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 |
5,335.0 |
5,201.0 |
-134.0 |
-2.5% |
5,439.0 |
High |
5,338.0 |
5,239.0 |
-99.0 |
-1.9% |
5,464.0 |
Low |
5,242.0 |
5,147.0 |
-95.0 |
-1.8% |
5,242.0 |
Close |
5,269.0 |
5,208.0 |
-61.0 |
-1.2% |
5,269.0 |
Range |
96.0 |
92.0 |
-4.0 |
-4.2% |
222.0 |
ATR |
138.8 |
137.6 |
-1.2 |
-0.9% |
0.0 |
Volume |
24,957 |
29,302 |
4,345 |
17.4% |
139,768 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.0 |
5,433.0 |
5,258.6 |
|
R3 |
5,382.0 |
5,341.0 |
5,233.3 |
|
R2 |
5,290.0 |
5,290.0 |
5,224.9 |
|
R1 |
5,249.0 |
5,249.0 |
5,216.4 |
5,269.5 |
PP |
5,198.0 |
5,198.0 |
5,198.0 |
5,208.3 |
S1 |
5,157.0 |
5,157.0 |
5,199.6 |
5,177.5 |
S2 |
5,106.0 |
5,106.0 |
5,191.1 |
|
S3 |
5,014.0 |
5,065.0 |
5,182.7 |
|
S4 |
4,922.0 |
4,973.0 |
5,157.4 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,991.0 |
5,852.0 |
5,391.1 |
|
R3 |
5,769.0 |
5,630.0 |
5,330.1 |
|
R2 |
5,547.0 |
5,547.0 |
5,309.7 |
|
R1 |
5,408.0 |
5,408.0 |
5,289.4 |
5,366.5 |
PP |
5,325.0 |
5,325.0 |
5,325.0 |
5,304.3 |
S1 |
5,186.0 |
5,186.0 |
5,248.7 |
5,144.5 |
S2 |
5,103.0 |
5,103.0 |
5,228.3 |
|
S3 |
4,881.0 |
4,964.0 |
5,208.0 |
|
S4 |
4,659.0 |
4,742.0 |
5,146.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,464.0 |
5,147.0 |
317.0 |
6.1% |
103.2 |
2.0% |
19% |
False |
True |
28,570 |
10 |
5,759.0 |
5,147.0 |
612.0 |
11.8% |
90.7 |
1.7% |
10% |
False |
True |
28,009 |
20 |
5,759.0 |
5,147.0 |
612.0 |
11.8% |
100.3 |
1.9% |
10% |
False |
True |
27,585 |
40 |
6,043.0 |
5,147.0 |
896.0 |
17.2% |
127.0 |
2.4% |
7% |
False |
True |
31,333 |
60 |
6,681.0 |
5,147.0 |
1,534.0 |
29.5% |
114.1 |
2.2% |
4% |
False |
True |
29,183 |
80 |
6,725.0 |
5,147.0 |
1,578.0 |
30.3% |
93.4 |
1.8% |
4% |
False |
True |
21,946 |
100 |
6,869.0 |
5,147.0 |
1,722.0 |
33.1% |
81.4 |
1.6% |
4% |
False |
True |
17,581 |
120 |
6,869.0 |
5,147.0 |
1,722.0 |
33.1% |
70.2 |
1.3% |
4% |
False |
True |
14,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,630.0 |
2.618 |
5,479.9 |
1.618 |
5,387.9 |
1.000 |
5,331.0 |
0.618 |
5,295.9 |
HIGH |
5,239.0 |
0.618 |
5,203.9 |
0.500 |
5,193.0 |
0.382 |
5,182.1 |
LOW |
5,147.0 |
0.618 |
5,090.1 |
1.000 |
5,055.0 |
1.618 |
4,998.1 |
2.618 |
4,906.1 |
4.250 |
4,756.0 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,203.0 |
5,304.0 |
PP |
5,198.0 |
5,272.0 |
S1 |
5,193.0 |
5,240.0 |
|