Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,022.2 |
1,002.0 |
-20.2 |
-2.0% |
993.2 |
High |
1,022.2 |
1,005.3 |
-16.9 |
-1.7% |
1,024.6 |
Low |
997.8 |
956.9 |
-40.9 |
-4.1% |
993.2 |
Close |
1,021.6 |
962.5 |
-59.1 |
-5.8% |
1,017.7 |
Range |
24.4 |
48.4 |
24.0 |
98.4% |
31.4 |
ATR |
12.9 |
16.6 |
3.7 |
28.5% |
0.0 |
Volume |
14 |
1,434 |
1,420 |
10,142.9% |
812 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.1 |
1,089.7 |
989.1 |
|
R3 |
1,071.7 |
1,041.3 |
975.8 |
|
R2 |
1,023.3 |
1,023.3 |
971.4 |
|
R1 |
992.9 |
992.9 |
966.9 |
983.9 |
PP |
974.9 |
974.9 |
974.9 |
970.4 |
S1 |
944.5 |
944.5 |
958.1 |
935.5 |
S2 |
926.5 |
926.5 |
953.6 |
|
S3 |
878.1 |
896.1 |
949.2 |
|
S4 |
829.7 |
847.7 |
935.9 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.0 |
1,093.3 |
1,035.0 |
|
R3 |
1,074.6 |
1,061.9 |
1,026.3 |
|
R2 |
1,043.2 |
1,043.2 |
1,023.5 |
|
R1 |
1,030.5 |
1,030.5 |
1,020.6 |
1,036.9 |
PP |
1,011.8 |
1,011.8 |
1,011.8 |
1,015.0 |
S1 |
999.1 |
999.1 |
1,014.8 |
1,005.5 |
S2 |
980.4 |
980.4 |
1,011.9 |
|
S3 |
949.0 |
967.7 |
1,009.1 |
|
S4 |
917.6 |
936.3 |
1,000.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,045.0 |
956.9 |
88.1 |
9.2% |
21.4 |
2.2% |
6% |
False |
True |
381 |
10 |
1,045.0 |
956.9 |
88.1 |
9.2% |
11.4 |
1.2% |
6% |
False |
True |
270 |
20 |
1,045.0 |
956.9 |
88.1 |
9.2% |
9.0 |
0.9% |
6% |
False |
True |
582 |
40 |
1,045.0 |
910.0 |
135.0 |
14.0% |
6.8 |
0.7% |
39% |
False |
False |
525 |
60 |
1,045.0 |
849.8 |
195.2 |
20.3% |
5.9 |
0.6% |
58% |
False |
False |
529 |
80 |
1,045.0 |
824.6 |
220.4 |
22.9% |
4.6 |
0.5% |
63% |
False |
False |
480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.0 |
2.618 |
1,132.0 |
1.618 |
1,083.6 |
1.000 |
1,053.7 |
0.618 |
1,035.2 |
HIGH |
1,005.3 |
0.618 |
986.8 |
0.500 |
981.1 |
0.382 |
975.4 |
LOW |
956.9 |
0.618 |
927.0 |
1.000 |
908.5 |
1.618 |
878.6 |
2.618 |
830.2 |
4.250 |
751.2 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
981.1 |
1,001.0 |
PP |
974.9 |
988.1 |
S1 |
968.7 |
975.3 |
|