Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
6,540.0 |
6,540.0 |
0.0 |
0.0% |
6,628.0 |
High |
6,576.0 |
6,576.0 |
0.0 |
0.0% |
6,739.5 |
Low |
6,454.0 |
6,454.0 |
0.0 |
0.0% |
6,454.0 |
Close |
6,505.5 |
6,505.5 |
0.0 |
0.0% |
6,505.5 |
Range |
122.0 |
122.0 |
0.0 |
0.0% |
285.5 |
ATR |
172.6 |
168.9 |
-3.6 |
-2.1% |
0.0 |
Volume |
245,323 |
0 |
-245,323 |
-100.0% |
801,153 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,877.8 |
6,813.7 |
6,572.6 |
|
R3 |
6,755.8 |
6,691.7 |
6,539.1 |
|
R2 |
6,633.8 |
6,633.8 |
6,527.9 |
|
R1 |
6,569.7 |
6,569.7 |
6,516.7 |
6,540.8 |
PP |
6,511.8 |
6,511.8 |
6,511.8 |
6,497.4 |
S1 |
6,447.7 |
6,447.7 |
6,494.3 |
6,418.8 |
S2 |
6,389.8 |
6,389.8 |
6,483.1 |
|
S3 |
6,267.8 |
6,325.7 |
6,472.0 |
|
S4 |
6,145.8 |
6,203.7 |
6,438.4 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,422.8 |
7,249.7 |
6,662.5 |
|
R3 |
7,137.3 |
6,964.2 |
6,584.0 |
|
R2 |
6,851.8 |
6,851.8 |
6,557.8 |
|
R1 |
6,678.7 |
6,678.7 |
6,531.7 |
6,622.5 |
PP |
6,566.3 |
6,566.3 |
6,566.3 |
6,538.3 |
S1 |
6,393.2 |
6,393.2 |
6,479.3 |
6,337.0 |
S2 |
6,280.8 |
6,280.8 |
6,453.2 |
|
S3 |
5,995.3 |
6,107.7 |
6,427.0 |
|
S4 |
5,709.8 |
5,822.2 |
6,348.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,735.0 |
6,454.0 |
281.0 |
4.3% |
162.8 |
2.5% |
18% |
False |
True |
126,370 |
10 |
7,048.5 |
6,454.0 |
594.5 |
9.1% |
154.4 |
2.4% |
9% |
False |
True |
152,856 |
20 |
7,108.0 |
6,454.0 |
654.0 |
10.1% |
154.1 |
2.4% |
8% |
False |
True |
142,216 |
40 |
7,786.0 |
6,448.5 |
1,337.5 |
20.6% |
197.6 |
3.0% |
4% |
False |
False |
172,461 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
27.7% |
171.5 |
2.6% |
3% |
False |
False |
148,033 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
27.7% |
159.7 |
2.5% |
3% |
False |
False |
111,546 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
27.7% |
147.1 |
2.3% |
3% |
False |
False |
89,337 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
27.7% |
132.6 |
2.0% |
3% |
False |
False |
74,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,094.5 |
2.618 |
6,895.4 |
1.618 |
6,773.4 |
1.000 |
6,698.0 |
0.618 |
6,651.4 |
HIGH |
6,576.0 |
0.618 |
6,529.4 |
0.500 |
6,515.0 |
0.382 |
6,500.6 |
LOW |
6,454.0 |
0.618 |
6,378.6 |
1.000 |
6,332.0 |
1.618 |
6,256.6 |
2.618 |
6,134.6 |
4.250 |
5,935.5 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,515.0 |
6,578.5 |
PP |
6,511.8 |
6,554.2 |
S1 |
6,508.7 |
6,529.8 |
|