Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,893.04 |
11,741.33 |
-151.71 |
-1.3% |
12,264.36 |
High |
11,926.50 |
12,160.80 |
234.30 |
2.0% |
12,349.67 |
Low |
11,731.60 |
11,741.01 |
9.41 |
0.1% |
11,819.69 |
Close |
11,740.15 |
12,156.81 |
416.66 |
3.5% |
11,893.69 |
Range |
194.90 |
419.79 |
224.89 |
115.4% |
529.98 |
ATR |
224.44 |
238.46 |
14.01 |
6.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,278.91 |
13,137.65 |
12,387.69 |
|
R3 |
12,859.12 |
12,717.86 |
12,272.25 |
|
R2 |
12,439.33 |
12,439.33 |
12,233.77 |
|
R1 |
12,298.07 |
12,298.07 |
12,195.29 |
12,368.70 |
PP |
12,019.54 |
12,019.54 |
12,019.54 |
12,054.86 |
S1 |
11,878.28 |
11,878.28 |
12,118.33 |
11,948.91 |
S2 |
11,599.75 |
11,599.75 |
12,079.85 |
|
S3 |
11,179.96 |
11,458.49 |
12,041.37 |
|
S4 |
10,760.17 |
11,038.70 |
11,925.93 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,610.96 |
13,282.30 |
12,185.18 |
|
R3 |
13,080.98 |
12,752.32 |
12,039.43 |
|
R2 |
12,551.00 |
12,551.00 |
11,990.85 |
|
R1 |
12,222.34 |
12,222.34 |
11,942.27 |
12,121.68 |
PP |
12,021.02 |
12,021.02 |
12,021.02 |
11,970.69 |
S1 |
11,692.36 |
11,692.36 |
11,845.11 |
11,591.70 |
S2 |
11,491.04 |
11,491.04 |
11,796.53 |
|
S3 |
10,961.06 |
11,162.38 |
11,747.95 |
|
S4 |
10,431.08 |
10,632.40 |
11,602.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,349.67 |
11,731.60 |
618.07 |
5.1% |
265.37 |
2.2% |
69% |
False |
False |
|
10 |
12,756.56 |
11,731.60 |
1,024.96 |
8.4% |
233.08 |
1.9% |
41% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.4% |
222.98 |
1.8% |
41% |
False |
False |
|
40 |
12,794.57 |
11,634.82 |
1,159.75 |
9.5% |
250.40 |
2.1% |
45% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
15.9% |
231.92 |
1.9% |
27% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
227.10 |
1.9% |
24% |
False |
False |
|
100 |
14,012.84 |
11,634.82 |
2,378.02 |
19.6% |
224.30 |
1.8% |
22% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.1% |
207.16 |
1.7% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,944.91 |
2.618 |
13,259.81 |
1.618 |
12,840.02 |
1.000 |
12,580.59 |
0.618 |
12,420.23 |
HIGH |
12,160.80 |
0.618 |
12,000.44 |
0.500 |
11,950.91 |
0.382 |
11,901.37 |
LOW |
11,741.01 |
0.618 |
11,481.58 |
1.000 |
11,321.22 |
1.618 |
11,061.79 |
2.618 |
10,642.00 |
4.250 |
9,956.90 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,088.18 |
12,086.61 |
PP |
12,019.54 |
12,016.40 |
S1 |
11,950.91 |
11,946.20 |
|