Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,120.0 |
5,290.0 |
170.0 |
3.3% |
5,439.0 |
High |
5,148.0 |
5,375.0 |
227.0 |
4.4% |
5,464.0 |
Low |
5,087.0 |
5,217.0 |
130.0 |
2.6% |
5,242.0 |
Close |
5,115.0 |
5,226.0 |
111.0 |
2.2% |
5,269.0 |
Range |
61.0 |
158.0 |
97.0 |
159.0% |
222.0 |
ATR |
136.4 |
145.3 |
8.8 |
6.5% |
0.0 |
Volume |
28,281 |
43,557 |
15,276 |
54.0% |
139,768 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.7 |
5,644.3 |
5,312.9 |
|
R3 |
5,588.7 |
5,486.3 |
5,269.5 |
|
R2 |
5,430.7 |
5,430.7 |
5,255.0 |
|
R1 |
5,328.3 |
5,328.3 |
5,240.5 |
5,300.5 |
PP |
5,272.7 |
5,272.7 |
5,272.7 |
5,258.8 |
S1 |
5,170.3 |
5,170.3 |
5,211.5 |
5,142.5 |
S2 |
5,114.7 |
5,114.7 |
5,197.0 |
|
S3 |
4,956.7 |
5,012.3 |
5,182.6 |
|
S4 |
4,798.7 |
4,854.3 |
5,139.1 |
|
|
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 |
5,461.0 |
5,087.0 |
374.0 |
7.2% |
99.0 |
1.9% |
37% |
False |
False |
30,109 |
10 |
5,714.0 |
5,087.0 |
627.0 |
12.0% |
99.0 |
1.9% |
22% |
False |
False |
29,738 |
20 |
5,759.0 |
5,087.0 |
672.0 |
12.9% |
98.0 |
1.9% |
21% |
False |
False |
28,289 |
40 |
6,009.0 |
5,087.0 |
922.0 |
17.6% |
126.8 |
2.4% |
15% |
False |
False |
31,813 |
60 |
6,633.0 |
5,087.0 |
1,546.0 |
29.6% |
115.9 |
2.2% |
9% |
False |
False |
30,245 |
80 |
6,725.0 |
5,087.0 |
1,638.0 |
31.3% |
96.1 |
1.8% |
8% |
False |
False |
22,840 |
100 |
6,869.0 |
5,087.0 |
1,782.0 |
34.1% |
82.3 |
1.6% |
8% |
False |
False |
18,298 |
120 |
6,869.0 |
5,087.0 |
1,782.0 |
34.1% |
72.0 |
1.4% |
8% |
False |
False |
15,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,046.5 |
2.618 |
5,788.6 |
1.618 |
5,630.6 |
1.000 |
5,533.0 |
0.618 |
5,472.6 |
HIGH |
5,375.0 |
0.618 |
5,314.6 |
0.500 |
5,296.0 |
0.382 |
5,277.4 |
LOW |
5,217.0 |
0.618 |
5,119.4 |
1.000 |
5,059.0 |
1.618 |
4,961.4 |
2.618 |
4,803.4 |
4.250 |
4,545.5 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,296.0 |
5,231.0 |
PP |
5,272.7 |
5,229.3 |
S1 |
5,249.3 |
5,227.7 |
|