Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
933.3 |
954.8 |
21.5 |
2.3% |
1,018.0 |
High |
954.7 |
971.0 |
16.3 |
1.7% |
1,048.0 |
Low |
928.0 |
952.0 |
24.0 |
2.6% |
918.3 |
Close |
950.5 |
965.3 |
14.8 |
1.6% |
934.2 |
Range |
26.7 |
19.0 |
-7.7 |
-28.8% |
129.7 |
ATR |
25.7 |
25.3 |
-0.4 |
-1.4% |
0.0 |
Volume |
1,662 |
1,549 |
-113 |
-6.8% |
5,373 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.8 |
1,011.5 |
975.8 |
|
R3 |
1,000.8 |
992.5 |
970.5 |
|
R2 |
981.8 |
981.8 |
968.8 |
|
R1 |
973.5 |
973.5 |
967.0 |
977.7 |
PP |
962.8 |
962.8 |
962.8 |
964.8 |
S1 |
954.5 |
954.5 |
963.6 |
958.7 |
S2 |
943.8 |
943.8 |
961.8 |
|
S3 |
924.8 |
935.5 |
960.1 |
|
S4 |
905.8 |
916.5 |
954.9 |
|
|
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 |
1,012.5 |
918.3 |
94.2 |
9.8% |
32.9 |
3.4% |
50% |
False |
False |
1,561 |
10 |
1,048.0 |
918.3 |
129.7 |
13.4% |
28.5 |
3.0% |
36% |
False |
False |
1,275 |
20 |
1,048.0 |
918.3 |
129.7 |
13.4% |
24.4 |
2.5% |
36% |
False |
False |
1,067 |
40 |
1,048.0 |
903.8 |
144.2 |
14.9% |
21.1 |
2.2% |
43% |
False |
False |
1,002 |
60 |
1,048.0 |
861.0 |
187.0 |
19.4% |
20.5 |
2.1% |
56% |
False |
False |
1,013 |
80 |
1,048.0 |
810.0 |
238.0 |
24.7% |
18.2 |
1.9% |
65% |
False |
False |
951 |
100 |
1,048.0 |
807.6 |
240.4 |
24.9% |
17.9 |
1.9% |
66% |
False |
False |
1,090 |
120 |
1,048.0 |
769.4 |
278.6 |
28.9% |
16.6 |
1.7% |
70% |
False |
False |
1,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.8 |
2.618 |
1,020.7 |
1.618 |
1,001.7 |
1.000 |
990.0 |
0.618 |
982.7 |
HIGH |
971.0 |
0.618 |
963.7 |
0.500 |
961.5 |
0.382 |
959.3 |
LOW |
952.0 |
0.618 |
940.3 |
1.000 |
933.0 |
1.618 |
921.3 |
2.618 |
902.3 |
4.250 |
871.3 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
964.0 |
959.1 |
PP |
962.8 |
952.8 |
S1 |
961.5 |
946.6 |
|