Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,946.45 |
11,975.92 |
29.47 |
0.2% |
11,893.04 |
High |
12,076.22 |
12,392.66 |
316.44 |
2.6% |
12,303.35 |
Low |
11,756.60 |
11,975.84 |
219.24 |
1.9% |
11,731.60 |
Close |
11,972.25 |
12,392.66 |
420.41 |
3.5% |
11,951.09 |
Range |
319.62 |
416.82 |
97.20 |
30.4% |
571.75 |
ATR |
257.04 |
268.71 |
11.67 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,504.18 |
13,365.24 |
12,621.91 |
|
R3 |
13,087.36 |
12,948.42 |
12,507.29 |
|
R2 |
12,670.54 |
12,670.54 |
12,469.08 |
|
R1 |
12,531.60 |
12,531.60 |
12,430.87 |
12,601.07 |
PP |
12,253.72 |
12,253.72 |
12,253.72 |
12,288.46 |
S1 |
12,114.78 |
12,114.78 |
12,354.45 |
12,184.25 |
S2 |
11,836.90 |
11,836.90 |
12,316.24 |
|
S3 |
11,420.08 |
11,697.96 |
12,278.03 |
|
S4 |
11,003.26 |
11,281.14 |
12,163.41 |
|
|
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 |
12,392.66 |
11,756.60 |
636.06 |
5.1% |
329.60 |
2.7% |
100% |
True |
False |
|
10 |
12,392.66 |
11,731.60 |
661.06 |
5.3% |
297.49 |
2.4% |
100% |
True |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
258.96 |
2.1% |
64% |
False |
False |
|
40 |
12,767.74 |
11,634.82 |
1,132.92 |
9.1% |
256.56 |
2.1% |
67% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
244.73 |
2.0% |
39% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
234.67 |
1.9% |
35% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
230.46 |
1.9% |
33% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
216.46 |
1.7% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,164.15 |
2.618 |
13,483.89 |
1.618 |
13,067.07 |
1.000 |
12,809.48 |
0.618 |
12,650.25 |
HIGH |
12,392.66 |
0.618 |
12,233.43 |
0.500 |
12,184.25 |
0.382 |
12,135.07 |
LOW |
11,975.84 |
0.618 |
11,718.25 |
1.000 |
11,559.02 |
1.618 |
11,301.43 |
2.618 |
10,884.61 |
4.250 |
10,204.36 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,323.19 |
12,286.65 |
PP |
12,253.72 |
12,180.64 |
S1 |
12,184.25 |
12,074.63 |
|