Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,632.0 |
139.0 |
2.5% |
5,668.0 |
High |
5,603.5 |
5,655.5 |
52.0 |
0.9% |
5,812.5 |
Low |
5,479.5 |
5,507.0 |
27.5 |
0.5% |
5,586.5 |
Close |
5,587.0 |
5,545.0 |
-42.0 |
-0.8% |
5,639.5 |
Range |
124.0 |
148.5 |
24.5 |
19.8% |
226.0 |
ATR |
146.5 |
146.7 |
0.1 |
0.1% |
0.0 |
Volume |
333,815 |
344,465 |
10,650 |
3.2% |
864,052 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,014.5 |
5,928.5 |
5,626.5 |
|
R3 |
5,866.0 |
5,780.0 |
5,586.0 |
|
R2 |
5,717.5 |
5,717.5 |
5,572.0 |
|
R1 |
5,631.5 |
5,631.5 |
5,558.5 |
5,600.0 |
PP |
5,569.0 |
5,569.0 |
5,569.0 |
5,553.5 |
S1 |
5,483.0 |
5,483.0 |
5,531.5 |
5,452.0 |
S2 |
5,420.5 |
5,420.5 |
5,518.0 |
|
S3 |
5,272.0 |
5,334.5 |
5,504.0 |
|
S4 |
5,123.5 |
5,186.0 |
5,463.5 |
|
|
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 |
5,780.0 |
5,410.5 |
369.5 |
6.7% |
160.0 |
2.9% |
36% |
False |
False |
261,695 |
10 |
5,855.5 |
5,410.5 |
445.0 |
8.0% |
136.0 |
2.5% |
30% |
False |
False |
203,676 |
20 |
6,090.0 |
5,410.5 |
679.5 |
12.3% |
127.0 |
2.3% |
20% |
False |
False |
162,215 |
40 |
6,090.0 |
5,410.5 |
679.5 |
12.3% |
128.5 |
2.3% |
20% |
False |
False |
150,612 |
60 |
6,547.0 |
5,301.5 |
1,245.5 |
22.5% |
134.5 |
2.4% |
20% |
False |
False |
144,113 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
24.1% |
126.5 |
2.3% |
18% |
False |
False |
117,100 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
26.6% |
120.0 |
2.2% |
17% |
False |
False |
93,738 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
27.4% |
111.0 |
2.0% |
16% |
False |
False |
78,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,286.5 |
2.618 |
6,044.5 |
1.618 |
5,896.0 |
1.000 |
5,804.0 |
0.618 |
5,747.5 |
HIGH |
5,655.5 |
0.618 |
5,599.0 |
0.500 |
5,581.0 |
0.382 |
5,563.5 |
LOW |
5,507.0 |
0.618 |
5,415.0 |
1.000 |
5,358.5 |
1.618 |
5,266.5 |
2.618 |
5,118.0 |
4.250 |
4,876.0 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,581.0 |
5,541.0 |
PP |
5,569.0 |
5,537.0 |
S1 |
5,557.0 |
5,533.0 |
|