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 |
12,391.52 |
12,102.43 |
-289.09 |
-2.3% |
11,893.04 |
High |
12,461.53 |
12,378.74 |
-82.79 |
-0.7% |
12,303.35 |
Low |
12,095.10 |
12,097.87 |
2.77 |
0.0% |
11,731.60 |
Close |
12,099.66 |
12,361.32 |
261.66 |
2.2% |
11,951.09 |
Range |
366.43 |
280.87 |
-85.56 |
-23.3% |
571.75 |
ATR |
275.69 |
276.06 |
0.37 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,121.92 |
13,022.49 |
12,515.80 |
|
R3 |
12,841.05 |
12,741.62 |
12,438.56 |
|
R2 |
12,560.18 |
12,560.18 |
12,412.81 |
|
R1 |
12,460.75 |
12,460.75 |
12,387.07 |
12,510.47 |
PP |
12,279.31 |
12,279.31 |
12,279.31 |
12,304.17 |
S1 |
12,179.88 |
12,179.88 |
12,335.57 |
12,229.60 |
S2 |
11,998.44 |
11,998.44 |
12,309.83 |
|
S3 |
11,717.57 |
11,899.01 |
12,284.08 |
|
S4 |
11,436.70 |
11,618.14 |
12,206.84 |
|
|
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 |
12,461.53 |
11,756.60 |
704.93 |
5.7% |
348.93 |
2.8% |
86% |
False |
False |
|
10 |
12,461.53 |
11,731.60 |
729.93 |
5.9% |
318.45 |
2.6% |
86% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
266.70 |
2.2% |
61% |
False |
False |
|
40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.4% |
245.50 |
2.0% |
61% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
249.40 |
2.0% |
38% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
237.68 |
1.9% |
34% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
232.80 |
1.9% |
31% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
220.28 |
1.8% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,572.44 |
2.618 |
13,114.06 |
1.618 |
12,833.19 |
1.000 |
12,659.61 |
0.618 |
12,552.32 |
HIGH |
12,378.74 |
0.618 |
12,271.45 |
0.500 |
12,238.31 |
0.382 |
12,205.16 |
LOW |
12,097.87 |
0.618 |
11,924.29 |
1.000 |
11,817.00 |
1.618 |
11,643.42 |
2.618 |
11,362.55 |
4.250 |
10,904.17 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,320.32 |
12,313.78 |
PP |
12,279.31 |
12,266.23 |
S1 |
12,238.31 |
12,218.69 |
|