Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,710.00 |
1,692.25 |
-17.75 |
-1.0% |
1,708.25 |
High |
1,748.25 |
1,766.50 |
18.25 |
1.0% |
1,776.25 |
Low |
1,668.50 |
1,689.25 |
20.75 |
1.2% |
1,668.75 |
Close |
1,689.75 |
1,764.75 |
75.00 |
4.4% |
1,718.00 |
Range |
79.75 |
77.25 |
-2.50 |
-3.1% |
107.50 |
ATR |
52.78 |
54.52 |
1.75 |
3.3% |
0.00 |
Volume |
185,270 |
132,788 |
-52,482 |
-28.3% |
2,112,047 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.00 |
1,945.50 |
1,807.25 |
|
R3 |
1,894.75 |
1,868.25 |
1,786.00 |
|
R2 |
1,817.50 |
1,817.50 |
1,779.00 |
|
R1 |
1,791.00 |
1,791.00 |
1,771.75 |
1,804.25 |
PP |
1,740.25 |
1,740.25 |
1,740.25 |
1,746.75 |
S1 |
1,713.75 |
1,713.75 |
1,757.75 |
1,727.00 |
S2 |
1,663.00 |
1,663.00 |
1,750.50 |
|
S3 |
1,585.75 |
1,636.50 |
1,743.50 |
|
S4 |
1,508.50 |
1,559.25 |
1,722.25 |
|
|
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 |
1,668.50 |
107.75 |
6.1% |
66.75 |
3.8% |
89% |
False |
False |
302,878 |
10 |
1,776.25 |
1,668.50 |
107.75 |
6.1% |
60.75 |
3.4% |
89% |
False |
False |
382,738 |
20 |
1,812.25 |
1,668.50 |
143.75 |
8.1% |
49.75 |
2.8% |
67% |
False |
False |
388,331 |
40 |
1,879.00 |
1,668.50 |
210.50 |
11.9% |
53.50 |
3.0% |
46% |
False |
False |
436,374 |
60 |
2,165.00 |
1,668.50 |
496.50 |
28.1% |
52.25 |
3.0% |
19% |
False |
False |
427,038 |
80 |
2,174.00 |
1,668.50 |
505.50 |
28.6% |
49.00 |
2.8% |
19% |
False |
False |
340,515 |
100 |
2,276.25 |
1,668.50 |
607.75 |
34.4% |
49.50 |
2.8% |
16% |
False |
False |
272,472 |
120 |
2,276.25 |
1,668.50 |
607.75 |
34.4% |
47.00 |
2.7% |
16% |
False |
False |
227,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.75 |
2.618 |
1,968.75 |
1.618 |
1,891.50 |
1.000 |
1,843.75 |
0.618 |
1,814.25 |
HIGH |
1,766.50 |
0.618 |
1,737.00 |
0.500 |
1,728.00 |
0.382 |
1,718.75 |
LOW |
1,689.25 |
0.618 |
1,641.50 |
1.000 |
1,612.00 |
1.618 |
1,564.25 |
2.618 |
1,487.00 |
4.250 |
1,361.00 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,752.50 |
1,750.50 |
PP |
1,740.25 |
1,736.50 |
S1 |
1,728.00 |
1,722.50 |
|