Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,547.34 |
12,531.79 |
-15.55 |
-0.1% |
11,946.45 |
High |
12,571.84 |
12,531.95 |
-39.89 |
-0.3% |
12,461.53 |
Low |
12,449.08 |
12,376.70 |
-72.38 |
-0.6% |
11,756.60 |
Close |
12,532.60 |
12,422.86 |
-109.74 |
-0.9% |
12,361.32 |
Range |
122.76 |
155.25 |
32.49 |
26.5% |
704.93 |
ATR |
264.09 |
256.36 |
-7.73 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,909.59 |
12,821.47 |
12,508.25 |
|
R3 |
12,754.34 |
12,666.22 |
12,465.55 |
|
R2 |
12,599.09 |
12,599.09 |
12,451.32 |
|
R1 |
12,510.97 |
12,510.97 |
12,437.09 |
12,477.41 |
PP |
12,443.84 |
12,443.84 |
12,443.84 |
12,427.05 |
S1 |
12,355.72 |
12,355.72 |
12,408.63 |
12,322.16 |
S2 |
12,288.59 |
12,288.59 |
12,394.40 |
|
S3 |
12,133.34 |
12,200.47 |
12,380.17 |
|
S4 |
11,978.09 |
12,045.22 |
12,337.47 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,307.94 |
14,039.56 |
12,749.03 |
|
R3 |
13,603.01 |
13,334.63 |
12,555.18 |
|
R2 |
12,898.08 |
12,898.08 |
12,490.56 |
|
R1 |
12,629.70 |
12,629.70 |
12,425.94 |
12,763.89 |
PP |
12,193.15 |
12,193.15 |
12,193.15 |
12,260.25 |
S1 |
11,924.77 |
11,924.77 |
12,296.70 |
12,058.96 |
S2 |
11,488.22 |
11,488.22 |
12,232.08 |
|
S3 |
10,783.29 |
11,219.84 |
12,167.46 |
|
S4 |
10,078.36 |
10,514.91 |
11,973.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,622.07 |
12,095.10 |
526.97 |
4.2% |
237.08 |
1.9% |
62% |
False |
False |
|
10 |
12,622.07 |
11,756.60 |
865.47 |
7.0% |
283.34 |
2.3% |
77% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
258.21 |
2.1% |
67% |
False |
False |
|
40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.3% |
240.59 |
1.9% |
67% |
False |
False |
|
60 |
13,451.38 |
11,634.82 |
1,816.56 |
14.6% |
251.93 |
2.0% |
43% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
232.81 |
1.9% |
37% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
18.7% |
234.95 |
1.9% |
34% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
221.50 |
1.8% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,191.76 |
2.618 |
12,938.39 |
1.618 |
12,783.14 |
1.000 |
12,687.20 |
0.618 |
12,627.89 |
HIGH |
12,531.95 |
0.618 |
12,472.64 |
0.500 |
12,454.33 |
0.382 |
12,436.01 |
LOW |
12,376.70 |
0.618 |
12,280.76 |
1.000 |
12,221.45 |
1.618 |
12,125.51 |
2.618 |
11,970.26 |
4.250 |
11,716.89 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,454.33 |
12,492.02 |
PP |
12,443.84 |
12,468.97 |
S1 |
12,433.35 |
12,445.91 |
|