Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,310.00 |
1,312.75 |
2.75 |
0.2% |
1,292.00 |
High |
1,322.50 |
1,333.75 |
11.25 |
0.9% |
1,334.25 |
Low |
1,282.00 |
1,274.25 |
-7.75 |
-0.6% |
1,272.25 |
Close |
1,313.25 |
1,291.50 |
-21.75 |
-1.7% |
1,291.50 |
Range |
40.50 |
59.50 |
19.00 |
46.9% |
62.00 |
ATR |
31.71 |
33.70 |
1.98 |
6.3% |
0.00 |
Volume |
2,545,300 |
1,853,949 |
-691,351 |
-27.2% |
13,081,515 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.25 |
1,444.50 |
1,324.25 |
|
R3 |
1,418.75 |
1,385.00 |
1,307.75 |
|
R2 |
1,359.25 |
1,359.25 |
1,302.50 |
|
R1 |
1,325.50 |
1,325.50 |
1,297.00 |
1,312.50 |
PP |
1,299.75 |
1,299.75 |
1,299.75 |
1,293.50 |
S1 |
1,266.00 |
1,266.00 |
1,286.00 |
1,253.00 |
S2 |
1,240.25 |
1,240.25 |
1,280.50 |
|
S3 |
1,180.75 |
1,206.50 |
1,275.25 |
|
S4 |
1,121.25 |
1,147.00 |
1,258.75 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.25 |
1,450.50 |
1,325.50 |
|
R3 |
1,423.25 |
1,388.50 |
1,308.50 |
|
R2 |
1,361.25 |
1,361.25 |
1,302.75 |
|
R1 |
1,326.50 |
1,326.50 |
1,297.25 |
1,313.00 |
PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,292.50 |
S1 |
1,264.50 |
1,264.50 |
1,285.75 |
1,251.00 |
S2 |
1,237.25 |
1,237.25 |
1,280.25 |
|
S3 |
1,175.25 |
1,202.50 |
1,274.50 |
|
S4 |
1,113.25 |
1,140.50 |
1,257.50 |
|
|
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 |
4.8% |
41.00 |
3.2% |
31% |
False |
False |
2,616,303 |
10 |
1,345.00 |
1,272.25 |
72.75 |
5.6% |
35.25 |
2.7% |
26% |
False |
False |
2,507,835 |
20 |
1,390.00 |
1,272.25 |
117.75 |
9.1% |
31.25 |
2.4% |
16% |
False |
False |
2,210,300 |
40 |
1,400.00 |
1,255.50 |
144.50 |
11.2% |
34.75 |
2.7% |
25% |
False |
False |
2,400,879 |
60 |
1,511.00 |
1,255.50 |
255.50 |
19.8% |
32.00 |
2.5% |
14% |
False |
False |
2,162,658 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.9% |
30.75 |
2.4% |
13% |
False |
False |
1,669,932 |
100 |
1,569.00 |
1,255.50 |
313.50 |
24.3% |
30.25 |
2.3% |
11% |
False |
False |
1,336,611 |
120 |
1,598.50 |
1,255.50 |
343.00 |
26.6% |
28.25 |
2.2% |
10% |
False |
False |
1,114,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.50 |
2.618 |
1,489.50 |
1.618 |
1,430.00 |
1.000 |
1,393.25 |
0.618 |
1,370.50 |
HIGH |
1,333.75 |
0.618 |
1,311.00 |
0.500 |
1,304.00 |
0.382 |
1,297.00 |
LOW |
1,274.25 |
0.618 |
1,237.50 |
1.000 |
1,214.75 |
1.618 |
1,178.00 |
2.618 |
1,118.50 |
4.250 |
1,021.50 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,304.00 |
1,304.25 |
PP |
1,299.75 |
1,300.00 |
S1 |
1,295.75 |
1,295.75 |
|