Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,666.0 |
5,688.5 |
22.5 |
0.4% |
5,668.0 |
High |
5,735.0 |
5,780.0 |
45.0 |
0.8% |
5,812.5 |
Low |
5,623.0 |
5,586.5 |
-36.5 |
-0.6% |
5,586.5 |
Close |
5,694.5 |
5,639.5 |
-55.0 |
-1.0% |
5,639.5 |
Range |
112.0 |
193.5 |
81.5 |
72.8% |
226.0 |
ATR |
133.7 |
137.9 |
4.3 |
3.2% |
0.0 |
Volume |
166,207 |
214,594 |
48,387 |
29.1% |
864,052 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,249.0 |
6,138.0 |
5,746.0 |
|
R3 |
6,055.5 |
5,944.5 |
5,692.5 |
|
R2 |
5,862.0 |
5,862.0 |
5,675.0 |
|
R1 |
5,751.0 |
5,751.0 |
5,657.0 |
5,710.0 |
PP |
5,668.5 |
5,668.5 |
5,668.5 |
5,648.0 |
S1 |
5,557.5 |
5,557.5 |
5,622.0 |
5,516.0 |
S2 |
5,475.0 |
5,475.0 |
5,604.0 |
|
S3 |
5,281.5 |
5,364.0 |
5,586.5 |
|
S4 |
5,088.0 |
5,170.5 |
5,533.0 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,357.5 |
6,224.5 |
5,764.0 |
|
R3 |
6,131.5 |
5,998.5 |
5,701.5 |
|
R2 |
5,905.5 |
5,905.5 |
5,681.0 |
|
R1 |
5,772.5 |
5,772.5 |
5,660.0 |
5,726.0 |
PP |
5,679.5 |
5,679.5 |
5,679.5 |
5,656.0 |
S1 |
5,546.5 |
5,546.5 |
5,619.0 |
5,500.0 |
S2 |
5,453.5 |
5,453.5 |
5,598.0 |
|
S3 |
5,227.5 |
5,320.5 |
5,577.5 |
|
S4 |
5,001.5 |
5,094.5 |
5,515.0 |
|
|
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 |
5,586.5 |
226.0 |
4.0% |
126.0 |
2.2% |
23% |
False |
True |
172,810 |
10 |
5,860.5 |
5,586.5 |
274.0 |
4.9% |
122.0 |
2.2% |
19% |
False |
True |
152,769 |
20 |
6,090.0 |
5,586.5 |
503.5 |
8.9% |
120.5 |
2.1% |
11% |
False |
True |
132,016 |
40 |
6,090.0 |
5,301.5 |
788.5 |
14.0% |
143.5 |
2.5% |
43% |
False |
False |
147,396 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
22.1% |
130.0 |
2.3% |
27% |
False |
False |
135,541 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.7% |
124.0 |
2.2% |
25% |
False |
False |
105,536 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
26.1% |
117.0 |
2.1% |
23% |
False |
False |
84,468 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
27.0% |
108.0 |
1.9% |
22% |
False |
False |
70,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,602.5 |
2.618 |
6,286.5 |
1.618 |
6,093.0 |
1.000 |
5,973.5 |
0.618 |
5,899.5 |
HIGH |
5,780.0 |
0.618 |
5,706.0 |
0.500 |
5,683.0 |
0.382 |
5,660.5 |
LOW |
5,586.5 |
0.618 |
5,467.0 |
1.000 |
5,393.0 |
1.618 |
5,273.5 |
2.618 |
5,080.0 |
4.250 |
4,764.0 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,683.0 |
5,699.5 |
PP |
5,668.5 |
5,679.5 |
S1 |
5,654.0 |
5,659.5 |
|