Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,762.5 |
5,666.0 |
-96.5 |
-1.7% |
5,766.0 |
High |
5,812.5 |
5,735.0 |
-77.5 |
-1.3% |
5,860.5 |
Low |
5,737.5 |
5,623.0 |
-114.5 |
-2.0% |
5,643.0 |
Close |
5,765.0 |
5,694.5 |
-70.5 |
-1.2% |
5,687.0 |
Range |
75.0 |
112.0 |
37.0 |
49.3% |
217.5 |
ATR |
133.0 |
133.7 |
0.6 |
0.5% |
0.0 |
Volume |
197,350 |
166,207 |
-31,143 |
-15.8% |
663,639 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.0 |
5,969.5 |
5,756.0 |
|
R3 |
5,908.0 |
5,857.5 |
5,725.5 |
|
R2 |
5,796.0 |
5,796.0 |
5,715.0 |
|
R1 |
5,745.5 |
5,745.5 |
5,705.0 |
5,771.0 |
PP |
5,684.0 |
5,684.0 |
5,684.0 |
5,697.0 |
S1 |
5,633.5 |
5,633.5 |
5,684.0 |
5,659.0 |
S2 |
5,572.0 |
5,572.0 |
5,674.0 |
|
S3 |
5,460.0 |
5,521.5 |
5,663.5 |
|
S4 |
5,348.0 |
5,409.5 |
5,633.0 |
|
|
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 |
5,812.5 |
5,606.0 |
206.5 |
3.6% |
109.0 |
1.9% |
43% |
False |
False |
154,305 |
10 |
5,954.5 |
5,606.0 |
348.5 |
6.1% |
116.0 |
2.0% |
25% |
False |
False |
143,116 |
20 |
6,090.0 |
5,606.0 |
484.0 |
8.5% |
119.5 |
2.1% |
18% |
False |
False |
126,703 |
40 |
6,090.0 |
5,301.5 |
788.5 |
13.8% |
143.0 |
2.5% |
50% |
False |
False |
146,725 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
21.9% |
128.5 |
2.3% |
32% |
False |
False |
134,613 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.5% |
123.5 |
2.2% |
29% |
False |
False |
102,857 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
25.9% |
115.5 |
2.0% |
27% |
False |
False |
82,323 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.7% |
107.0 |
1.9% |
26% |
False |
False |
68,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,211.0 |
2.618 |
6,028.0 |
1.618 |
5,916.0 |
1.000 |
5,847.0 |
0.618 |
5,804.0 |
HIGH |
5,735.0 |
0.618 |
5,692.0 |
0.500 |
5,679.0 |
0.382 |
5,666.0 |
LOW |
5,623.0 |
0.618 |
5,554.0 |
1.000 |
5,511.0 |
1.618 |
5,442.0 |
2.618 |
5,330.0 |
4.250 |
5,147.0 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,689.5 |
5,718.0 |
PP |
5,684.0 |
5,710.0 |
S1 |
5,679.0 |
5,702.0 |
|