Trading Metrics calculated at close of trading on 25-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
931.5 |
933.3 |
1.8 |
0.2% |
1,018.0 |
High |
941.0 |
954.7 |
13.7 |
1.5% |
1,048.0 |
Low |
922.1 |
928.0 |
5.9 |
0.6% |
918.3 |
Close |
934.0 |
950.5 |
16.5 |
1.8% |
934.2 |
Range |
18.9 |
26.7 |
7.8 |
41.3% |
129.7 |
ATR |
25.6 |
25.7 |
0.1 |
0.3% |
0.0 |
Volume |
1,517 |
1,662 |
145 |
9.6% |
5,373 |
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.5 |
1,014.2 |
965.2 |
|
R3 |
997.8 |
987.5 |
957.8 |
|
R2 |
971.1 |
971.1 |
955.4 |
|
R1 |
960.8 |
960.8 |
952.9 |
966.0 |
PP |
944.4 |
944.4 |
944.4 |
947.0 |
S1 |
934.1 |
934.1 |
948.1 |
939.3 |
S2 |
917.7 |
917.7 |
945.6 |
|
S3 |
891.0 |
907.4 |
943.2 |
|
S4 |
864.3 |
880.7 |
935.8 |
|
|
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 |
1,027.2 |
918.3 |
108.9 |
11.5% |
36.2 |
3.8% |
30% |
False |
False |
1,416 |
10 |
1,048.0 |
918.3 |
129.7 |
13.6% |
28.4 |
3.0% |
25% |
False |
False |
1,194 |
20 |
1,048.0 |
918.3 |
129.7 |
13.6% |
24.5 |
2.6% |
25% |
False |
False |
1,045 |
40 |
1,048.0 |
903.8 |
144.2 |
15.2% |
20.9 |
2.2% |
32% |
False |
False |
973 |
60 |
1,048.0 |
860.1 |
187.9 |
19.8% |
20.4 |
2.1% |
48% |
False |
False |
999 |
80 |
1,048.0 |
810.0 |
238.0 |
25.0% |
18.1 |
1.9% |
59% |
False |
False |
945 |
100 |
1,048.0 |
807.6 |
240.4 |
25.3% |
17.9 |
1.9% |
59% |
False |
False |
1,080 |
120 |
1,048.0 |
762.4 |
285.6 |
30.0% |
16.5 |
1.7% |
66% |
False |
False |
1,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.2 |
2.618 |
1,024.6 |
1.618 |
997.9 |
1.000 |
981.4 |
0.618 |
971.2 |
HIGH |
954.7 |
0.618 |
944.5 |
0.500 |
941.4 |
0.382 |
938.2 |
LOW |
928.0 |
0.618 |
911.5 |
1.000 |
901.3 |
1.618 |
884.8 |
2.618 |
858.1 |
4.250 |
814.5 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
947.5 |
946.3 |
PP |
944.4 |
942.1 |
S1 |
941.4 |
937.9 |
|