Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
991.8 |
989.1 |
-2.7 |
-0.3% |
991.3 |
High |
997.8 |
1,000.5 |
2.7 |
0.3% |
1,011.2 |
Low |
977.5 |
982.5 |
5.0 |
0.5% |
974.0 |
Close |
987.3 |
992.1 |
4.8 |
0.5% |
989.9 |
Range |
20.3 |
18.0 |
-2.3 |
-11.3% |
37.2 |
ATR |
20.1 |
19.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
532 |
738 |
206 |
38.7% |
4,686 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.7 |
1,036.9 |
1,002.0 |
|
R3 |
1,027.7 |
1,018.9 |
997.1 |
|
R2 |
1,009.7 |
1,009.7 |
995.4 |
|
R1 |
1,000.9 |
1,000.9 |
993.8 |
1,005.3 |
PP |
991.7 |
991.7 |
991.7 |
993.9 |
S1 |
982.9 |
982.9 |
990.5 |
987.3 |
S2 |
973.7 |
973.7 |
988.8 |
|
S3 |
955.7 |
964.9 |
987.2 |
|
S4 |
937.7 |
946.9 |
982.2 |
|
|
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 |
977.5 |
33.7 |
3.4% |
23.1 |
2.3% |
43% |
False |
False |
946 |
10 |
1,011.2 |
970.0 |
41.2 |
4.2% |
20.3 |
2.0% |
54% |
False |
False |
858 |
20 |
1,011.2 |
915.0 |
96.2 |
9.7% |
19.0 |
1.9% |
80% |
False |
False |
839 |
40 |
1,011.2 |
872.0 |
139.2 |
14.0% |
19.3 |
1.9% |
86% |
False |
False |
965 |
60 |
1,011.2 |
819.7 |
191.5 |
19.3% |
17.4 |
1.8% |
90% |
False |
False |
934 |
80 |
1,011.2 |
807.6 |
203.6 |
20.5% |
16.6 |
1.7% |
91% |
False |
False |
957 |
100 |
1,011.2 |
785.0 |
226.2 |
22.8% |
16.1 |
1.6% |
92% |
False |
False |
1,062 |
120 |
1,011.2 |
762.4 |
248.8 |
25.1% |
15.0 |
1.5% |
92% |
False |
False |
1,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,077.0 |
2.618 |
1,047.6 |
1.618 |
1,029.6 |
1.000 |
1,018.5 |
0.618 |
1,011.6 |
HIGH |
1,000.5 |
0.618 |
993.6 |
0.500 |
991.5 |
0.382 |
989.4 |
LOW |
982.5 |
0.618 |
971.4 |
1.000 |
964.5 |
1.618 |
953.4 |
2.618 |
935.4 |
4.250 |
906.0 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
991.9 |
991.8 |
PP |
991.7 |
991.6 |
S1 |
991.5 |
991.3 |
|