Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,292.00 |
1,276.50 |
-15.50 |
-1.2% |
1,329.50 |
High |
1,299.50 |
1,324.25 |
24.75 |
1.9% |
1,345.00 |
Low |
1,272.50 |
1,272.25 |
-0.25 |
0.0% |
1,282.25 |
Close |
1,275.50 |
1,324.00 |
48.50 |
3.8% |
1,292.75 |
Range |
27.00 |
52.00 |
25.00 |
92.6% |
62.75 |
ATR |
29.82 |
31.41 |
1.58 |
5.3% |
0.00 |
Volume |
3,078,193 |
2,381,829 |
-696,364 |
-22.6% |
11,996,844 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.75 |
1,445.50 |
1,352.50 |
|
R3 |
1,410.75 |
1,393.50 |
1,338.25 |
|
R2 |
1,358.75 |
1,358.75 |
1,333.50 |
|
R1 |
1,341.50 |
1,341.50 |
1,328.75 |
1,350.00 |
PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,311.25 |
S1 |
1,289.50 |
1,289.50 |
1,319.25 |
1,298.00 |
S2 |
1,254.75 |
1,254.75 |
1,314.50 |
|
S3 |
1,202.75 |
1,237.50 |
1,309.75 |
|
S4 |
1,150.75 |
1,185.50 |
1,295.50 |
|
|
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 |
1,272.25 |
72.75 |
5.5% |
36.25 |
2.7% |
71% |
False |
True |
2,641,923 |
10 |
1,390.00 |
1,272.25 |
117.75 |
8.9% |
30.50 |
2.3% |
44% |
False |
True |
2,318,570 |
20 |
1,390.00 |
1,272.25 |
117.75 |
8.9% |
29.00 |
2.2% |
44% |
False |
True |
2,125,725 |
40 |
1,424.50 |
1,255.50 |
169.00 |
12.8% |
34.00 |
2.6% |
41% |
False |
False |
2,362,479 |
60 |
1,511.00 |
1,255.50 |
255.50 |
19.3% |
31.00 |
2.3% |
27% |
False |
False |
2,088,991 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.4% |
30.50 |
2.3% |
24% |
False |
False |
1,574,904 |
100 |
1,569.00 |
1,255.50 |
313.50 |
23.7% |
29.75 |
2.3% |
22% |
False |
False |
1,260,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.25 |
2.618 |
1,460.50 |
1.618 |
1,408.50 |
1.000 |
1,376.25 |
0.618 |
1,356.50 |
HIGH |
1,324.25 |
0.618 |
1,304.50 |
0.500 |
1,298.25 |
0.382 |
1,292.00 |
LOW |
1,272.25 |
0.618 |
1,240.00 |
1.000 |
1,220.25 |
1.618 |
1,188.00 |
2.618 |
1,136.00 |
4.250 |
1,051.25 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,315.50 |
1,315.50 |
PP |
1,306.75 |
1,306.75 |
S1 |
1,298.25 |
1,298.25 |
|