Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
997.0 |
993.2 |
-3.8 |
-0.4% |
1,003.7 |
High |
997.0 |
996.0 |
-1.0 |
-0.1% |
1,014.8 |
Low |
997.0 |
993.2 |
-3.8 |
-0.4% |
983.5 |
Close |
993.3 |
990.6 |
-2.7 |
-0.3% |
993.3 |
Range |
0.0 |
2.8 |
2.8 |
|
31.3 |
ATR |
12.0 |
11.3 |
-0.7 |
-5.5% |
0.0 |
Volume |
248 |
55 |
-193 |
-77.8% |
2,779 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.7 |
998.9 |
992.1 |
|
R3 |
998.9 |
996.1 |
991.4 |
|
R2 |
996.1 |
996.1 |
991.1 |
|
R1 |
993.3 |
993.3 |
990.9 |
993.3 |
PP |
993.3 |
993.3 |
993.3 |
993.3 |
S1 |
990.5 |
990.5 |
990.3 |
990.5 |
S2 |
990.5 |
990.5 |
990.1 |
|
S3 |
987.7 |
987.7 |
989.8 |
|
S4 |
984.9 |
984.9 |
989.1 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.1 |
1,073.5 |
1,010.5 |
|
R3 |
1,059.8 |
1,042.2 |
1,001.9 |
|
R2 |
1,028.5 |
1,028.5 |
999.0 |
|
R1 |
1,010.9 |
1,010.9 |
996.2 |
1,004.1 |
PP |
997.2 |
997.2 |
997.2 |
993.8 |
S1 |
979.6 |
979.6 |
990.4 |
972.8 |
S2 |
965.9 |
965.9 |
987.6 |
|
S3 |
934.6 |
948.3 |
984.7 |
|
S4 |
903.3 |
917.0 |
976.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,014.8 |
983.5 |
31.3 |
3.2% |
10.6 |
1.1% |
23% |
False |
False |
420 |
10 |
1,014.8 |
958.1 |
56.7 |
5.7% |
6.9 |
0.7% |
57% |
False |
False |
451 |
20 |
1,014.8 |
923.9 |
90.9 |
9.2% |
5.4 |
0.5% |
73% |
False |
False |
734 |
40 |
1,014.8 |
888.0 |
126.8 |
12.8% |
5.7 |
0.6% |
81% |
False |
False |
633 |
60 |
1,014.8 |
828.5 |
186.3 |
18.8% |
4.1 |
0.4% |
87% |
False |
False |
501 |
80 |
1,014.8 |
817.9 |
196.9 |
19.9% |
3.3 |
0.3% |
88% |
False |
False |
474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,007.9 |
2.618 |
1,003.3 |
1.618 |
1,000.5 |
1.000 |
998.8 |
0.618 |
997.7 |
HIGH |
996.0 |
0.618 |
994.9 |
0.500 |
994.6 |
0.382 |
994.3 |
LOW |
993.2 |
0.618 |
991.5 |
1.000 |
990.4 |
1.618 |
988.7 |
2.618 |
985.9 |
4.250 |
981.3 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
994.6 |
995.1 |
PP |
993.3 |
993.6 |
S1 |
991.9 |
992.1 |
|