Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,307.00 |
1,292.00 |
-15.00 |
-1.1% |
1,329.50 |
High |
1,318.50 |
1,299.50 |
-19.00 |
-1.4% |
1,345.00 |
Low |
1,282.25 |
1,272.50 |
-9.75 |
-0.8% |
1,282.25 |
Close |
1,292.75 |
1,275.50 |
-17.25 |
-1.3% |
1,292.75 |
Range |
36.25 |
27.00 |
-9.25 |
-25.5% |
62.75 |
ATR |
30.04 |
29.82 |
-0.22 |
-0.7% |
0.00 |
Volume |
2,517,077 |
3,078,193 |
561,116 |
22.3% |
11,996,844 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.50 |
1,346.50 |
1,290.25 |
|
R3 |
1,336.50 |
1,319.50 |
1,283.00 |
|
R2 |
1,309.50 |
1,309.50 |
1,280.50 |
|
R1 |
1,292.50 |
1,292.50 |
1,278.00 |
1,287.50 |
PP |
1,282.50 |
1,282.50 |
1,282.50 |
1,280.00 |
S1 |
1,265.50 |
1,265.50 |
1,273.00 |
1,260.50 |
S2 |
1,255.50 |
1,255.50 |
1,270.50 |
|
S3 |
1,228.50 |
1,238.50 |
1,268.00 |
|
S4 |
1,201.50 |
1,211.50 |
1,260.75 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.00 |
1,456.50 |
1,327.25 |
|
R3 |
1,432.25 |
1,393.75 |
1,310.00 |
|
R2 |
1,369.50 |
1,369.50 |
1,304.25 |
|
R1 |
1,331.00 |
1,331.00 |
1,298.50 |
1,319.00 |
PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,300.50 |
S1 |
1,268.25 |
1,268.25 |
1,287.00 |
1,256.00 |
S2 |
1,244.00 |
1,244.00 |
1,281.25 |
|
S3 |
1,181.25 |
1,205.50 |
1,275.50 |
|
S4 |
1,118.50 |
1,142.75 |
1,258.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.00 |
1,272.50 |
72.50 |
5.7% |
31.75 |
2.5% |
4% |
False |
True |
2,554,464 |
10 |
1,390.00 |
1,272.50 |
117.50 |
9.2% |
27.75 |
2.2% |
3% |
False |
True |
2,284,503 |
20 |
1,390.00 |
1,272.50 |
117.50 |
9.2% |
27.50 |
2.2% |
3% |
False |
True |
2,092,069 |
40 |
1,424.50 |
1,255.50 |
169.00 |
13.2% |
33.25 |
2.6% |
12% |
False |
False |
2,371,359 |
60 |
1,526.75 |
1,255.50 |
271.25 |
21.3% |
31.00 |
2.4% |
7% |
False |
False |
2,053,028 |
80 |
1,538.25 |
1,255.50 |
282.75 |
22.2% |
30.25 |
2.4% |
7% |
False |
False |
1,545,218 |
100 |
1,572.50 |
1,255.50 |
317.00 |
24.9% |
29.50 |
2.3% |
6% |
False |
False |
1,236,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.25 |
2.618 |
1,370.25 |
1.618 |
1,343.25 |
1.000 |
1,326.50 |
0.618 |
1,316.25 |
HIGH |
1,299.50 |
0.618 |
1,289.25 |
0.500 |
1,286.00 |
0.382 |
1,282.75 |
LOW |
1,272.50 |
0.618 |
1,255.75 |
1.000 |
1,245.50 |
1.618 |
1,228.75 |
2.618 |
1,201.75 |
4.250 |
1,157.75 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,286.00 |
1,307.75 |
PP |
1,282.50 |
1,297.00 |
S1 |
1,279.00 |
1,286.25 |
|