Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,765.25 |
1,720.50 |
-44.75 |
-2.5% |
1,708.25 |
High |
1,775.50 |
1,728.25 |
-47.25 |
-2.7% |
1,776.25 |
Low |
1,715.75 |
1,703.50 |
-12.25 |
-0.7% |
1,668.75 |
Close |
1,718.50 |
1,722.98 |
4.48 |
0.3% |
1,718.00 |
Range |
59.75 |
24.75 |
-35.00 |
-58.6% |
107.50 |
ATR |
54.90 |
52.74 |
-2.15 |
-3.9% |
0.00 |
Volume |
98,488 |
69,716 |
-28,772 |
-29.2% |
2,112,047 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.50 |
1,782.50 |
1,736.50 |
|
R3 |
1,767.75 |
1,757.75 |
1,729.75 |
|
R2 |
1,743.00 |
1,743.00 |
1,727.50 |
|
R1 |
1,733.00 |
1,733.00 |
1,725.25 |
1,738.00 |
PP |
1,718.25 |
1,718.25 |
1,718.25 |
1,720.75 |
S1 |
1,708.25 |
1,708.25 |
1,720.75 |
1,713.25 |
S2 |
1,693.50 |
1,693.50 |
1,718.50 |
|
S3 |
1,668.75 |
1,683.50 |
1,716.25 |
|
S4 |
1,644.00 |
1,658.75 |
1,709.25 |
|
|
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 |
6.3% |
64.25 |
3.7% |
51% |
False |
False |
156,308 |
10 |
1,776.25 |
1,668.50 |
107.75 |
6.3% |
59.75 |
3.5% |
51% |
False |
False |
302,819 |
20 |
1,812.25 |
1,668.50 |
143.75 |
8.3% |
49.50 |
2.9% |
38% |
False |
False |
357,136 |
40 |
1,879.00 |
1,668.50 |
210.50 |
12.2% |
50.00 |
2.9% |
26% |
False |
False |
405,678 |
60 |
2,165.00 |
1,668.50 |
496.50 |
28.8% |
52.25 |
3.0% |
11% |
False |
False |
416,888 |
80 |
2,174.00 |
1,668.50 |
505.50 |
29.3% |
49.75 |
2.9% |
11% |
False |
False |
342,593 |
100 |
2,276.25 |
1,668.50 |
607.75 |
35.3% |
49.50 |
2.9% |
9% |
False |
False |
274,152 |
120 |
2,276.25 |
1,668.50 |
607.75 |
35.3% |
47.25 |
2.7% |
9% |
False |
False |
228,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.50 |
2.618 |
1,793.00 |
1.618 |
1,768.25 |
1.000 |
1,753.00 |
0.618 |
1,743.50 |
HIGH |
1,728.25 |
0.618 |
1,718.75 |
0.500 |
1,716.00 |
0.382 |
1,713.00 |
LOW |
1,703.50 |
0.618 |
1,688.25 |
1.000 |
1,678.75 |
1.618 |
1,663.50 |
2.618 |
1,638.75 |
4.250 |
1,598.25 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,720.50 |
1,732.50 |
PP |
1,718.25 |
1,729.25 |
S1 |
1,716.00 |
1,726.00 |
|