Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,695.0 |
5,668.0 |
-27.0 |
-0.5% |
5,766.0 |
High |
5,752.5 |
5,711.0 |
-41.5 |
-0.7% |
5,860.5 |
Low |
5,643.0 |
5,606.0 |
-37.0 |
-0.7% |
5,643.0 |
Close |
5,687.0 |
5,623.5 |
-63.5 |
-1.1% |
5,687.0 |
Range |
109.5 |
105.0 |
-4.5 |
-4.1% |
217.5 |
ATR |
134.2 |
132.1 |
-2.1 |
-1.6% |
0.0 |
Volume |
122,071 |
152,852 |
30,781 |
25.2% |
663,639 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.0 |
5,897.5 |
5,681.0 |
|
R3 |
5,857.0 |
5,792.5 |
5,652.5 |
|
R2 |
5,752.0 |
5,752.0 |
5,643.0 |
|
R1 |
5,687.5 |
5,687.5 |
5,633.0 |
5,667.0 |
PP |
5,647.0 |
5,647.0 |
5,647.0 |
5,636.5 |
S1 |
5,582.5 |
5,582.5 |
5,614.0 |
5,562.0 |
S2 |
5,542.0 |
5,542.0 |
5,604.0 |
|
S3 |
5,437.0 |
5,477.5 |
5,594.5 |
|
S4 |
5,332.0 |
5,372.5 |
5,566.0 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,382.5 |
6,252.5 |
5,806.5 |
|
R3 |
6,165.0 |
6,035.0 |
5,747.0 |
|
R2 |
5,947.5 |
5,947.5 |
5,727.0 |
|
R1 |
5,817.5 |
5,817.5 |
5,707.0 |
5,774.0 |
PP |
5,730.0 |
5,730.0 |
5,730.0 |
5,708.5 |
S1 |
5,600.0 |
5,600.0 |
5,667.0 |
5,556.0 |
S2 |
5,512.5 |
5,512.5 |
5,647.0 |
|
S3 |
5,295.0 |
5,382.5 |
5,627.0 |
|
S4 |
5,077.5 |
5,165.0 |
5,567.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,860.5 |
5,606.0 |
254.5 |
4.5% |
120.0 |
2.1% |
7% |
False |
True |
132,990 |
10 |
6,090.0 |
5,606.0 |
484.0 |
8.6% |
121.5 |
2.2% |
4% |
False |
True |
127,933 |
20 |
6,090.0 |
5,606.0 |
484.0 |
8.6% |
122.5 |
2.2% |
4% |
False |
True |
120,959 |
40 |
6,200.0 |
5,301.5 |
898.5 |
16.0% |
147.0 |
2.6% |
36% |
False |
False |
145,671 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
22.1% |
128.0 |
2.3% |
26% |
False |
False |
127,810 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.8% |
124.0 |
2.2% |
24% |
False |
False |
96,656 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
26.2% |
115.0 |
2.0% |
22% |
False |
False |
77,364 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
27.0% |
104.5 |
1.9% |
21% |
False |
False |
64,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,157.0 |
2.618 |
5,986.0 |
1.618 |
5,881.0 |
1.000 |
5,816.0 |
0.618 |
5,776.0 |
HIGH |
5,711.0 |
0.618 |
5,671.0 |
0.500 |
5,658.5 |
0.382 |
5,646.0 |
LOW |
5,606.0 |
0.618 |
5,541.0 |
1.000 |
5,501.0 |
1.618 |
5,436.0 |
2.618 |
5,331.0 |
4.250 |
5,160.0 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,658.5 |
5,731.0 |
PP |
5,647.0 |
5,695.0 |
S1 |
5,635.0 |
5,659.0 |
|