Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,018.0 |
1,009.1 |
-8.9 |
-0.9% |
991.8 |
High |
1,048.0 |
1,027.2 |
-20.8 |
-2.0% |
1,023.3 |
Low |
1,008.6 |
992.0 |
-16.6 |
-1.6% |
977.5 |
Close |
1,016.4 |
1,018.5 |
2.1 |
0.2% |
1,014.5 |
Range |
39.4 |
35.2 |
-4.2 |
-10.7% |
45.8 |
ATR |
20.7 |
21.7 |
1.0 |
5.0% |
0.0 |
Volume |
1,468 |
826 |
-642 |
-43.7% |
3,928 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.2 |
1,103.5 |
1,037.9 |
|
R3 |
1,083.0 |
1,068.3 |
1,028.2 |
|
R2 |
1,047.8 |
1,047.8 |
1,025.0 |
|
R1 |
1,033.1 |
1,033.1 |
1,021.7 |
1,040.5 |
PP |
1,012.6 |
1,012.6 |
1,012.6 |
1,016.2 |
S1 |
997.9 |
997.9 |
1,015.3 |
1,005.3 |
S2 |
977.4 |
977.4 |
1,012.0 |
|
S3 |
942.2 |
962.7 |
1,008.8 |
|
S4 |
907.0 |
927.5 |
999.1 |
|
|
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 |
987.0 |
61.0 |
6.0% |
24.1 |
2.4% |
52% |
False |
False |
990 |
10 |
1,048.0 |
977.5 |
70.5 |
6.9% |
23.6 |
2.3% |
58% |
False |
False |
968 |
20 |
1,048.0 |
933.2 |
114.8 |
11.3% |
21.2 |
2.1% |
74% |
False |
False |
973 |
40 |
1,048.0 |
897.8 |
150.2 |
14.7% |
19.1 |
1.9% |
80% |
False |
False |
913 |
60 |
1,048.0 |
833.6 |
214.4 |
21.1% |
18.7 |
1.8% |
86% |
False |
False |
956 |
80 |
1,048.0 |
810.0 |
238.0 |
23.4% |
17.3 |
1.7% |
88% |
False |
False |
931 |
100 |
1,048.0 |
807.6 |
240.4 |
23.6% |
16.9 |
1.7% |
88% |
False |
False |
1,067 |
120 |
1,048.0 |
762.4 |
285.6 |
28.0% |
15.7 |
1.5% |
90% |
False |
False |
1,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.8 |
2.618 |
1,119.4 |
1.618 |
1,084.2 |
1.000 |
1,062.4 |
0.618 |
1,049.0 |
HIGH |
1,027.2 |
0.618 |
1,013.8 |
0.500 |
1,009.6 |
0.382 |
1,005.4 |
LOW |
992.0 |
0.618 |
970.2 |
1.000 |
956.8 |
1.618 |
935.0 |
2.618 |
899.8 |
4.250 |
842.4 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,015.5 |
1,020.0 |
PP |
1,012.6 |
1,019.5 |
S1 |
1,009.6 |
1,019.0 |
|