Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,668.0 |
5,649.0 |
-19.0 |
-0.3% |
5,766.0 |
High |
5,711.0 |
5,779.0 |
68.0 |
1.2% |
5,860.5 |
Low |
5,606.0 |
5,634.5 |
28.5 |
0.5% |
5,643.0 |
Close |
5,623.5 |
5,689.0 |
65.5 |
1.2% |
5,687.0 |
Range |
105.0 |
144.5 |
39.5 |
37.6% |
217.5 |
ATR |
132.1 |
133.8 |
1.7 |
1.3% |
0.0 |
Volume |
152,852 |
133,049 |
-19,803 |
-13.0% |
663,639 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,134.5 |
6,056.0 |
5,768.5 |
|
R3 |
5,990.0 |
5,911.5 |
5,728.5 |
|
R2 |
5,845.5 |
5,845.5 |
5,715.5 |
|
R1 |
5,767.0 |
5,767.0 |
5,702.0 |
5,806.0 |
PP |
5,701.0 |
5,701.0 |
5,701.0 |
5,720.5 |
S1 |
5,622.5 |
5,622.5 |
5,676.0 |
5,662.0 |
S2 |
5,556.5 |
5,556.5 |
5,662.5 |
|
S3 |
5,412.0 |
5,478.0 |
5,649.5 |
|
S4 |
5,267.5 |
5,333.5 |
5,609.5 |
|
|
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% |
117.5 |
2.1% |
33% |
False |
False |
134,061 |
10 |
6,087.0 |
5,606.0 |
481.0 |
8.5% |
123.5 |
2.2% |
17% |
False |
False |
130,899 |
20 |
6,090.0 |
5,606.0 |
484.0 |
8.5% |
119.5 |
2.1% |
17% |
False |
False |
122,419 |
40 |
6,090.0 |
5,301.5 |
788.5 |
13.9% |
145.5 |
2.6% |
49% |
False |
False |
146,755 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
21.9% |
128.0 |
2.2% |
31% |
False |
False |
129,674 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.5% |
124.5 |
2.2% |
29% |
False |
False |
98,318 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
25.9% |
115.5 |
2.0% |
26% |
False |
False |
78,693 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.7% |
106.0 |
1.9% |
25% |
False |
False |
65,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,393.0 |
2.618 |
6,157.5 |
1.618 |
6,013.0 |
1.000 |
5,923.5 |
0.618 |
5,868.5 |
HIGH |
5,779.0 |
0.618 |
5,724.0 |
0.500 |
5,707.0 |
0.382 |
5,689.5 |
LOW |
5,634.5 |
0.618 |
5,545.0 |
1.000 |
5,490.0 |
1.618 |
5,400.5 |
2.618 |
5,256.0 |
4.250 |
5,020.5 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,707.0 |
5,692.5 |
PP |
5,701.0 |
5,691.5 |
S1 |
5,695.0 |
5,690.0 |
|