Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,716.75 |
1,708.25 |
-8.50 |
-0.5% |
1,748.00 |
High |
1,734.00 |
1,717.75 |
-16.25 |
-0.9% |
1,773.00 |
Low |
1,682.25 |
1,674.00 |
-8.25 |
-0.5% |
1,682.25 |
Close |
1,708.75 |
1,676.75 |
-32.00 |
-1.9% |
1,708.75 |
Range |
51.75 |
43.75 |
-8.00 |
-15.5% |
90.75 |
ATR |
45.77 |
45.63 |
-0.14 |
-0.3% |
0.00 |
Volume |
429,884 |
536,846 |
106,962 |
24.9% |
2,249,692 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.75 |
1,792.50 |
1,700.75 |
|
R3 |
1,777.00 |
1,748.75 |
1,688.75 |
|
R2 |
1,733.25 |
1,733.25 |
1,684.75 |
|
R1 |
1,705.00 |
1,705.00 |
1,680.75 |
1,697.25 |
PP |
1,689.50 |
1,689.50 |
1,689.50 |
1,685.50 |
S1 |
1,661.25 |
1,661.25 |
1,672.75 |
1,653.50 |
S2 |
1,645.75 |
1,645.75 |
1,668.75 |
|
S3 |
1,602.00 |
1,617.50 |
1,664.75 |
|
S4 |
1,558.25 |
1,573.75 |
1,652.75 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.50 |
1,942.00 |
1,758.75 |
|
R3 |
1,902.75 |
1,851.25 |
1,733.75 |
|
R2 |
1,812.00 |
1,812.00 |
1,725.50 |
|
R1 |
1,760.50 |
1,760.50 |
1,717.00 |
1,741.00 |
PP |
1,721.25 |
1,721.25 |
1,721.25 |
1,711.50 |
S1 |
1,669.75 |
1,669.75 |
1,700.50 |
1,650.00 |
S2 |
1,630.50 |
1,630.50 |
1,692.00 |
|
S3 |
1,539.75 |
1,579.00 |
1,683.75 |
|
S4 |
1,449.00 |
1,488.25 |
1,658.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,773.00 |
1,674.00 |
99.00 |
5.9% |
46.25 |
2.8% |
3% |
False |
True |
469,772 |
10 |
1,812.25 |
1,674.00 |
138.25 |
8.2% |
41.75 |
2.5% |
2% |
False |
True |
432,958 |
20 |
1,831.25 |
1,674.00 |
157.25 |
9.4% |
42.00 |
2.5% |
2% |
False |
True |
406,223 |
40 |
1,964.75 |
1,674.00 |
290.75 |
17.3% |
51.50 |
3.1% |
1% |
False |
True |
474,024 |
60 |
2,165.00 |
1,674.00 |
491.00 |
29.3% |
49.50 |
3.0% |
1% |
False |
True |
422,072 |
80 |
2,174.00 |
1,674.00 |
500.00 |
29.8% |
47.75 |
2.8% |
1% |
False |
True |
316,897 |
100 |
2,276.25 |
1,674.00 |
602.25 |
35.9% |
48.25 |
2.9% |
0% |
False |
True |
253,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.75 |
2.618 |
1,832.25 |
1.618 |
1,788.50 |
1.000 |
1,761.50 |
0.618 |
1,744.75 |
HIGH |
1,717.75 |
0.618 |
1,701.00 |
0.500 |
1,696.00 |
0.382 |
1,690.75 |
LOW |
1,674.00 |
0.618 |
1,647.00 |
1.000 |
1,630.25 |
1.618 |
1,603.25 |
2.618 |
1,559.50 |
4.250 |
1,488.00 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,696.00 |
1,723.50 |
PP |
1,689.50 |
1,708.00 |
S1 |
1,683.00 |
1,692.25 |
|