Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,110.0 |
5,095.0 |
-15.0 |
-0.3% |
5,201.0 |
High |
5,191.0 |
5,119.0 |
-72.0 |
-1.4% |
5,375.0 |
Low |
5,039.0 |
5,063.0 |
24.0 |
0.5% |
5,087.0 |
Close |
5,115.0 |
5,098.0 |
-17.0 |
-0.3% |
5,160.0 |
Range |
152.0 |
56.0 |
-96.0 |
-63.2% |
288.0 |
ATR |
139.5 |
133.6 |
-6.0 |
-4.3% |
0.0 |
Volume |
89,322 |
129,713 |
40,391 |
45.2% |
170,479 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.3 |
5,235.7 |
5,128.8 |
|
R3 |
5,205.3 |
5,179.7 |
5,113.4 |
|
R2 |
5,149.3 |
5,149.3 |
5,108.3 |
|
R1 |
5,123.7 |
5,123.7 |
5,103.1 |
5,136.5 |
PP |
5,093.3 |
5,093.3 |
5,093.3 |
5,099.8 |
S1 |
5,067.7 |
5,067.7 |
5,092.9 |
5,080.5 |
S2 |
5,037.3 |
5,037.3 |
5,087.7 |
|
S3 |
4,981.3 |
5,011.7 |
5,082.6 |
|
S4 |
4,925.3 |
4,955.7 |
5,067.2 |
|
|
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% |
109.6 |
2.1% |
18% |
False |
False |
66,386 |
10 |
5,464.0 |
5,039.0 |
425.0 |
8.3% |
101.0 |
2.0% |
14% |
False |
False |
47,423 |
20 |
5,759.0 |
5,039.0 |
720.0 |
14.1% |
98.9 |
1.9% |
8% |
False |
False |
37,641 |
40 |
6,009.0 |
5,039.0 |
970.0 |
19.0% |
124.7 |
2.4% |
6% |
False |
False |
35,557 |
60 |
6,411.0 |
5,039.0 |
1,372.0 |
26.9% |
113.2 |
2.2% |
4% |
False |
False |
31,042 |
80 |
6,725.0 |
5,039.0 |
1,686.0 |
33.1% |
99.9 |
2.0% |
3% |
False |
False |
26,440 |
100 |
6,869.0 |
5,039.0 |
1,830.0 |
35.9% |
84.8 |
1.7% |
3% |
False |
False |
21,178 |
120 |
6,869.0 |
5,039.0 |
1,830.0 |
35.9% |
74.1 |
1.5% |
3% |
False |
False |
17,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,357.0 |
2.618 |
5,265.6 |
1.618 |
5,209.6 |
1.000 |
5,175.0 |
0.618 |
5,153.6 |
HIGH |
5,119.0 |
0.618 |
5,097.6 |
0.500 |
5,091.0 |
0.382 |
5,084.4 |
LOW |
5,063.0 |
0.618 |
5,028.4 |
1.000 |
5,007.0 |
1.618 |
4,972.4 |
2.618 |
4,916.4 |
4.250 |
4,825.0 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,095.7 |
5,130.5 |
PP |
5,093.3 |
5,119.7 |
S1 |
5,091.0 |
5,108.8 |
|