Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,736.00 |
1,749.75 |
13.75 |
0.8% |
1,708.25 |
High |
1,761.50 |
1,776.25 |
14.75 |
0.8% |
1,776.25 |
Low |
1,699.50 |
1,696.75 |
-2.75 |
-0.2% |
1,668.75 |
Close |
1,748.50 |
1,718.00 |
-30.50 |
-1.7% |
1,718.00 |
Range |
62.00 |
79.50 |
17.50 |
28.2% |
107.50 |
ATR |
48.48 |
50.70 |
2.22 |
4.6% |
0.00 |
Volume |
390,376 |
295,281 |
-95,095 |
-24.4% |
2,112,047 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.75 |
1,923.00 |
1,761.75 |
|
R3 |
1,889.25 |
1,843.50 |
1,739.75 |
|
R2 |
1,809.75 |
1,809.75 |
1,732.50 |
|
R1 |
1,764.00 |
1,764.00 |
1,725.25 |
1,747.00 |
PP |
1,730.25 |
1,730.25 |
1,730.25 |
1,722.00 |
S1 |
1,684.50 |
1,684.50 |
1,710.75 |
1,667.50 |
S2 |
1,650.75 |
1,650.75 |
1,703.50 |
|
S3 |
1,571.25 |
1,605.00 |
1,696.25 |
|
S4 |
1,491.75 |
1,525.50 |
1,674.25 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.50 |
1,988.25 |
1,777.00 |
|
R3 |
1,936.00 |
1,880.75 |
1,747.50 |
|
R2 |
1,828.50 |
1,828.50 |
1,737.75 |
|
R1 |
1,773.25 |
1,773.25 |
1,727.75 |
1,801.00 |
PP |
1,721.00 |
1,721.00 |
1,721.00 |
1,734.75 |
S1 |
1,665.75 |
1,665.75 |
1,708.25 |
1,693.50 |
S2 |
1,613.50 |
1,613.50 |
1,698.25 |
|
S3 |
1,506.00 |
1,558.25 |
1,688.50 |
|
S4 |
1,398.50 |
1,450.75 |
1,659.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,776.25 |
1,668.75 |
107.50 |
6.3% |
61.00 |
3.5% |
46% |
True |
False |
422,409 |
10 |
1,776.25 |
1,668.75 |
107.50 |
6.3% |
52.50 |
3.1% |
46% |
True |
False |
436,173 |
20 |
1,821.00 |
1,668.75 |
152.25 |
8.9% |
46.50 |
2.7% |
32% |
False |
False |
406,204 |
40 |
1,905.00 |
1,668.75 |
236.25 |
13.8% |
52.25 |
3.0% |
21% |
False |
False |
462,244 |
60 |
2,165.00 |
1,668.75 |
496.25 |
28.9% |
51.00 |
3.0% |
10% |
False |
False |
436,918 |
80 |
2,174.00 |
1,668.75 |
505.25 |
29.4% |
48.50 |
2.8% |
10% |
False |
False |
336,557 |
100 |
2,276.25 |
1,668.75 |
607.50 |
35.4% |
48.75 |
2.8% |
8% |
False |
False |
269,292 |
120 |
2,276.25 |
1,668.75 |
607.50 |
35.4% |
46.00 |
2.7% |
8% |
False |
False |
224,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,114.00 |
2.618 |
1,984.50 |
1.618 |
1,905.00 |
1.000 |
1,855.75 |
0.618 |
1,825.50 |
HIGH |
1,776.25 |
0.618 |
1,746.00 |
0.500 |
1,736.50 |
0.382 |
1,727.00 |
LOW |
1,696.75 |
0.618 |
1,647.50 |
1.000 |
1,617.25 |
1.618 |
1,568.00 |
2.618 |
1,488.50 |
4.250 |
1,359.00 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,736.50 |
1,736.50 |
PP |
1,730.25 |
1,730.25 |
S1 |
1,724.25 |
1,724.25 |
|