Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,782 |
12,185 |
403 |
3.4% |
12,279 |
High |
12,192 |
12,310 |
118 |
1.0% |
12,355 |
Low |
11,753 |
12,102 |
349 |
3.0% |
11,820 |
Close |
12,190 |
12,124 |
-66 |
-0.5% |
11,891 |
Range |
439 |
208 |
-231 |
-52.6% |
535 |
ATR |
260 |
256 |
-4 |
-1.4% |
0 |
Volume |
210,982 |
241,922 |
30,940 |
14.7% |
1,042,950 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,803 |
12,671 |
12,239 |
|
R3 |
12,595 |
12,463 |
12,181 |
|
R2 |
12,387 |
12,387 |
12,162 |
|
R1 |
12,255 |
12,255 |
12,143 |
12,217 |
PP |
12,179 |
12,179 |
12,179 |
12,160 |
S1 |
12,047 |
12,047 |
12,105 |
12,009 |
S2 |
11,971 |
11,971 |
12,086 |
|
S3 |
11,763 |
11,839 |
12,067 |
|
S4 |
11,555 |
11,631 |
12,010 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,627 |
13,294 |
12,185 |
|
R3 |
13,092 |
12,759 |
12,038 |
|
R2 |
12,557 |
12,557 |
11,989 |
|
R1 |
12,224 |
12,224 |
11,940 |
12,123 |
PP |
12,022 |
12,022 |
12,022 |
11,972 |
S1 |
11,689 |
11,689 |
11,842 |
11,588 |
S2 |
11,487 |
11,487 |
11,793 |
|
S3 |
10,952 |
11,154 |
11,744 |
|
S4 |
10,417 |
10,619 |
11,597 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,335 |
11,735 |
600 |
4.9% |
295 |
2.4% |
65% |
False |
False |
228,015 |
10 |
12,697 |
11,735 |
962 |
7.9% |
257 |
2.1% |
40% |
False |
False |
207,759 |
20 |
12,762 |
11,735 |
1,027 |
8.5% |
241 |
2.0% |
38% |
False |
False |
197,497 |
40 |
12,807 |
11,456 |
1,351 |
11.1% |
277 |
2.3% |
49% |
False |
False |
203,155 |
60 |
13,654 |
11,456 |
2,198 |
18.1% |
255 |
2.1% |
30% |
False |
False |
185,241 |
80 |
13,879 |
11,456 |
2,423 |
20.0% |
244 |
2.0% |
28% |
False |
False |
139,244 |
100 |
14,042 |
11,456 |
2,586 |
21.3% |
234 |
1.9% |
26% |
False |
False |
111,408 |
120 |
14,369 |
11,456 |
2,913 |
24.0% |
206 |
1.7% |
23% |
False |
False |
92,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,194 |
2.618 |
12,855 |
1.618 |
12,647 |
1.000 |
12,518 |
0.618 |
12,439 |
HIGH |
12,310 |
0.618 |
12,231 |
0.500 |
12,206 |
0.382 |
12,182 |
LOW |
12,102 |
0.618 |
11,974 |
1.000 |
11,894 |
1.618 |
11,766 |
2.618 |
11,558 |
4.250 |
11,218 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,206 |
12,090 |
PP |
12,179 |
12,056 |
S1 |
12,151 |
12,023 |
|