Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,323.00 |
1,310.00 |
-13.00 |
-1.0% |
1,329.50 |
High |
1,334.25 |
1,322.50 |
-11.75 |
-0.9% |
1,345.00 |
Low |
1,308.00 |
1,282.00 |
-26.00 |
-2.0% |
1,282.25 |
Close |
1,309.50 |
1,313.25 |
3.75 |
0.3% |
1,292.75 |
Range |
26.25 |
40.50 |
14.25 |
54.3% |
62.75 |
ATR |
31.04 |
31.71 |
0.68 |
2.2% |
0.00 |
Volume |
3,222,244 |
2,545,300 |
-676,944 |
-21.0% |
11,996,844 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.50 |
1,410.75 |
1,335.50 |
|
R3 |
1,387.00 |
1,370.25 |
1,324.50 |
|
R2 |
1,346.50 |
1,346.50 |
1,320.75 |
|
R1 |
1,329.75 |
1,329.75 |
1,317.00 |
1,338.00 |
PP |
1,306.00 |
1,306.00 |
1,306.00 |
1,310.00 |
S1 |
1,289.25 |
1,289.25 |
1,309.50 |
1,297.50 |
S2 |
1,265.50 |
1,265.50 |
1,305.75 |
|
S3 |
1,225.00 |
1,248.75 |
1,302.00 |
|
S4 |
1,184.50 |
1,208.25 |
1,291.00 |
|
|
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 |
1,334.25 |
1,272.25 |
62.00 |
4.7% |
36.50 |
2.8% |
66% |
False |
False |
2,748,928 |
10 |
1,367.00 |
1,272.25 |
94.75 |
7.2% |
33.50 |
2.6% |
43% |
False |
False |
2,502,138 |
20 |
1,390.00 |
1,272.25 |
117.75 |
9.0% |
29.50 |
2.2% |
35% |
False |
False |
2,209,397 |
40 |
1,400.00 |
1,255.50 |
144.50 |
11.0% |
34.00 |
2.6% |
40% |
False |
False |
2,415,491 |
60 |
1,511.00 |
1,255.50 |
255.50 |
19.5% |
31.50 |
2.4% |
23% |
False |
False |
2,156,717 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.5% |
30.50 |
2.3% |
20% |
False |
False |
1,646,816 |
100 |
1,569.00 |
1,255.50 |
313.50 |
23.9% |
30.00 |
2.3% |
18% |
False |
False |
1,318,084 |
120 |
1,598.50 |
1,255.50 |
343.00 |
26.1% |
27.75 |
2.1% |
17% |
False |
False |
1,098,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.50 |
2.618 |
1,428.50 |
1.618 |
1,388.00 |
1.000 |
1,363.00 |
0.618 |
1,347.50 |
HIGH |
1,322.50 |
0.618 |
1,307.00 |
0.500 |
1,302.25 |
0.382 |
1,297.50 |
LOW |
1,282.00 |
0.618 |
1,257.00 |
1.000 |
1,241.50 |
1.618 |
1,216.50 |
2.618 |
1,176.00 |
4.250 |
1,110.00 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,309.50 |
1,310.00 |
PP |
1,306.00 |
1,306.50 |
S1 |
1,302.25 |
1,303.25 |
|