Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
6,503.0 |
6,275.5 |
-227.5 |
-3.5% |
6,540.0 |
High |
6,630.0 |
6,317.5 |
-312.5 |
-4.7% |
6,648.5 |
Low |
6,355.5 |
6,174.0 |
-181.5 |
-2.9% |
6,355.5 |
Close |
6,469.5 |
6,194.5 |
-275.0 |
-4.3% |
6,469.5 |
Range |
274.5 |
143.5 |
-131.0 |
-47.7% |
293.0 |
ATR |
181.4 |
189.5 |
8.2 |
4.5% |
0.0 |
Volume |
310,195 |
345,923 |
35,728 |
11.5% |
803,538 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,659.2 |
6,570.3 |
6,273.4 |
|
R3 |
6,515.7 |
6,426.8 |
6,234.0 |
|
R2 |
6,372.2 |
6,372.2 |
6,220.8 |
|
R1 |
6,283.3 |
6,283.3 |
6,207.7 |
6,256.0 |
PP |
6,228.7 |
6,228.7 |
6,228.7 |
6,215.0 |
S1 |
6,139.8 |
6,139.8 |
6,181.3 |
6,112.5 |
S2 |
6,085.2 |
6,085.2 |
6,168.2 |
|
S3 |
5,941.7 |
5,996.3 |
6,155.0 |
|
S4 |
5,798.2 |
5,852.8 |
6,115.6 |
|
|
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 |
6,174.0 |
474.5 |
7.7% |
201.4 |
3.3% |
4% |
False |
True |
229,892 |
10 |
6,735.0 |
6,174.0 |
561.0 |
9.1% |
182.1 |
2.9% |
4% |
False |
True |
178,131 |
20 |
7,108.0 |
6,174.0 |
934.0 |
15.1% |
163.9 |
2.6% |
2% |
False |
True |
169,671 |
40 |
7,334.5 |
6,174.0 |
1,160.5 |
18.7% |
191.2 |
3.1% |
2% |
False |
True |
164,190 |
60 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
178.2 |
2.9% |
1% |
False |
True |
163,604 |
80 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
164.1 |
2.6% |
1% |
False |
True |
125,849 |
100 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
152.7 |
2.5% |
1% |
False |
True |
100,797 |
120 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
138.7 |
2.2% |
1% |
False |
True |
84,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,927.4 |
2.618 |
6,693.2 |
1.618 |
6,549.7 |
1.000 |
6,461.0 |
0.618 |
6,406.2 |
HIGH |
6,317.5 |
0.618 |
6,262.7 |
0.500 |
6,245.8 |
0.382 |
6,228.8 |
LOW |
6,174.0 |
0.618 |
6,085.3 |
1.000 |
6,030.5 |
1.618 |
5,941.8 |
2.618 |
5,798.3 |
4.250 |
5,564.1 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,245.8 |
6,402.0 |
PP |
6,228.7 |
6,332.8 |
S1 |
6,211.6 |
6,263.7 |
|