Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,009.1 |
998.5 |
-10.6 |
-1.1% |
991.8 |
High |
1,027.2 |
1,012.5 |
-14.7 |
-1.4% |
1,023.3 |
Low |
992.0 |
951.6 |
-40.4 |
-4.1% |
977.5 |
Close |
1,018.5 |
959.4 |
-59.1 |
-5.8% |
1,014.5 |
Range |
35.2 |
60.9 |
25.7 |
73.0% |
45.8 |
ATR |
21.7 |
24.9 |
3.2 |
14.9% |
0.0 |
Volume |
826 |
1,282 |
456 |
55.2% |
3,928 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.2 |
1,119.2 |
992.9 |
|
R3 |
1,096.3 |
1,058.3 |
976.1 |
|
R2 |
1,035.4 |
1,035.4 |
970.6 |
|
R1 |
997.4 |
997.4 |
965.0 |
986.0 |
PP |
974.5 |
974.5 |
974.5 |
968.8 |
S1 |
936.5 |
936.5 |
953.8 |
925.1 |
S2 |
913.6 |
913.6 |
948.2 |
|
S3 |
852.7 |
875.6 |
942.7 |
|
S4 |
791.8 |
814.7 |
925.9 |
|
|
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 |
951.6 |
96.4 |
10.0% |
33.8 |
3.5% |
8% |
False |
True |
1,056 |
10 |
1,048.0 |
951.6 |
96.4 |
10.0% |
26.4 |
2.8% |
8% |
False |
True |
985 |
20 |
1,048.0 |
947.0 |
101.0 |
10.5% |
22.7 |
2.4% |
12% |
False |
False |
982 |
40 |
1,048.0 |
903.8 |
144.2 |
15.0% |
20.2 |
2.1% |
39% |
False |
False |
914 |
60 |
1,048.0 |
839.9 |
208.1 |
21.7% |
19.5 |
2.0% |
57% |
False |
False |
941 |
80 |
1,048.0 |
810.0 |
238.0 |
24.8% |
17.8 |
1.9% |
63% |
False |
False |
930 |
100 |
1,048.0 |
807.6 |
240.4 |
25.1% |
17.4 |
1.8% |
63% |
False |
False |
1,064 |
120 |
1,048.0 |
762.4 |
285.6 |
29.8% |
16.1 |
1.7% |
69% |
False |
False |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.3 |
2.618 |
1,171.9 |
1.618 |
1,111.0 |
1.000 |
1,073.4 |
0.618 |
1,050.1 |
HIGH |
1,012.5 |
0.618 |
989.2 |
0.500 |
982.1 |
0.382 |
974.9 |
LOW |
951.6 |
0.618 |
914.0 |
1.000 |
890.7 |
1.618 |
853.1 |
2.618 |
792.2 |
4.250 |
692.8 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
982.1 |
999.8 |
PP |
974.5 |
986.3 |
S1 |
967.0 |
972.9 |
|