Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,312.75 |
1,291.00 |
-21.75 |
-1.7% |
1,292.00 |
High |
1,333.75 |
1,315.00 |
-18.75 |
-1.4% |
1,334.25 |
Low |
1,274.25 |
1,253.00 |
-21.25 |
-1.7% |
1,272.25 |
Close |
1,291.50 |
1,278.50 |
-13.00 |
-1.0% |
1,291.50 |
Range |
59.50 |
62.00 |
2.50 |
4.2% |
62.00 |
ATR |
33.70 |
35.72 |
2.02 |
6.0% |
0.00 |
Volume |
1,853,949 |
1,347,641 |
-506,308 |
-27.3% |
13,081,515 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.25 |
1,435.25 |
1,312.50 |
|
R3 |
1,406.25 |
1,373.25 |
1,295.50 |
|
R2 |
1,344.25 |
1,344.25 |
1,289.75 |
|
R1 |
1,311.25 |
1,311.25 |
1,284.25 |
1,296.75 |
PP |
1,282.25 |
1,282.25 |
1,282.25 |
1,275.00 |
S1 |
1,249.25 |
1,249.25 |
1,272.75 |
1,234.75 |
S2 |
1,220.25 |
1,220.25 |
1,267.25 |
|
S3 |
1,158.25 |
1,187.25 |
1,261.50 |
|
S4 |
1,096.25 |
1,125.25 |
1,244.50 |
|
|
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 |
1,253.00 |
81.25 |
6.4% |
48.00 |
3.8% |
31% |
False |
True |
2,270,192 |
10 |
1,345.00 |
1,253.00 |
92.00 |
7.2% |
40.00 |
3.1% |
28% |
False |
True |
2,412,328 |
20 |
1,390.00 |
1,253.00 |
137.00 |
10.7% |
33.25 |
2.6% |
19% |
False |
True |
2,182,576 |
40 |
1,400.00 |
1,253.00 |
147.00 |
11.5% |
35.00 |
2.7% |
17% |
False |
True |
2,354,009 |
60 |
1,511.00 |
1,253.00 |
258.00 |
20.2% |
32.50 |
2.5% |
10% |
False |
True |
2,155,804 |
80 |
1,538.25 |
1,253.00 |
285.25 |
22.3% |
31.25 |
2.4% |
9% |
False |
True |
1,686,697 |
100 |
1,569.00 |
1,253.00 |
316.00 |
24.7% |
30.75 |
2.4% |
8% |
False |
True |
1,350,082 |
120 |
1,598.50 |
1,253.00 |
345.50 |
27.0% |
28.50 |
2.2% |
7% |
False |
True |
1,125,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.50 |
2.618 |
1,477.25 |
1.618 |
1,415.25 |
1.000 |
1,377.00 |
0.618 |
1,353.25 |
HIGH |
1,315.00 |
0.618 |
1,291.25 |
0.500 |
1,284.00 |
0.382 |
1,276.75 |
LOW |
1,253.00 |
0.618 |
1,214.75 |
1.000 |
1,191.00 |
1.618 |
1,152.75 |
2.618 |
1,090.75 |
4.250 |
989.50 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,284.00 |
1,293.50 |
PP |
1,282.25 |
1,288.50 |
S1 |
1,280.25 |
1,283.50 |
|