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 |
5,201.0 |
5,120.0 |
-81.0 |
-1.6% |
5,439.0 |
High |
5,239.0 |
5,148.0 |
-91.0 |
-1.7% |
5,464.0 |
Low |
5,147.0 |
5,087.0 |
-60.0 |
-1.2% |
5,242.0 |
Close |
5,208.0 |
5,115.0 |
-93.0 |
-1.8% |
5,269.0 |
Range |
92.0 |
61.0 |
-31.0 |
-33.7% |
222.0 |
ATR |
137.6 |
136.4 |
-1.2 |
-0.9% |
0.0 |
Volume |
29,302 |
28,281 |
-1,021 |
-3.5% |
139,768 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,299.7 |
5,268.3 |
5,148.6 |
|
R3 |
5,238.7 |
5,207.3 |
5,131.8 |
|
R2 |
5,177.7 |
5,177.7 |
5,126.2 |
|
R1 |
5,146.3 |
5,146.3 |
5,120.6 |
5,131.5 |
PP |
5,116.7 |
5,116.7 |
5,116.7 |
5,109.3 |
S1 |
5,085.3 |
5,085.3 |
5,109.4 |
5,070.5 |
S2 |
5,055.7 |
5,055.7 |
5,103.8 |
|
S3 |
4,994.7 |
5,024.3 |
5,098.2 |
|
S4 |
4,933.7 |
4,963.3 |
5,081.5 |
|
|
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 |
5,087.0 |
377.0 |
7.4% |
92.4 |
1.8% |
7% |
False |
True |
28,460 |
10 |
5,759.0 |
5,087.0 |
672.0 |
13.1% |
90.5 |
1.8% |
4% |
False |
True |
27,810 |
20 |
5,759.0 |
5,087.0 |
672.0 |
13.1% |
97.9 |
1.9% |
4% |
False |
True |
27,577 |
40 |
6,043.0 |
5,087.0 |
956.0 |
18.7% |
125.6 |
2.5% |
3% |
False |
True |
31,446 |
60 |
6,681.0 |
5,087.0 |
1,594.0 |
31.2% |
114.3 |
2.2% |
2% |
False |
True |
29,593 |
80 |
6,725.0 |
5,087.0 |
1,638.0 |
32.0% |
94.1 |
1.8% |
2% |
False |
True |
22,296 |
100 |
6,869.0 |
5,087.0 |
1,782.0 |
34.8% |
81.6 |
1.6% |
2% |
False |
True |
17,863 |
120 |
6,869.0 |
5,087.0 |
1,782.0 |
34.8% |
70.7 |
1.4% |
2% |
False |
True |
14,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,407.3 |
2.618 |
5,307.7 |
1.618 |
5,246.7 |
1.000 |
5,209.0 |
0.618 |
5,185.7 |
HIGH |
5,148.0 |
0.618 |
5,124.7 |
0.500 |
5,117.5 |
0.382 |
5,110.3 |
LOW |
5,087.0 |
0.618 |
5,049.3 |
1.000 |
5,026.0 |
1.618 |
4,988.3 |
2.618 |
4,927.3 |
4.250 |
4,827.8 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,117.5 |
5,212.5 |
PP |
5,116.7 |
5,180.0 |
S1 |
5,115.8 |
5,147.5 |
|