Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
996.8 |
991.8 |
-5.0 |
-0.5% |
991.3 |
High |
1,005.1 |
997.8 |
-7.3 |
-0.7% |
1,011.2 |
Low |
986.7 |
977.5 |
-9.2 |
-0.9% |
974.0 |
Close |
989.9 |
987.3 |
-2.6 |
-0.3% |
989.9 |
Range |
18.4 |
20.3 |
1.9 |
10.3% |
37.2 |
ATR |
20.0 |
20.1 |
0.0 |
0.1% |
0.0 |
Volume |
1,082 |
532 |
-550 |
-50.8% |
4,686 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,048.4 |
1,038.2 |
998.5 |
|
R3 |
1,028.1 |
1,017.9 |
992.9 |
|
R2 |
1,007.8 |
1,007.8 |
991.0 |
|
R1 |
997.6 |
997.6 |
989.2 |
992.6 |
PP |
987.5 |
987.5 |
987.5 |
985.0 |
S1 |
977.3 |
977.3 |
985.4 |
972.3 |
S2 |
967.2 |
967.2 |
983.6 |
|
S3 |
946.9 |
957.0 |
981.7 |
|
S4 |
926.6 |
936.7 |
976.1 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.3 |
1,083.8 |
1,010.4 |
|
R3 |
1,066.1 |
1,046.6 |
1,000.1 |
|
R2 |
1,028.9 |
1,028.9 |
996.7 |
|
R1 |
1,009.4 |
1,009.4 |
993.3 |
1,000.6 |
PP |
991.7 |
991.7 |
991.7 |
987.3 |
S1 |
972.2 |
972.2 |
986.5 |
963.4 |
S2 |
954.5 |
954.5 |
983.1 |
|
S3 |
917.3 |
935.0 |
979.7 |
|
S4 |
880.1 |
897.8 |
969.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,011.2 |
974.0 |
37.2 |
3.8% |
26.0 |
2.6% |
36% |
False |
False |
912 |
10 |
1,011.2 |
947.0 |
64.2 |
6.5% |
20.7 |
2.1% |
63% |
False |
False |
896 |
20 |
1,011.2 |
915.0 |
96.2 |
9.7% |
19.1 |
1.9% |
75% |
False |
False |
821 |
40 |
1,011.2 |
872.0 |
139.2 |
14.1% |
19.2 |
1.9% |
83% |
False |
False |
955 |
60 |
1,011.2 |
819.7 |
191.5 |
19.4% |
17.4 |
1.8% |
88% |
False |
False |
925 |
80 |
1,011.2 |
807.6 |
203.6 |
20.6% |
16.8 |
1.7% |
88% |
False |
False |
965 |
100 |
1,011.2 |
785.0 |
226.2 |
22.9% |
16.0 |
1.6% |
89% |
False |
False |
1,070 |
120 |
1,011.2 |
762.4 |
248.8 |
25.2% |
15.0 |
1.5% |
90% |
False |
False |
1,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,084.1 |
2.618 |
1,050.9 |
1.618 |
1,030.6 |
1.000 |
1,018.1 |
0.618 |
1,010.3 |
HIGH |
997.8 |
0.618 |
990.0 |
0.500 |
987.7 |
0.382 |
985.3 |
LOW |
977.5 |
0.618 |
965.0 |
1.000 |
957.2 |
1.618 |
944.7 |
2.618 |
924.4 |
4.250 |
891.2 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
987.7 |
993.8 |
PP |
987.5 |
991.6 |
S1 |
987.4 |
989.5 |
|