Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,150 |
11,970 |
-180 |
-1.5% |
11,890 |
High |
12,292 |
12,124 |
-168 |
-1.4% |
12,310 |
Low |
11,837 |
11,708 |
-129 |
-1.1% |
11,735 |
Close |
11,982 |
12,000 |
18 |
0.2% |
11,982 |
Range |
455 |
416 |
-39 |
-8.6% |
575 |
ATR |
276 |
286 |
10 |
3.6% |
0 |
Volume |
133,788 |
88,906 |
-44,882 |
-33.5% |
1,042,661 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,192 |
13,012 |
12,229 |
|
R3 |
12,776 |
12,596 |
12,115 |
|
R2 |
12,360 |
12,360 |
12,076 |
|
R1 |
12,180 |
12,180 |
12,038 |
12,270 |
PP |
11,944 |
11,944 |
11,944 |
11,989 |
S1 |
11,764 |
11,764 |
11,962 |
11,854 |
S2 |
11,528 |
11,528 |
11,924 |
|
S3 |
11,112 |
11,348 |
11,886 |
|
S4 |
10,696 |
10,932 |
11,771 |
|
|
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 |
11,708 |
602 |
5.0% |
372 |
3.1% |
49% |
False |
True |
174,295 |
10 |
12,355 |
11,708 |
647 |
5.4% |
315 |
2.6% |
45% |
False |
True |
197,980 |
20 |
12,762 |
11,708 |
1,054 |
8.8% |
269 |
2.2% |
28% |
False |
True |
191,488 |
40 |
12,781 |
11,456 |
1,325 |
11.0% |
283 |
2.4% |
41% |
False |
False |
207,086 |
60 |
13,654 |
11,456 |
2,198 |
18.3% |
265 |
2.2% |
25% |
False |
False |
185,158 |
80 |
13,879 |
11,456 |
2,423 |
20.2% |
251 |
2.1% |
22% |
False |
False |
144,473 |
100 |
14,042 |
11,456 |
2,586 |
21.6% |
240 |
2.0% |
21% |
False |
False |
115,592 |
120 |
14,369 |
11,456 |
2,913 |
24.3% |
215 |
1.8% |
19% |
False |
False |
96,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,892 |
2.618 |
13,213 |
1.618 |
12,797 |
1.000 |
12,540 |
0.618 |
12,381 |
HIGH |
12,124 |
0.618 |
11,965 |
0.500 |
11,916 |
0.382 |
11,867 |
LOW |
11,708 |
0.618 |
11,451 |
1.000 |
11,292 |
1.618 |
11,035 |
2.618 |
10,619 |
4.250 |
9,940 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
11,972 |
12,000 |
PP |
11,944 |
12,000 |
S1 |
11,916 |
12,000 |
|