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 |
5,217.0 |
5,202.0 |
-15.0 |
-0.3% |
5,201.0 |
High |
5,239.0 |
5,222.0 |
-17.0 |
-0.3% |
5,375.0 |
Low |
5,122.0 |
5,157.0 |
35.0 |
0.7% |
5,087.0 |
Close |
5,144.0 |
5,160.0 |
16.0 |
0.3% |
5,160.0 |
Range |
117.0 |
65.0 |
-52.0 |
-44.4% |
288.0 |
ATR |
143.2 |
138.6 |
-4.7 |
-3.3% |
0.0 |
Volume |
34,533 |
34,806 |
273 |
0.8% |
170,479 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,374.7 |
5,332.3 |
5,195.8 |
|
R3 |
5,309.7 |
5,267.3 |
5,177.9 |
|
R2 |
5,244.7 |
5,244.7 |
5,171.9 |
|
R1 |
5,202.3 |
5,202.3 |
5,166.0 |
5,191.0 |
PP |
5,179.7 |
5,179.7 |
5,179.7 |
5,174.0 |
S1 |
5,137.3 |
5,137.3 |
5,154.0 |
5,126.0 |
S2 |
5,114.7 |
5,114.7 |
5,148.1 |
|
S3 |
5,049.7 |
5,072.3 |
5,142.1 |
|
S4 |
4,984.7 |
5,007.3 |
5,124.3 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,071.3 |
5,903.7 |
5,318.4 |
|
R3 |
5,783.3 |
5,615.7 |
5,239.2 |
|
R2 |
5,495.3 |
5,495.3 |
5,212.8 |
|
R1 |
5,327.7 |
5,327.7 |
5,186.4 |
5,267.5 |
PP |
5,207.3 |
5,207.3 |
5,207.3 |
5,177.3 |
S1 |
5,039.7 |
5,039.7 |
5,133.6 |
4,979.5 |
S2 |
4,919.3 |
4,919.3 |
5,107.2 |
|
S3 |
4,631.3 |
4,751.7 |
5,080.8 |
|
S4 |
4,343.3 |
4,463.7 |
5,001.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,375.0 |
5,087.0 |
288.0 |
5.6% |
98.6 |
1.9% |
25% |
False |
False |
34,095 |
10 |
5,464.0 |
5,087.0 |
377.0 |
7.3% |
97.0 |
1.9% |
19% |
False |
False |
31,024 |
20 |
5,759.0 |
5,087.0 |
672.0 |
13.0% |
95.4 |
1.8% |
11% |
False |
False |
28,913 |
40 |
6,009.0 |
5,087.0 |
922.0 |
17.9% |
127.7 |
2.5% |
8% |
False |
False |
31,863 |
60 |
6,411.0 |
5,087.0 |
1,324.0 |
25.7% |
113.6 |
2.2% |
6% |
False |
False |
30,372 |
80 |
6,725.0 |
5,087.0 |
1,638.0 |
31.7% |
98.1 |
1.9% |
4% |
False |
False |
23,704 |
100 |
6,869.0 |
5,087.0 |
1,782.0 |
34.5% |
83.9 |
1.6% |
4% |
False |
False |
18,990 |
120 |
6,869.0 |
5,087.0 |
1,782.0 |
34.5% |
72.9 |
1.4% |
4% |
False |
False |
15,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,498.3 |
2.618 |
5,392.2 |
1.618 |
5,327.2 |
1.000 |
5,287.0 |
0.618 |
5,262.2 |
HIGH |
5,222.0 |
0.618 |
5,197.2 |
0.500 |
5,189.5 |
0.382 |
5,181.8 |
LOW |
5,157.0 |
0.618 |
5,116.8 |
1.000 |
5,092.0 |
1.618 |
5,051.8 |
2.618 |
4,986.8 |
4.250 |
4,880.8 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,189.5 |
5,248.5 |
PP |
5,179.7 |
5,219.0 |
S1 |
5,169.8 |
5,189.5 |
|