Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,751.00 |
1,736.00 |
-15.00 |
-0.9% |
1,748.00 |
High |
1,766.25 |
1,761.50 |
-4.75 |
-0.3% |
1,773.00 |
Low |
1,731.50 |
1,699.50 |
-32.00 |
-1.8% |
1,682.25 |
Close |
1,734.75 |
1,748.50 |
13.75 |
0.8% |
1,708.75 |
Range |
34.75 |
62.00 |
27.25 |
78.4% |
90.75 |
ATR |
47.45 |
48.48 |
1.04 |
2.2% |
0.00 |
Volume |
510,675 |
390,376 |
-120,299 |
-23.6% |
2,249,692 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.50 |
1,897.50 |
1,782.50 |
|
R3 |
1,860.50 |
1,835.50 |
1,765.50 |
|
R2 |
1,798.50 |
1,798.50 |
1,759.75 |
|
R1 |
1,773.50 |
1,773.50 |
1,754.25 |
1,786.00 |
PP |
1,736.50 |
1,736.50 |
1,736.50 |
1,742.75 |
S1 |
1,711.50 |
1,711.50 |
1,742.75 |
1,724.00 |
S2 |
1,674.50 |
1,674.50 |
1,737.25 |
|
S3 |
1,612.50 |
1,649.50 |
1,731.50 |
|
S4 |
1,550.50 |
1,587.50 |
1,714.50 |
|
|
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 |
1,766.25 |
1,668.75 |
97.50 |
5.6% |
55.50 |
3.2% |
82% |
False |
False |
449,330 |
10 |
1,789.25 |
1,668.75 |
120.50 |
6.9% |
49.25 |
2.8% |
66% |
False |
False |
442,422 |
20 |
1,831.25 |
1,668.75 |
162.50 |
9.3% |
44.50 |
2.6% |
49% |
False |
False |
411,040 |
40 |
1,919.25 |
1,668.75 |
250.50 |
14.3% |
51.75 |
3.0% |
32% |
False |
False |
468,384 |
60 |
2,165.00 |
1,668.75 |
496.25 |
28.4% |
50.50 |
2.9% |
16% |
False |
False |
437,319 |
80 |
2,174.00 |
1,668.75 |
505.25 |
28.9% |
48.00 |
2.8% |
16% |
False |
False |
332,873 |
100 |
2,276.25 |
1,668.75 |
607.50 |
34.7% |
48.50 |
2.8% |
13% |
False |
False |
266,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.00 |
2.618 |
1,923.75 |
1.618 |
1,861.75 |
1.000 |
1,823.50 |
0.618 |
1,799.75 |
HIGH |
1,761.50 |
0.618 |
1,737.75 |
0.500 |
1,730.50 |
0.382 |
1,723.25 |
LOW |
1,699.50 |
0.618 |
1,661.25 |
1.000 |
1,637.50 |
1.618 |
1,599.25 |
2.618 |
1,537.25 |
4.250 |
1,436.00 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,742.50 |
1,738.25 |
PP |
1,736.50 |
1,727.75 |
S1 |
1,730.50 |
1,717.50 |
|