Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,185 |
12,122 |
-63 |
-0.5% |
12,279 |
High |
12,310 |
12,225 |
-85 |
-0.7% |
12,355 |
Low |
12,102 |
11,886 |
-216 |
-1.8% |
11,820 |
Close |
12,124 |
12,147 |
23 |
0.2% |
11,891 |
Range |
208 |
339 |
131 |
63.0% |
535 |
ATR |
256 |
262 |
6 |
2.3% |
0 |
Volume |
241,922 |
195,881 |
-46,041 |
-19.0% |
1,042,950 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,103 |
12,964 |
12,334 |
|
R3 |
12,764 |
12,625 |
12,240 |
|
R2 |
12,425 |
12,425 |
12,209 |
|
R1 |
12,286 |
12,286 |
12,178 |
12,356 |
PP |
12,086 |
12,086 |
12,086 |
12,121 |
S1 |
11,947 |
11,947 |
12,116 |
12,017 |
S2 |
11,747 |
11,747 |
12,085 |
|
S3 |
11,408 |
11,608 |
12,054 |
|
S4 |
11,069 |
11,269 |
11,961 |
|
|
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 |
12,310 |
11,735 |
575 |
4.7% |
300 |
2.5% |
72% |
False |
False |
223,592 |
10 |
12,583 |
11,735 |
848 |
7.0% |
276 |
2.3% |
49% |
False |
False |
210,500 |
20 |
12,762 |
11,735 |
1,027 |
8.5% |
245 |
2.0% |
40% |
False |
False |
197,518 |
40 |
12,781 |
11,456 |
1,325 |
10.9% |
278 |
2.3% |
52% |
False |
False |
208,052 |
60 |
13,654 |
11,456 |
2,198 |
18.1% |
257 |
2.1% |
31% |
False |
False |
186,485 |
80 |
13,879 |
11,456 |
2,423 |
19.9% |
246 |
2.0% |
29% |
False |
False |
141,692 |
100 |
14,042 |
11,456 |
2,586 |
21.3% |
234 |
1.9% |
27% |
False |
False |
113,366 |
120 |
14,369 |
11,456 |
2,913 |
24.0% |
209 |
1.7% |
24% |
False |
False |
94,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,666 |
2.618 |
13,113 |
1.618 |
12,774 |
1.000 |
12,564 |
0.618 |
12,435 |
HIGH |
12,225 |
0.618 |
12,096 |
0.500 |
12,056 |
0.382 |
12,016 |
LOW |
11,886 |
0.618 |
11,677 |
1.000 |
11,547 |
1.618 |
11,338 |
2.618 |
10,999 |
4.250 |
10,445 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,117 |
12,109 |
PP |
12,086 |
12,070 |
S1 |
12,056 |
12,032 |
|