Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
6,540.0 |
6,467.0 |
-73.0 |
-1.1% |
6,628.0 |
High |
6,576.0 |
6,648.5 |
72.5 |
1.1% |
6,739.5 |
Low |
6,454.0 |
6,440.5 |
-13.5 |
-0.2% |
6,454.0 |
Close |
6,505.5 |
6,548.0 |
42.5 |
0.7% |
6,505.5 |
Range |
122.0 |
208.0 |
86.0 |
70.5% |
285.5 |
ATR |
168.9 |
171.7 |
2.8 |
1.7% |
0.0 |
Volume |
0 |
251,622 |
251,622 |
|
801,153 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,169.7 |
7,066.8 |
6,662.4 |
|
R3 |
6,961.7 |
6,858.8 |
6,605.2 |
|
R2 |
6,753.7 |
6,753.7 |
6,586.1 |
|
R1 |
6,650.8 |
6,650.8 |
6,567.1 |
6,702.3 |
PP |
6,545.7 |
6,545.7 |
6,545.7 |
6,571.4 |
S1 |
6,442.8 |
6,442.8 |
6,528.9 |
6,494.3 |
S2 |
6,337.7 |
6,337.7 |
6,509.9 |
|
S3 |
6,129.7 |
6,234.8 |
6,490.8 |
|
S4 |
5,921.7 |
6,026.8 |
6,433.6 |
|
|
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 |
6,440.5 |
294.5 |
4.5% |
163.4 |
2.5% |
37% |
False |
True |
134,838 |
10 |
7,038.5 |
6,440.5 |
598.0 |
9.1% |
162.7 |
2.5% |
18% |
False |
True |
160,115 |
20 |
7,108.0 |
6,440.5 |
667.5 |
10.2% |
152.7 |
2.3% |
16% |
False |
True |
144,825 |
40 |
7,618.0 |
6,440.5 |
1,177.5 |
18.0% |
198.6 |
3.0% |
9% |
False |
True |
172,845 |
60 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
173.1 |
2.6% |
6% |
False |
True |
152,091 |
80 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
159.4 |
2.4% |
6% |
False |
True |
114,683 |
100 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
148.0 |
2.3% |
6% |
False |
True |
91,845 |
120 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
133.9 |
2.0% |
6% |
False |
True |
76,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,532.5 |
2.618 |
7,193.0 |
1.618 |
6,985.0 |
1.000 |
6,856.5 |
0.618 |
6,777.0 |
HIGH |
6,648.5 |
0.618 |
6,569.0 |
0.500 |
6,544.5 |
0.382 |
6,520.0 |
LOW |
6,440.5 |
0.618 |
6,312.0 |
1.000 |
6,232.5 |
1.618 |
6,104.0 |
2.618 |
5,896.0 |
4.250 |
5,556.5 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,546.8 |
6,546.8 |
PP |
6,545.7 |
6,545.7 |
S1 |
6,544.5 |
6,544.5 |
|