Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,688.5 |
5,504.5 |
-184.0 |
-3.2% |
5,668.0 |
High |
5,780.0 |
5,633.0 |
-147.0 |
-2.5% |
5,812.5 |
Low |
5,586.5 |
5,410.5 |
-176.0 |
-3.2% |
5,586.5 |
Close |
5,639.5 |
5,430.0 |
-209.5 |
-3.7% |
5,639.5 |
Range |
193.5 |
222.5 |
29.0 |
15.0% |
226.0 |
ATR |
137.9 |
144.4 |
6.5 |
4.7% |
0.0 |
Volume |
214,594 |
249,395 |
34,801 |
16.2% |
864,052 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,158.5 |
6,017.0 |
5,552.5 |
|
R3 |
5,936.0 |
5,794.5 |
5,491.0 |
|
R2 |
5,713.5 |
5,713.5 |
5,471.0 |
|
R1 |
5,572.0 |
5,572.0 |
5,450.5 |
5,531.5 |
PP |
5,491.0 |
5,491.0 |
5,491.0 |
5,471.0 |
S1 |
5,349.5 |
5,349.5 |
5,409.5 |
5,309.0 |
S2 |
5,268.5 |
5,268.5 |
5,389.0 |
|
S3 |
5,046.0 |
5,127.0 |
5,369.0 |
|
S4 |
4,823.5 |
4,904.5 |
5,307.5 |
|
|
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 |
5,410.5 |
402.0 |
7.4% |
149.5 |
2.8% |
5% |
False |
True |
192,119 |
10 |
5,860.5 |
5,410.5 |
450.0 |
8.3% |
134.5 |
2.5% |
4% |
False |
True |
162,554 |
20 |
6,090.0 |
5,410.5 |
679.5 |
12.5% |
125.5 |
2.3% |
3% |
False |
True |
138,298 |
40 |
6,090.0 |
5,301.5 |
788.5 |
14.5% |
142.5 |
2.6% |
16% |
False |
False |
148,391 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
22.9% |
132.0 |
2.4% |
10% |
False |
False |
137,049 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
24.7% |
125.5 |
2.3% |
10% |
False |
False |
108,645 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
27.2% |
119.0 |
2.2% |
9% |
False |
False |
86,961 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
28.0% |
109.5 |
2.0% |
8% |
False |
False |
72,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,578.5 |
2.618 |
6,215.5 |
1.618 |
5,993.0 |
1.000 |
5,855.5 |
0.618 |
5,770.5 |
HIGH |
5,633.0 |
0.618 |
5,548.0 |
0.500 |
5,522.0 |
0.382 |
5,495.5 |
LOW |
5,410.5 |
0.618 |
5,273.0 |
1.000 |
5,188.0 |
1.618 |
5,050.5 |
2.618 |
4,828.0 |
4.250 |
4,465.0 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,522.0 |
5,595.0 |
PP |
5,491.0 |
5,540.0 |
S1 |
5,460.5 |
5,485.0 |
|