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 |
5,202.0 |
5,110.0 |
-92.0 |
-1.8% |
5,201.0 |
High |
5,222.0 |
5,191.0 |
-31.0 |
-0.6% |
5,375.0 |
Low |
5,157.0 |
5,039.0 |
-118.0 |
-2.3% |
5,087.0 |
Close |
5,160.0 |
5,115.0 |
-45.0 |
-0.9% |
5,160.0 |
Range |
65.0 |
152.0 |
87.0 |
133.8% |
288.0 |
ATR |
138.6 |
139.5 |
1.0 |
0.7% |
0.0 |
Volume |
34,806 |
89,322 |
54,516 |
156.6% |
170,479 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.0 |
5,495.0 |
5,198.6 |
|
R3 |
5,419.0 |
5,343.0 |
5,156.8 |
|
R2 |
5,267.0 |
5,267.0 |
5,142.9 |
|
R1 |
5,191.0 |
5,191.0 |
5,128.9 |
5,229.0 |
PP |
5,115.0 |
5,115.0 |
5,115.0 |
5,134.0 |
S1 |
5,039.0 |
5,039.0 |
5,101.1 |
5,077.0 |
S2 |
4,963.0 |
4,963.0 |
5,087.1 |
|
S3 |
4,811.0 |
4,887.0 |
5,073.2 |
|
S4 |
4,659.0 |
4,735.0 |
5,031.4 |
|
|
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 |
5,039.0 |
336.0 |
6.6% |
110.6 |
2.2% |
23% |
False |
True |
46,099 |
10 |
5,464.0 |
5,039.0 |
425.0 |
8.3% |
106.9 |
2.1% |
18% |
False |
True |
37,335 |
20 |
5,759.0 |
5,039.0 |
720.0 |
14.1% |
100.1 |
2.0% |
11% |
False |
True |
32,248 |
40 |
6,009.0 |
5,039.0 |
970.0 |
19.0% |
127.4 |
2.5% |
8% |
False |
True |
33,245 |
60 |
6,411.0 |
5,039.0 |
1,372.0 |
26.8% |
113.5 |
2.2% |
6% |
False |
True |
29,746 |
80 |
6,725.0 |
5,039.0 |
1,686.0 |
33.0% |
99.9 |
2.0% |
5% |
False |
True |
24,819 |
100 |
6,869.0 |
5,039.0 |
1,830.0 |
35.8% |
84.9 |
1.7% |
4% |
False |
True |
19,882 |
120 |
6,869.0 |
5,039.0 |
1,830.0 |
35.8% |
73.7 |
1.4% |
4% |
False |
True |
16,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,837.0 |
2.618 |
5,588.9 |
1.618 |
5,436.9 |
1.000 |
5,343.0 |
0.618 |
5,284.9 |
HIGH |
5,191.0 |
0.618 |
5,132.9 |
0.500 |
5,115.0 |
0.382 |
5,097.1 |
LOW |
5,039.0 |
0.618 |
4,945.1 |
1.000 |
4,887.0 |
1.618 |
4,793.1 |
2.618 |
4,641.1 |
4.250 |
4,393.0 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,115.0 |
5,139.0 |
PP |
5,115.0 |
5,131.0 |
S1 |
5,115.0 |
5,123.0 |
|