Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,000.8 |
1,012.6 |
11.8 |
1.2% |
991.8 |
High |
1,017.0 |
1,023.3 |
6.3 |
0.6% |
1,023.3 |
Low |
999.6 |
1,007.3 |
7.7 |
0.8% |
977.5 |
Close |
1,009.7 |
1,014.5 |
4.8 |
0.5% |
1,014.5 |
Range |
17.4 |
16.0 |
-1.4 |
-8.0% |
45.8 |
ATR |
19.5 |
19.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
668 |
1,039 |
371 |
55.5% |
3,928 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,063.0 |
1,054.8 |
1,023.3 |
|
R3 |
1,047.0 |
1,038.8 |
1,018.9 |
|
R2 |
1,031.0 |
1,031.0 |
1,017.4 |
|
R1 |
1,022.8 |
1,022.8 |
1,016.0 |
1,026.9 |
PP |
1,015.0 |
1,015.0 |
1,015.0 |
1,017.1 |
S1 |
1,006.8 |
1,006.8 |
1,013.0 |
1,010.9 |
S2 |
999.0 |
999.0 |
1,011.6 |
|
S3 |
983.0 |
990.8 |
1,010.1 |
|
S4 |
967.0 |
974.8 |
1,005.7 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.5 |
1,124.3 |
1,039.7 |
|
R3 |
1,096.7 |
1,078.5 |
1,027.1 |
|
R2 |
1,050.9 |
1,050.9 |
1,022.9 |
|
R1 |
1,032.7 |
1,032.7 |
1,018.7 |
1,041.8 |
PP |
1,005.1 |
1,005.1 |
1,005.1 |
1,009.7 |
S1 |
986.9 |
986.9 |
1,010.3 |
996.0 |
S2 |
959.3 |
959.3 |
1,006.1 |
|
S3 |
913.5 |
941.1 |
1,001.9 |
|
S4 |
867.7 |
895.3 |
989.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,023.3 |
977.5 |
45.8 |
4.5% |
16.9 |
1.7% |
81% |
True |
False |
785 |
10 |
1,023.3 |
974.0 |
49.3 |
4.9% |
21.0 |
2.1% |
82% |
True |
False |
861 |
20 |
1,023.3 |
919.3 |
104.0 |
10.3% |
19.2 |
1.9% |
92% |
True |
False |
907 |
40 |
1,023.3 |
872.0 |
151.3 |
14.9% |
18.8 |
1.9% |
94% |
True |
False |
979 |
60 |
1,023.3 |
824.5 |
198.8 |
19.6% |
17.7 |
1.7% |
96% |
True |
False |
960 |
80 |
1,023.3 |
810.0 |
213.3 |
21.0% |
16.5 |
1.6% |
96% |
True |
False |
924 |
100 |
1,023.3 |
794.6 |
228.7 |
22.5% |
16.3 |
1.6% |
96% |
True |
False |
1,065 |
120 |
1,023.3 |
762.4 |
260.9 |
25.7% |
15.2 |
1.5% |
97% |
True |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,091.3 |
2.618 |
1,065.2 |
1.618 |
1,049.2 |
1.000 |
1,039.3 |
0.618 |
1,033.2 |
HIGH |
1,023.3 |
0.618 |
1,017.2 |
0.500 |
1,015.3 |
0.382 |
1,013.4 |
LOW |
1,007.3 |
0.618 |
997.4 |
1.000 |
991.3 |
1.618 |
981.4 |
2.618 |
965.4 |
4.250 |
939.3 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,015.3 |
1,011.4 |
PP |
1,015.0 |
1,008.3 |
S1 |
1,014.8 |
1,005.2 |
|