Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
998.5 |
955.0 |
-43.5 |
-4.4% |
991.8 |
High |
1,012.5 |
957.4 |
-55.1 |
-5.4% |
1,023.3 |
Low |
951.6 |
918.3 |
-33.3 |
-3.5% |
977.5 |
Close |
959.4 |
934.2 |
-25.2 |
-2.6% |
1,014.5 |
Range |
60.9 |
39.1 |
-21.8 |
-35.8% |
45.8 |
ATR |
24.9 |
26.1 |
1.2 |
4.6% |
0.0 |
Volume |
1,282 |
1,797 |
515 |
40.2% |
3,928 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,053.9 |
1,033.2 |
955.7 |
|
R3 |
1,014.8 |
994.1 |
945.0 |
|
R2 |
975.7 |
975.7 |
941.4 |
|
R1 |
955.0 |
955.0 |
937.8 |
945.8 |
PP |
936.6 |
936.6 |
936.6 |
932.1 |
S1 |
915.9 |
915.9 |
930.6 |
906.7 |
S2 |
897.5 |
897.5 |
927.0 |
|
S3 |
858.4 |
876.8 |
923.4 |
|
S4 |
819.3 |
837.7 |
912.7 |
|
|
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 |
918.3 |
129.7 |
13.9% |
38.1 |
4.1% |
12% |
False |
True |
1,282 |
10 |
1,048.0 |
918.3 |
129.7 |
13.9% |
27.7 |
3.0% |
12% |
False |
True |
1,038 |
20 |
1,048.0 |
918.3 |
129.7 |
13.9% |
23.9 |
2.6% |
12% |
False |
True |
1,007 |
40 |
1,048.0 |
903.8 |
144.2 |
15.4% |
20.5 |
2.2% |
21% |
False |
False |
948 |
60 |
1,048.0 |
839.9 |
208.1 |
22.3% |
20.1 |
2.1% |
45% |
False |
False |
953 |
80 |
1,048.0 |
810.0 |
238.0 |
25.5% |
18.0 |
1.9% |
52% |
False |
False |
944 |
100 |
1,048.0 |
807.6 |
240.4 |
25.7% |
17.7 |
1.9% |
53% |
False |
False |
1,077 |
120 |
1,048.0 |
762.4 |
285.6 |
30.6% |
16.4 |
1.8% |
60% |
False |
False |
1,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.6 |
2.618 |
1,059.8 |
1.618 |
1,020.7 |
1.000 |
996.5 |
0.618 |
981.6 |
HIGH |
957.4 |
0.618 |
942.5 |
0.500 |
937.9 |
0.382 |
933.2 |
LOW |
918.3 |
0.618 |
894.1 |
1.000 |
879.2 |
1.618 |
855.0 |
2.618 |
815.9 |
4.250 |
752.1 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
937.9 |
972.8 |
PP |
936.6 |
959.9 |
S1 |
935.4 |
947.1 |
|