Trading Metrics calculated at close of trading on 24-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
955.0 |
931.5 |
-23.5 |
-2.5% |
1,018.0 |
High |
957.4 |
941.0 |
-16.4 |
-1.7% |
1,048.0 |
Low |
918.3 |
922.1 |
3.8 |
0.4% |
918.3 |
Close |
934.2 |
934.0 |
-0.2 |
0.0% |
934.2 |
Range |
39.1 |
18.9 |
-20.2 |
-51.7% |
129.7 |
ATR |
26.1 |
25.6 |
-0.5 |
-2.0% |
0.0 |
Volume |
1,797 |
1,517 |
-280 |
-15.6% |
5,373 |
|
Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989.1 |
980.4 |
944.4 |
|
R3 |
970.2 |
961.5 |
939.2 |
|
R2 |
951.3 |
951.3 |
937.5 |
|
R1 |
942.6 |
942.6 |
935.7 |
947.0 |
PP |
932.4 |
932.4 |
932.4 |
934.5 |
S1 |
923.7 |
923.7 |
932.3 |
928.1 |
S2 |
913.5 |
913.5 |
930.5 |
|
S3 |
894.6 |
904.8 |
928.8 |
|
S4 |
875.7 |
885.9 |
923.6 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.9 |
1,274.8 |
1,005.5 |
|
R3 |
1,226.2 |
1,145.1 |
969.9 |
|
R2 |
1,096.5 |
1,096.5 |
958.0 |
|
R1 |
1,015.4 |
1,015.4 |
946.1 |
991.1 |
PP |
966.8 |
966.8 |
966.8 |
954.7 |
S1 |
885.7 |
885.7 |
922.3 |
861.4 |
S2 |
837.1 |
837.1 |
910.4 |
|
S3 |
707.4 |
756.0 |
898.5 |
|
S4 |
577.7 |
626.3 |
862.9 |
|
|
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% |
38.7 |
4.1% |
12% |
False |
False |
1,378 |
10 |
1,048.0 |
918.3 |
129.7 |
13.9% |
27.8 |
3.0% |
12% |
False |
False |
1,081 |
20 |
1,048.0 |
918.3 |
129.7 |
13.9% |
24.1 |
2.6% |
12% |
False |
False |
1,036 |
40 |
1,048.0 |
903.8 |
144.2 |
15.4% |
20.7 |
2.2% |
21% |
False |
False |
963 |
60 |
1,048.0 |
854.8 |
193.2 |
20.7% |
20.1 |
2.1% |
41% |
False |
False |
976 |
80 |
1,048.0 |
810.0 |
238.0 |
25.5% |
18.0 |
1.9% |
52% |
False |
False |
937 |
100 |
1,048.0 |
807.6 |
240.4 |
25.7% |
17.8 |
1.9% |
53% |
False |
False |
1,072 |
120 |
1,048.0 |
762.4 |
285.6 |
30.6% |
16.4 |
1.8% |
60% |
False |
False |
1,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.3 |
2.618 |
990.5 |
1.618 |
971.6 |
1.000 |
959.9 |
0.618 |
952.7 |
HIGH |
941.0 |
0.618 |
933.8 |
0.500 |
931.6 |
0.382 |
929.3 |
LOW |
922.1 |
0.618 |
910.4 |
1.000 |
903.2 |
1.618 |
891.5 |
2.618 |
872.6 |
4.250 |
841.8 |
|
|
Fisher Pivots for day following 24-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
933.2 |
965.4 |
PP |
932.4 |
954.9 |
S1 |
931.6 |
944.5 |
|