Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
6,512.0 |
6,503.0 |
-9.0 |
-0.1% |
6,540.0 |
High |
6,576.5 |
6,630.0 |
53.5 |
0.8% |
6,648.5 |
Low |
6,403.5 |
6,355.5 |
-48.0 |
-0.7% |
6,355.5 |
Close |
6,514.5 |
6,469.5 |
-45.0 |
-0.7% |
6,469.5 |
Range |
173.0 |
274.5 |
101.5 |
58.7% |
293.0 |
ATR |
174.2 |
181.4 |
7.2 |
4.1% |
0.0 |
Volume |
241,721 |
310,195 |
68,474 |
28.3% |
803,538 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,308.5 |
7,163.5 |
6,620.5 |
|
R3 |
7,034.0 |
6,889.0 |
6,545.0 |
|
R2 |
6,759.5 |
6,759.5 |
6,519.8 |
|
R1 |
6,614.5 |
6,614.5 |
6,494.7 |
6,549.8 |
PP |
6,485.0 |
6,485.0 |
6,485.0 |
6,452.6 |
S1 |
6,340.0 |
6,340.0 |
6,444.3 |
6,275.3 |
S2 |
6,210.5 |
6,210.5 |
6,419.2 |
|
S3 |
5,936.0 |
6,065.5 |
6,394.0 |
|
S4 |
5,661.5 |
5,791.0 |
6,318.5 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,370.2 |
7,212.8 |
6,630.7 |
|
R3 |
7,077.2 |
6,919.8 |
6,550.1 |
|
R2 |
6,784.2 |
6,784.2 |
6,523.2 |
|
R1 |
6,626.8 |
6,626.8 |
6,496.4 |
6,559.0 |
PP |
6,491.2 |
6,491.2 |
6,491.2 |
6,457.3 |
S1 |
6,333.8 |
6,333.8 |
6,442.6 |
6,266.0 |
S2 |
6,198.2 |
6,198.2 |
6,415.8 |
|
S3 |
5,905.2 |
6,040.8 |
6,388.9 |
|
S4 |
5,612.2 |
5,747.8 |
6,308.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,648.5 |
6,355.5 |
293.0 |
4.5% |
197.1 |
3.0% |
39% |
False |
True |
160,707 |
10 |
6,739.5 |
6,355.5 |
384.0 |
5.9% |
180.1 |
2.8% |
30% |
False |
True |
160,469 |
20 |
7,108.0 |
6,355.5 |
752.5 |
11.6% |
163.0 |
2.5% |
15% |
False |
True |
156,487 |
40 |
7,334.5 |
6,355.5 |
979.0 |
15.1% |
200.9 |
3.1% |
12% |
False |
True |
165,799 |
60 |
8,253.0 |
6,355.5 |
1,897.5 |
29.3% |
177.5 |
2.7% |
6% |
False |
True |
159,281 |
80 |
8,253.0 |
6,355.5 |
1,897.5 |
29.3% |
163.4 |
2.5% |
6% |
False |
True |
121,547 |
100 |
8,253.0 |
6,355.5 |
1,897.5 |
29.3% |
152.1 |
2.4% |
6% |
False |
True |
97,342 |
120 |
8,253.0 |
6,355.5 |
1,897.5 |
29.3% |
137.8 |
2.1% |
6% |
False |
True |
81,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,796.6 |
2.618 |
7,348.6 |
1.618 |
7,074.1 |
1.000 |
6,904.5 |
0.618 |
6,799.6 |
HIGH |
6,630.0 |
0.618 |
6,525.1 |
0.500 |
6,492.8 |
0.382 |
6,460.4 |
LOW |
6,355.5 |
0.618 |
6,185.9 |
1.000 |
6,081.0 |
1.618 |
5,911.4 |
2.618 |
5,636.9 |
4.250 |
5,188.9 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,492.8 |
6,502.0 |
PP |
6,485.0 |
6,491.2 |
S1 |
6,477.3 |
6,480.3 |
|