Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,012.6 |
1,018.0 |
5.4 |
0.5% |
991.8 |
High |
1,023.3 |
1,048.0 |
24.7 |
2.4% |
1,023.3 |
Low |
1,007.3 |
1,008.6 |
1.3 |
0.1% |
977.5 |
Close |
1,014.5 |
1,016.4 |
1.9 |
0.2% |
1,014.5 |
Range |
16.0 |
39.4 |
23.4 |
146.3% |
45.8 |
ATR |
19.2 |
20.7 |
1.4 |
7.5% |
0.0 |
Volume |
1,039 |
1,468 |
429 |
41.3% |
3,928 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.5 |
1,118.9 |
1,038.1 |
|
R3 |
1,103.1 |
1,079.5 |
1,027.2 |
|
R2 |
1,063.7 |
1,063.7 |
1,023.6 |
|
R1 |
1,040.1 |
1,040.1 |
1,020.0 |
1,032.2 |
PP |
1,024.3 |
1,024.3 |
1,024.3 |
1,020.4 |
S1 |
1,000.7 |
1,000.7 |
1,012.8 |
992.8 |
S2 |
984.9 |
984.9 |
1,009.2 |
|
S3 |
945.5 |
961.3 |
1,005.6 |
|
S4 |
906.1 |
921.9 |
994.7 |
|
|
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 |
1,048.0 |
982.5 |
65.5 |
6.4% |
20.7 |
2.0% |
52% |
True |
False |
972 |
10 |
1,048.0 |
974.0 |
74.0 |
7.3% |
23.3 |
2.3% |
57% |
True |
False |
942 |
20 |
1,048.0 |
919.3 |
128.7 |
12.7% |
20.9 |
2.1% |
75% |
True |
False |
955 |
40 |
1,048.0 |
872.0 |
176.0 |
17.3% |
19.3 |
1.9% |
82% |
True |
False |
914 |
60 |
1,048.0 |
824.5 |
223.5 |
22.0% |
18.2 |
1.8% |
86% |
True |
False |
980 |
80 |
1,048.0 |
810.0 |
238.0 |
23.4% |
16.8 |
1.7% |
87% |
True |
False |
931 |
100 |
1,048.0 |
801.6 |
246.4 |
24.2% |
16.6 |
1.6% |
87% |
True |
False |
1,059 |
120 |
1,048.0 |
762.4 |
285.6 |
28.1% |
15.4 |
1.5% |
89% |
True |
False |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.5 |
2.618 |
1,151.1 |
1.618 |
1,111.7 |
1.000 |
1,087.4 |
0.618 |
1,072.3 |
HIGH |
1,048.0 |
0.618 |
1,032.9 |
0.500 |
1,028.3 |
0.382 |
1,023.7 |
LOW |
1,008.6 |
0.618 |
984.3 |
1.000 |
969.2 |
1.618 |
944.9 |
2.618 |
905.5 |
4.250 |
841.2 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,028.3 |
1,023.8 |
PP |
1,024.3 |
1,021.3 |
S1 |
1,020.4 |
1,018.9 |
|