Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,692.25 |
1,765.25 |
73.00 |
4.3% |
1,708.25 |
High |
1,766.50 |
1,775.50 |
9.00 |
0.5% |
1,776.25 |
Low |
1,689.25 |
1,715.75 |
26.50 |
1.6% |
1,668.75 |
Close |
1,764.75 |
1,718.50 |
-46.25 |
-2.6% |
1,718.00 |
Range |
77.25 |
59.75 |
-17.50 |
-22.7% |
107.50 |
ATR |
54.52 |
54.90 |
0.37 |
0.7% |
0.00 |
Volume |
132,788 |
98,488 |
-34,300 |
-25.8% |
2,112,047 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.75 |
1,877.00 |
1,751.25 |
|
R3 |
1,856.00 |
1,817.25 |
1,735.00 |
|
R2 |
1,796.25 |
1,796.25 |
1,729.50 |
|
R1 |
1,757.50 |
1,757.50 |
1,724.00 |
1,747.00 |
PP |
1,736.50 |
1,736.50 |
1,736.50 |
1,731.50 |
S1 |
1,697.75 |
1,697.75 |
1,713.00 |
1,687.25 |
S2 |
1,676.75 |
1,676.75 |
1,707.50 |
|
S3 |
1,617.00 |
1,638.00 |
1,702.00 |
|
S4 |
1,557.25 |
1,578.25 |
1,685.75 |
|
|
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 |
6.3% |
71.75 |
4.2% |
46% |
False |
False |
220,440 |
10 |
1,776.25 |
1,668.50 |
107.75 |
6.3% |
63.50 |
3.7% |
46% |
False |
False |
340,049 |
20 |
1,812.25 |
1,668.50 |
143.75 |
8.4% |
50.75 |
2.9% |
35% |
False |
False |
374,707 |
40 |
1,879.00 |
1,668.50 |
210.50 |
12.2% |
52.25 |
3.0% |
24% |
False |
False |
422,722 |
60 |
2,165.00 |
1,668.50 |
496.50 |
28.9% |
52.50 |
3.1% |
10% |
False |
False |
422,614 |
80 |
2,174.00 |
1,668.50 |
505.50 |
29.4% |
49.50 |
2.9% |
10% |
False |
False |
341,735 |
100 |
2,276.25 |
1,668.50 |
607.75 |
35.4% |
49.50 |
2.9% |
8% |
False |
False |
273,456 |
120 |
2,276.25 |
1,668.50 |
607.75 |
35.4% |
47.25 |
2.8% |
8% |
False |
False |
227,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.50 |
2.618 |
1,932.00 |
1.618 |
1,872.25 |
1.000 |
1,835.25 |
0.618 |
1,812.50 |
HIGH |
1,775.50 |
0.618 |
1,752.75 |
0.500 |
1,745.50 |
0.382 |
1,738.50 |
LOW |
1,715.75 |
0.618 |
1,678.75 |
1.000 |
1,656.00 |
1.618 |
1,619.00 |
2.618 |
1,559.25 |
4.250 |
1,461.75 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,745.50 |
1,722.00 |
PP |
1,736.50 |
1,720.75 |
S1 |
1,727.50 |
1,719.75 |
|