Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,002.0 |
951.9 |
-50.1 |
-5.0% |
993.2 |
High |
1,005.3 |
951.9 |
-53.4 |
-5.3% |
1,024.6 |
Low |
956.9 |
927.2 |
-29.7 |
-3.1% |
993.2 |
Close |
962.5 |
937.4 |
-25.1 |
-2.6% |
1,017.7 |
Range |
48.4 |
24.7 |
-23.7 |
-49.0% |
31.4 |
ATR |
16.6 |
18.0 |
1.3 |
8.0% |
0.0 |
Volume |
1,434 |
289 |
-1,145 |
-79.8% |
812 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.9 |
999.9 |
951.0 |
|
R3 |
988.2 |
975.2 |
944.2 |
|
R2 |
963.5 |
963.5 |
941.9 |
|
R1 |
950.5 |
950.5 |
939.7 |
944.7 |
PP |
938.8 |
938.8 |
938.8 |
935.9 |
S1 |
925.8 |
925.8 |
935.1 |
920.0 |
S2 |
914.1 |
914.1 |
932.9 |
|
S3 |
889.4 |
901.1 |
930.6 |
|
S4 |
864.7 |
876.4 |
923.8 |
|
|
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 |
927.2 |
117.8 |
12.6% |
24.6 |
2.6% |
9% |
False |
True |
418 |
10 |
1,045.0 |
927.2 |
117.8 |
12.6% |
13.5 |
1.4% |
9% |
False |
True |
294 |
20 |
1,045.0 |
927.2 |
117.8 |
12.6% |
10.1 |
1.1% |
9% |
False |
True |
422 |
40 |
1,045.0 |
910.0 |
135.0 |
14.4% |
7.4 |
0.8% |
20% |
False |
False |
532 |
60 |
1,045.0 |
863.4 |
181.6 |
19.4% |
6.3 |
0.7% |
41% |
False |
False |
509 |
80 |
1,045.0 |
824.6 |
220.4 |
23.5% |
4.9 |
0.5% |
51% |
False |
False |
481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.9 |
2.618 |
1,016.6 |
1.618 |
991.9 |
1.000 |
976.6 |
0.618 |
967.2 |
HIGH |
951.9 |
0.618 |
942.5 |
0.500 |
939.6 |
0.382 |
936.6 |
LOW |
927.2 |
0.618 |
911.9 |
1.000 |
902.5 |
1.618 |
887.2 |
2.618 |
862.5 |
4.250 |
822.2 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
939.6 |
974.7 |
PP |
938.8 |
962.3 |
S1 |
938.1 |
949.8 |
|