Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,122 |
12,150 |
28 |
0.2% |
11,890 |
High |
12,225 |
12,292 |
67 |
0.5% |
12,310 |
Low |
11,886 |
11,837 |
-49 |
-0.4% |
11,735 |
Close |
12,147 |
11,982 |
-165 |
-1.4% |
11,982 |
Range |
339 |
455 |
116 |
34.2% |
575 |
ATR |
262 |
276 |
14 |
5.3% |
0 |
Volume |
195,881 |
133,788 |
-62,093 |
-31.7% |
1,042,661 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,402 |
13,147 |
12,232 |
|
R3 |
12,947 |
12,692 |
12,107 |
|
R2 |
12,492 |
12,492 |
12,066 |
|
R1 |
12,237 |
12,237 |
12,024 |
12,137 |
PP |
12,037 |
12,037 |
12,037 |
11,987 |
S1 |
11,782 |
11,782 |
11,940 |
11,682 |
S2 |
11,582 |
11,582 |
11,899 |
|
S3 |
11,127 |
11,327 |
11,857 |
|
S4 |
10,672 |
10,872 |
11,732 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,734 |
13,433 |
12,298 |
|
R3 |
13,159 |
12,858 |
12,140 |
|
R2 |
12,584 |
12,584 |
12,088 |
|
R1 |
12,283 |
12,283 |
12,035 |
12,434 |
PP |
12,009 |
12,009 |
12,009 |
12,084 |
S1 |
11,708 |
11,708 |
11,929 |
11,859 |
S2 |
11,434 |
11,434 |
11,877 |
|
S3 |
10,859 |
11,133 |
11,824 |
|
S4 |
10,284 |
10,558 |
11,666 |
|
|
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 |
4.8% |
330 |
2.8% |
43% |
False |
False |
208,532 |
10 |
12,355 |
11,735 |
620 |
5.2% |
286 |
2.4% |
40% |
False |
False |
208,561 |
20 |
12,762 |
11,735 |
1,027 |
8.6% |
257 |
2.1% |
24% |
False |
False |
195,608 |
40 |
12,781 |
11,456 |
1,325 |
11.1% |
284 |
2.4% |
40% |
False |
False |
211,397 |
60 |
13,654 |
11,456 |
2,198 |
18.3% |
261 |
2.2% |
24% |
False |
False |
186,461 |
80 |
13,879 |
11,456 |
2,423 |
20.2% |
249 |
2.1% |
22% |
False |
False |
143,363 |
100 |
14,042 |
11,456 |
2,586 |
21.6% |
237 |
2.0% |
20% |
False |
False |
114,704 |
120 |
14,369 |
11,456 |
2,913 |
24.3% |
212 |
1.8% |
18% |
False |
False |
95,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,226 |
2.618 |
13,483 |
1.618 |
13,028 |
1.000 |
12,747 |
0.618 |
12,573 |
HIGH |
12,292 |
0.618 |
12,118 |
0.500 |
12,065 |
0.382 |
12,011 |
LOW |
11,837 |
0.618 |
11,556 |
1.000 |
11,382 |
1.618 |
11,101 |
2.618 |
10,646 |
4.250 |
9,903 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,065 |
12,074 |
PP |
12,037 |
12,043 |
S1 |
12,010 |
12,013 |
|