Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,504.5 |
5,493.0 |
-11.5 |
-0.2% |
5,668.0 |
High |
5,633.0 |
5,603.5 |
-29.5 |
-0.5% |
5,812.5 |
Low |
5,410.5 |
5,479.5 |
69.0 |
1.3% |
5,586.5 |
Close |
5,430.0 |
5,587.0 |
157.0 |
2.9% |
5,639.5 |
Range |
222.5 |
124.0 |
-98.5 |
-44.3% |
226.0 |
ATR |
144.4 |
146.5 |
2.1 |
1.4% |
0.0 |
Volume |
249,395 |
333,815 |
84,420 |
33.8% |
864,052 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,928.5 |
5,882.0 |
5,655.0 |
|
R3 |
5,804.5 |
5,758.0 |
5,621.0 |
|
R2 |
5,680.5 |
5,680.5 |
5,609.5 |
|
R1 |
5,634.0 |
5,634.0 |
5,598.5 |
5,657.0 |
PP |
5,556.5 |
5,556.5 |
5,556.5 |
5,568.5 |
S1 |
5,510.0 |
5,510.0 |
5,575.5 |
5,533.0 |
S2 |
5,432.5 |
5,432.5 |
5,564.5 |
|
S3 |
5,308.5 |
5,386.0 |
5,553.0 |
|
S4 |
5,184.5 |
5,262.0 |
5,519.0 |
|
|
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 |
5,410.5 |
402.0 |
7.2% |
145.5 |
2.6% |
44% |
False |
False |
232,272 |
10 |
5,860.5 |
5,410.5 |
450.0 |
8.1% |
131.5 |
2.4% |
39% |
False |
False |
183,166 |
20 |
6,090.0 |
5,410.5 |
679.5 |
12.2% |
124.0 |
2.2% |
26% |
False |
False |
151,440 |
40 |
6,090.0 |
5,410.5 |
679.5 |
12.2% |
133.5 |
2.4% |
26% |
False |
False |
150,434 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
22.3% |
133.0 |
2.4% |
23% |
False |
False |
139,695 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
24.0% |
125.5 |
2.2% |
21% |
False |
False |
112,808 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
26.4% |
119.5 |
2.1% |
19% |
False |
False |
90,294 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
27.2% |
110.0 |
2.0% |
19% |
False |
False |
75,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,130.5 |
2.618 |
5,928.0 |
1.618 |
5,804.0 |
1.000 |
5,727.5 |
0.618 |
5,680.0 |
HIGH |
5,603.5 |
0.618 |
5,556.0 |
0.500 |
5,541.5 |
0.382 |
5,527.0 |
LOW |
5,479.5 |
0.618 |
5,403.0 |
1.000 |
5,355.5 |
1.618 |
5,279.0 |
2.618 |
5,155.0 |
4.250 |
4,952.5 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,572.0 |
5,595.0 |
PP |
5,556.5 |
5,592.5 |
S1 |
5,541.5 |
5,590.0 |
|