Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
997.8 |
1,009.6 |
11.8 |
1.2% |
1,003.7 |
High |
997.8 |
1,018.3 |
20.5 |
2.1% |
1,014.8 |
Low |
997.8 |
1,009.5 |
11.7 |
1.2% |
983.5 |
Close |
1,000.0 |
1,013.2 |
13.2 |
1.3% |
993.3 |
Range |
0.0 |
8.8 |
8.8 |
|
31.3 |
ATR |
10.3 |
10.9 |
0.6 |
5.6% |
0.0 |
Volume |
204 |
102 |
-102 |
-50.0% |
2,779 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.1 |
1,035.4 |
1,018.0 |
|
R3 |
1,031.3 |
1,026.6 |
1,015.6 |
|
R2 |
1,022.5 |
1,022.5 |
1,014.8 |
|
R1 |
1,017.8 |
1,017.8 |
1,014.0 |
1,020.2 |
PP |
1,013.7 |
1,013.7 |
1,013.7 |
1,014.8 |
S1 |
1,009.0 |
1,009.0 |
1,012.4 |
1,011.4 |
S2 |
1,004.9 |
1,004.9 |
1,011.6 |
|
S3 |
996.1 |
1,000.2 |
1,010.8 |
|
S4 |
987.3 |
991.4 |
1,008.4 |
|
|
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 |
1,018.3 |
993.2 |
25.1 |
2.5% |
2.3 |
0.2% |
80% |
True |
False |
169 |
10 |
1,018.3 |
983.5 |
34.8 |
3.4% |
6.7 |
0.7% |
85% |
True |
False |
396 |
20 |
1,018.3 |
924.2 |
94.1 |
9.3% |
5.8 |
0.6% |
95% |
True |
False |
675 |
40 |
1,018.3 |
888.0 |
130.3 |
12.9% |
5.0 |
0.5% |
96% |
True |
False |
621 |
60 |
1,018.3 |
831.1 |
187.2 |
18.5% |
4.3 |
0.4% |
97% |
True |
False |
508 |
80 |
1,018.3 |
824.6 |
193.7 |
19.1% |
3.4 |
0.3% |
97% |
True |
False |
474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,055.7 |
2.618 |
1,041.3 |
1.618 |
1,032.5 |
1.000 |
1,027.1 |
0.618 |
1,023.7 |
HIGH |
1,018.3 |
0.618 |
1,014.9 |
0.500 |
1,013.9 |
0.382 |
1,012.9 |
LOW |
1,009.5 |
0.618 |
1,004.1 |
1.000 |
1,000.7 |
1.618 |
995.3 |
2.618 |
986.5 |
4.250 |
972.1 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,013.9 |
1,011.3 |
PP |
1,013.7 |
1,009.3 |
S1 |
1,013.4 |
1,007.4 |
|