Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,708.25 |
1,678.75 |
-29.50 |
-1.7% |
1,748.00 |
High |
1,717.75 |
1,753.50 |
35.75 |
2.1% |
1,773.00 |
Low |
1,674.00 |
1,668.75 |
-5.25 |
-0.3% |
1,682.25 |
Close |
1,676.75 |
1,750.50 |
73.75 |
4.4% |
1,708.75 |
Range |
43.75 |
84.75 |
41.00 |
93.7% |
90.75 |
ATR |
45.63 |
48.42 |
2.79 |
6.1% |
0.00 |
Volume |
536,846 |
378,869 |
-157,977 |
-29.4% |
2,249,692 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.50 |
1,949.25 |
1,797.00 |
|
R3 |
1,893.75 |
1,864.50 |
1,773.75 |
|
R2 |
1,809.00 |
1,809.00 |
1,766.00 |
|
R1 |
1,779.75 |
1,779.75 |
1,758.25 |
1,794.50 |
PP |
1,724.25 |
1,724.25 |
1,724.25 |
1,731.50 |
S1 |
1,695.00 |
1,695.00 |
1,742.75 |
1,709.50 |
S2 |
1,639.50 |
1,639.50 |
1,735.00 |
|
S3 |
1,554.75 |
1,610.25 |
1,727.25 |
|
S4 |
1,470.00 |
1,525.50 |
1,704.00 |
|
|
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 |
1,668.75 |
104.25 |
6.0% |
54.75 |
3.1% |
78% |
False |
True |
462,599 |
10 |
1,812.25 |
1,668.75 |
143.50 |
8.2% |
45.75 |
2.6% |
57% |
False |
True |
432,532 |
20 |
1,831.25 |
1,668.75 |
162.50 |
9.3% |
44.25 |
2.5% |
50% |
False |
True |
404,567 |
40 |
1,964.75 |
1,668.75 |
296.00 |
16.9% |
52.25 |
3.0% |
28% |
False |
True |
467,520 |
60 |
2,165.00 |
1,668.75 |
496.25 |
28.3% |
50.00 |
2.9% |
16% |
False |
True |
428,196 |
80 |
2,174.00 |
1,668.75 |
505.25 |
28.9% |
48.00 |
2.7% |
16% |
False |
True |
321,617 |
100 |
2,276.25 |
1,668.75 |
607.50 |
34.7% |
48.50 |
2.8% |
13% |
False |
True |
257,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.75 |
2.618 |
1,975.50 |
1.618 |
1,890.75 |
1.000 |
1,838.25 |
0.618 |
1,806.00 |
HIGH |
1,753.50 |
0.618 |
1,721.25 |
0.500 |
1,711.00 |
0.382 |
1,701.00 |
LOW |
1,668.75 |
0.618 |
1,616.25 |
1.000 |
1,584.00 |
1.618 |
1,531.50 |
2.618 |
1,446.75 |
4.250 |
1,308.50 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,737.50 |
1,737.50 |
PP |
1,724.25 |
1,724.25 |
S1 |
1,711.00 |
1,711.00 |
|