Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,095.0 |
5,275.0 |
180.0 |
3.5% |
5,201.0 |
High |
5,119.0 |
5,306.0 |
187.0 |
3.7% |
5,375.0 |
Low |
5,063.0 |
5,232.0 |
169.0 |
3.3% |
5,087.0 |
Close |
5,098.0 |
5,295.0 |
197.0 |
3.9% |
5,160.0 |
Range |
56.0 |
74.0 |
18.0 |
32.1% |
288.0 |
ATR |
133.6 |
138.9 |
5.3 |
4.0% |
0.0 |
Volume |
129,713 |
60,973 |
-68,740 |
-53.0% |
170,479 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,499.7 |
5,471.3 |
5,335.7 |
|
R3 |
5,425.7 |
5,397.3 |
5,315.4 |
|
R2 |
5,351.7 |
5,351.7 |
5,308.6 |
|
R1 |
5,323.3 |
5,323.3 |
5,301.8 |
5,337.5 |
PP |
5,277.7 |
5,277.7 |
5,277.7 |
5,284.8 |
S1 |
5,249.3 |
5,249.3 |
5,288.2 |
5,263.5 |
S2 |
5,203.7 |
5,203.7 |
5,281.4 |
|
S3 |
5,129.7 |
5,175.3 |
5,274.7 |
|
S4 |
5,055.7 |
5,101.3 |
5,254.3 |
|
|
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 |
5,306.0 |
5,039.0 |
267.0 |
5.0% |
92.8 |
1.8% |
96% |
True |
False |
69,869 |
10 |
5,461.0 |
5,039.0 |
422.0 |
8.0% |
95.9 |
1.8% |
61% |
False |
False |
49,989 |
20 |
5,759.0 |
5,039.0 |
720.0 |
13.6% |
93.6 |
1.8% |
36% |
False |
False |
39,191 |
40 |
6,009.0 |
5,039.0 |
970.0 |
18.3% |
120.4 |
2.3% |
26% |
False |
False |
35,515 |
60 |
6,411.0 |
5,039.0 |
1,372.0 |
25.9% |
112.8 |
2.1% |
19% |
False |
False |
31,600 |
80 |
6,725.0 |
5,039.0 |
1,686.0 |
31.8% |
100.5 |
1.9% |
15% |
False |
False |
27,201 |
100 |
6,869.0 |
5,039.0 |
1,830.0 |
34.6% |
85.5 |
1.6% |
14% |
False |
False |
21,784 |
120 |
6,869.0 |
5,039.0 |
1,830.0 |
34.6% |
74.8 |
1.4% |
14% |
False |
False |
18,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,620.5 |
2.618 |
5,499.7 |
1.618 |
5,425.7 |
1.000 |
5,380.0 |
0.618 |
5,351.7 |
HIGH |
5,306.0 |
0.618 |
5,277.7 |
0.500 |
5,269.0 |
0.382 |
5,260.3 |
LOW |
5,232.0 |
0.618 |
5,186.3 |
1.000 |
5,158.0 |
1.618 |
5,112.3 |
2.618 |
5,038.3 |
4.250 |
4,917.5 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,286.3 |
5,254.2 |
PP |
5,277.7 |
5,213.3 |
S1 |
5,269.0 |
5,172.5 |
|