Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,096.49 |
12,146.39 |
49.90 |
0.4% |
11,893.04 |
High |
12,215.35 |
12,193.61 |
-21.74 |
-0.2% |
12,303.35 |
Low |
11,875.78 |
11,832.72 |
-43.06 |
-0.4% |
11,731.60 |
Close |
12,145.74 |
11,951.09 |
-194.65 |
-1.6% |
11,951.09 |
Range |
339.57 |
360.89 |
21.32 |
6.3% |
571.75 |
ATR |
243.86 |
252.22 |
8.36 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,075.14 |
12,874.01 |
12,149.58 |
|
R3 |
12,714.25 |
12,513.12 |
12,050.33 |
|
R2 |
12,353.36 |
12,353.36 |
12,017.25 |
|
R1 |
12,152.23 |
12,152.23 |
11,984.17 |
12,072.35 |
PP |
11,992.47 |
11,992.47 |
11,992.47 |
11,952.54 |
S1 |
11,791.34 |
11,791.34 |
11,918.01 |
11,711.46 |
S2 |
11,631.58 |
11,631.58 |
11,884.93 |
|
S3 |
11,270.69 |
11,430.45 |
11,851.85 |
|
S4 |
10,909.80 |
11,069.56 |
11,752.60 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,710.60 |
13,402.59 |
12,265.55 |
|
R3 |
13,138.85 |
12,830.84 |
12,108.32 |
|
R2 |
12,567.10 |
12,567.10 |
12,055.91 |
|
R1 |
12,259.09 |
12,259.09 |
12,003.50 |
12,413.10 |
PP |
11,995.35 |
11,995.35 |
11,995.35 |
12,072.35 |
S1 |
11,687.34 |
11,687.34 |
11,898.68 |
11,841.35 |
S2 |
11,423.60 |
11,423.60 |
11,846.27 |
|
S3 |
10,851.85 |
11,115.59 |
11,793.86 |
|
S4 |
10,280.10 |
10,543.84 |
11,636.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,303.35 |
11,731.60 |
571.75 |
4.8% |
305.25 |
2.6% |
38% |
False |
False |
|
10 |
12,349.67 |
11,731.60 |
618.07 |
5.2% |
258.56 |
2.2% |
36% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.6% |
237.09 |
2.0% |
21% |
False |
False |
|
40 |
12,767.74 |
11,634.82 |
1,132.92 |
9.5% |
255.93 |
2.1% |
28% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
16.1% |
238.14 |
2.0% |
16% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
18.0% |
231.79 |
1.9% |
15% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
19.5% |
226.33 |
1.9% |
14% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.4% |
212.11 |
1.8% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,727.39 |
2.618 |
13,138.42 |
1.618 |
12,777.53 |
1.000 |
12,554.50 |
0.618 |
12,416.64 |
HIGH |
12,193.61 |
0.618 |
12,055.75 |
0.500 |
12,013.17 |
0.382 |
11,970.58 |
LOW |
11,832.72 |
0.618 |
11,609.69 |
1.000 |
11,471.83 |
1.618 |
11,248.80 |
2.618 |
10,887.91 |
4.250 |
10,298.94 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,013.17 |
12,068.04 |
PP |
11,992.47 |
12,029.05 |
S1 |
11,971.78 |
11,990.07 |
|