Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,291.00 |
1,279.75 |
-11.25 |
-0.9% |
1,292.00 |
High |
1,315.00 |
1,332.75 |
17.75 |
1.3% |
1,334.25 |
Low |
1,253.00 |
1,278.00 |
25.00 |
2.0% |
1,272.25 |
Close |
1,278.50 |
1,332.50 |
54.00 |
4.2% |
1,291.50 |
Range |
62.00 |
54.75 |
-7.25 |
-11.7% |
62.00 |
ATR |
35.72 |
37.08 |
1.36 |
3.8% |
0.00 |
Volume |
1,347,641 |
975,573 |
-372,068 |
-27.6% |
13,081,515 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.75 |
1,460.25 |
1,362.50 |
|
R3 |
1,424.00 |
1,405.50 |
1,347.50 |
|
R2 |
1,369.25 |
1,369.25 |
1,342.50 |
|
R1 |
1,350.75 |
1,350.75 |
1,337.50 |
1,360.00 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,319.00 |
S1 |
1,296.00 |
1,296.00 |
1,327.50 |
1,305.25 |
S2 |
1,259.75 |
1,259.75 |
1,322.50 |
|
S3 |
1,205.00 |
1,241.25 |
1,317.50 |
|
S4 |
1,150.25 |
1,186.50 |
1,302.50 |
|
|
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 |
6.1% |
48.50 |
3.6% |
98% |
False |
False |
1,988,941 |
10 |
1,345.00 |
1,253.00 |
92.00 |
6.9% |
42.50 |
3.2% |
86% |
False |
False |
2,315,432 |
20 |
1,390.00 |
1,253.00 |
137.00 |
10.3% |
34.75 |
2.6% |
58% |
False |
False |
2,158,010 |
40 |
1,400.00 |
1,253.00 |
147.00 |
11.0% |
35.25 |
2.6% |
54% |
False |
False |
2,293,293 |
60 |
1,511.00 |
1,253.00 |
258.00 |
19.4% |
33.25 |
2.5% |
31% |
False |
False |
2,136,687 |
80 |
1,538.25 |
1,253.00 |
285.25 |
21.4% |
31.50 |
2.4% |
28% |
False |
False |
1,698,727 |
100 |
1,569.00 |
1,253.00 |
316.00 |
23.7% |
31.00 |
2.3% |
25% |
False |
False |
1,359,827 |
120 |
1,598.50 |
1,253.00 |
345.50 |
25.9% |
29.00 |
2.2% |
23% |
False |
False |
1,133,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,565.50 |
2.618 |
1,476.00 |
1.618 |
1,421.25 |
1.000 |
1,387.50 |
0.618 |
1,366.50 |
HIGH |
1,332.75 |
0.618 |
1,311.75 |
0.500 |
1,305.50 |
0.382 |
1,299.00 |
LOW |
1,278.00 |
0.618 |
1,244.25 |
1.000 |
1,223.25 |
1.618 |
1,189.50 |
2.618 |
1,134.75 |
4.250 |
1,045.25 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,323.50 |
1,319.50 |
PP |
1,314.50 |
1,306.50 |
S1 |
1,305.50 |
1,293.50 |
|