5,945.0 |
5,597.5 |
347.5 |
5.9% |
122.5 |
2.1% |
95% |
True |
False |
110,849 |
10 |
5,945.0 |
5,473.0 |
472.0 |
8.0% |
111.0 |
1.9% |
97% |
True |
False |
136,240 |
20 |
5,945.0 |
5,424.5 |
520.5 |
8.8% |
115.0 |
1.9% |
97% |
True |
False |
77,569 |
40 |
6,099.5 |
5,424.5 |
675.0 |
11.4% |
108.0 |
1.8% |
75% |
False |
False |
38,998 |
60 |
6,431.5 |
5,325.0 |
1,106.5 |
18.7% |
113.5 |
1.9% |
55% |
False |
False |
26,101 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.2% |
93.5 |
1.6% |
46% |
False |
False |
19,580 |
100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.2% |
77.5 |
1.3% |
46% |
False |
False |
15,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,372.0 |
2.618 |
6,208.0 |
1.618 |
6,107.5 |
1.000 |
6,045.5 |
0.618 |
6,007.0 |
HIGH |
5,945.0 |
0.618 |
5,906.5 |
0.500 |
5,895.0 |
0.382 |
5,883.0 |
LOW |
5,844.5 |
0.618 |
5,782.5 |
1.000 |
5,744.0 |
1.618 |
5,682.0 |
2.618 |
5,581.5 |
4.250 |
5,417.5 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
5,917.5 |
5,876.5 |
PP |
5,906.0 |
5,824.0 |
S1 |
5,895.0 |
5,771.0 |
|