Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
989.1 |
991.3 |
2.2 |
0.2% |
991.3 |
High |
1,000.5 |
999.7 |
-0.8 |
-0.1% |
1,011.2 |
Low |
982.5 |
987.0 |
4.5 |
0.5% |
974.0 |
Close |
992.1 |
996.5 |
4.4 |
0.4% |
989.9 |
Range |
18.0 |
12.7 |
-5.3 |
-29.4% |
37.2 |
ATR |
19.9 |
19.4 |
-0.5 |
-2.6% |
0.0 |
Volume |
738 |
951 |
213 |
28.9% |
4,686 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.5 |
1,027.2 |
1,003.5 |
|
R3 |
1,019.8 |
1,014.5 |
1,000.0 |
|
R2 |
1,007.1 |
1,007.1 |
998.8 |
|
R1 |
1,001.8 |
1,001.8 |
997.7 |
1,004.5 |
PP |
994.4 |
994.4 |
994.4 |
995.7 |
S1 |
989.1 |
989.1 |
995.3 |
991.8 |
S2 |
981.7 |
981.7 |
994.2 |
|
S3 |
969.0 |
976.4 |
993.0 |
|
S4 |
956.3 |
963.7 |
989.5 |
|
|
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 |
1,010.0 |
977.5 |
32.5 |
3.3% |
19.1 |
1.9% |
58% |
False |
False |
914 |
10 |
1,011.2 |
972.0 |
39.2 |
3.9% |
20.5 |
2.1% |
63% |
False |
False |
832 |
20 |
1,011.2 |
916.2 |
95.0 |
9.5% |
19.0 |
1.9% |
85% |
False |
False |
865 |
40 |
1,011.2 |
872.0 |
139.2 |
14.0% |
19.0 |
1.9% |
89% |
False |
False |
976 |
60 |
1,011.2 |
819.7 |
191.5 |
19.2% |
17.4 |
1.7% |
92% |
False |
False |
943 |
80 |
1,011.2 |
807.6 |
203.6 |
20.4% |
16.6 |
1.7% |
93% |
False |
False |
934 |
100 |
1,011.2 |
785.0 |
226.2 |
22.7% |
16.1 |
1.6% |
94% |
False |
False |
1,068 |
120 |
1,011.2 |
762.4 |
248.8 |
25.0% |
15.0 |
1.5% |
94% |
False |
False |
1,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.7 |
2.618 |
1,032.9 |
1.618 |
1,020.2 |
1.000 |
1,012.4 |
0.618 |
1,007.5 |
HIGH |
999.7 |
0.618 |
994.8 |
0.500 |
993.4 |
0.382 |
991.9 |
LOW |
987.0 |
0.618 |
979.2 |
1.000 |
974.3 |
1.618 |
966.5 |
2.618 |
953.8 |
4.250 |
933.0 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
995.5 |
994.0 |
PP |
994.4 |
991.5 |
S1 |
993.4 |
989.0 |
|