Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,331.00 |
1,300.00 |
-31.00 |
-2.3% |
1,292.00 |
High |
1,342.25 |
1,306.50 |
-35.75 |
-2.7% |
1,334.25 |
Low |
1,296.00 |
1,288.25 |
-7.75 |
-0.6% |
1,272.25 |
Close |
1,298.50 |
1,302.64 |
4.14 |
0.3% |
1,291.50 |
Range |
46.25 |
18.25 |
-28.00 |
-60.5% |
62.00 |
ATR |
37.73 |
36.34 |
-1.39 |
-3.7% |
0.00 |
Volume |
753,289 |
534,141 |
-219,148 |
-29.1% |
13,081,515 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.00 |
1,346.50 |
1,312.75 |
|
R3 |
1,335.75 |
1,328.25 |
1,307.75 |
|
R2 |
1,317.50 |
1,317.50 |
1,306.00 |
|
R1 |
1,310.00 |
1,310.00 |
1,304.25 |
1,313.75 |
PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,301.00 |
S1 |
1,291.75 |
1,291.75 |
1,301.00 |
1,295.50 |
S2 |
1,281.00 |
1,281.00 |
1,299.25 |
|
S3 |
1,262.75 |
1,273.50 |
1,297.50 |
|
S4 |
1,244.50 |
1,255.25 |
1,292.50 |
|
|
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 |
1,342.25 |
1,253.00 |
89.25 |
6.9% |
48.25 |
3.7% |
56% |
False |
False |
1,092,918 |
10 |
1,342.25 |
1,253.00 |
89.25 |
6.9% |
42.25 |
3.2% |
56% |
False |
False |
1,920,923 |
20 |
1,390.00 |
1,253.00 |
137.00 |
10.5% |
35.00 |
2.7% |
36% |
False |
False |
2,025,819 |
40 |
1,400.00 |
1,253.00 |
147.00 |
11.3% |
33.00 |
2.5% |
34% |
False |
False |
2,126,619 |
60 |
1,511.00 |
1,253.00 |
258.00 |
19.8% |
33.50 |
2.6% |
19% |
False |
False |
2,098,096 |
80 |
1,538.25 |
1,253.00 |
285.25 |
21.9% |
32.00 |
2.5% |
17% |
False |
False |
1,714,605 |
100 |
1,569.00 |
1,253.00 |
316.00 |
24.3% |
31.25 |
2.4% |
16% |
False |
False |
1,372,638 |
120 |
1,598.50 |
1,253.00 |
345.50 |
26.5% |
29.25 |
2.2% |
14% |
False |
False |
1,144,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.00 |
2.618 |
1,354.25 |
1.618 |
1,336.00 |
1.000 |
1,324.75 |
0.618 |
1,317.75 |
HIGH |
1,306.50 |
0.618 |
1,299.50 |
0.500 |
1,297.50 |
0.382 |
1,295.25 |
LOW |
1,288.25 |
0.618 |
1,277.00 |
1.000 |
1,270.00 |
1.618 |
1,258.75 |
2.618 |
1,240.50 |
4.250 |
1,210.75 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,301.00 |
1,310.00 |
PP |
1,299.25 |
1,307.75 |
S1 |
1,297.50 |
1,305.25 |
|