Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,275.0 |
5,188.0 |
-87.0 |
-1.6% |
5,201.0 |
High |
5,306.0 |
5,205.0 |
-101.0 |
-1.9% |
5,375.0 |
Low |
5,232.0 |
5,122.0 |
-110.0 |
-2.1% |
5,087.0 |
Close |
5,295.0 |
5,139.0 |
-156.0 |
-2.9% |
5,160.0 |
Range |
74.0 |
83.0 |
9.0 |
12.2% |
288.0 |
ATR |
138.9 |
141.3 |
2.4 |
1.8% |
0.0 |
Volume |
60,973 |
6,367 |
-54,606 |
-89.6% |
170,479 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,404.3 |
5,354.7 |
5,184.7 |
|
R3 |
5,321.3 |
5,271.7 |
5,161.8 |
|
R2 |
5,238.3 |
5,238.3 |
5,154.2 |
|
R1 |
5,188.7 |
5,188.7 |
5,146.6 |
5,172.0 |
PP |
5,155.3 |
5,155.3 |
5,155.3 |
5,147.0 |
S1 |
5,105.7 |
5,105.7 |
5,131.4 |
5,089.0 |
S2 |
5,072.3 |
5,072.3 |
5,123.8 |
|
S3 |
4,989.3 |
5,022.7 |
5,116.2 |
|
S4 |
4,906.3 |
4,939.7 |
5,093.4 |
|
|
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 |
5,306.0 |
5,039.0 |
267.0 |
5.2% |
86.0 |
1.7% |
37% |
False |
False |
64,236 |
10 |
5,375.0 |
5,039.0 |
336.0 |
6.5% |
95.4 |
1.9% |
30% |
False |
False |
48,181 |
20 |
5,759.0 |
5,039.0 |
720.0 |
14.0% |
92.1 |
1.8% |
14% |
False |
False |
37,995 |
40 |
6,009.0 |
5,039.0 |
970.0 |
18.9% |
118.3 |
2.3% |
10% |
False |
False |
34,308 |
60 |
6,411.0 |
5,039.0 |
1,372.0 |
26.7% |
112.3 |
2.2% |
7% |
False |
False |
31,406 |
80 |
6,725.0 |
5,039.0 |
1,686.0 |
32.8% |
101.5 |
2.0% |
6% |
False |
False |
27,280 |
100 |
6,869.0 |
5,039.0 |
1,830.0 |
35.6% |
85.9 |
1.7% |
5% |
False |
False |
21,847 |
120 |
6,869.0 |
5,039.0 |
1,830.0 |
35.6% |
75.4 |
1.5% |
5% |
False |
False |
18,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,557.8 |
2.618 |
5,422.3 |
1.618 |
5,339.3 |
1.000 |
5,288.0 |
0.618 |
5,256.3 |
HIGH |
5,205.0 |
0.618 |
5,173.3 |
0.500 |
5,163.5 |
0.382 |
5,153.7 |
LOW |
5,122.0 |
0.618 |
5,070.7 |
1.000 |
5,039.0 |
1.618 |
4,987.7 |
2.618 |
4,904.7 |
4.250 |
4,769.3 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,163.5 |
5,184.5 |
PP |
5,155.3 |
5,169.3 |
S1 |
5,147.2 |
5,154.2 |
|