Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,997 |
12,391 |
394 |
3.3% |
11,890 |
High |
12,402 |
12,461 |
59 |
0.5% |
12,310 |
Low |
11,989 |
12,086 |
97 |
0.8% |
11,735 |
Close |
12,402 |
12,125 |
-277 |
-2.2% |
11,982 |
Range |
413 |
375 |
-38 |
-9.2% |
575 |
ATR |
295 |
301 |
6 |
1.9% |
0 |
Volume |
70,443 |
26,913 |
-43,530 |
-61.8% |
1,042,661 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,349 |
13,112 |
12,331 |
|
R3 |
12,974 |
12,737 |
12,228 |
|
R2 |
12,599 |
12,599 |
12,194 |
|
R1 |
12,362 |
12,362 |
12,160 |
12,293 |
PP |
12,224 |
12,224 |
12,224 |
12,190 |
S1 |
11,987 |
11,987 |
12,091 |
11,918 |
S2 |
11,849 |
11,849 |
12,056 |
|
S3 |
11,474 |
11,612 |
12,022 |
|
S4 |
11,099 |
11,237 |
11,919 |
|
|
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 |
12,461 |
11,708 |
753 |
6.2% |
400 |
3.3% |
55% |
True |
False |
103,186 |
10 |
12,461 |
11,708 |
753 |
6.2% |
347 |
2.9% |
55% |
True |
False |
165,600 |
20 |
12,762 |
11,708 |
1,054 |
8.7% |
286 |
2.4% |
40% |
False |
False |
180,722 |
40 |
12,781 |
11,634 |
1,147 |
9.5% |
278 |
2.3% |
43% |
False |
False |
188,869 |
60 |
13,654 |
11,456 |
2,198 |
18.1% |
273 |
2.3% |
30% |
False |
False |
180,862 |
80 |
13,879 |
11,456 |
2,423 |
20.0% |
258 |
2.1% |
28% |
False |
False |
145,686 |
100 |
14,042 |
11,456 |
2,586 |
21.3% |
245 |
2.0% |
26% |
False |
False |
116,565 |
120 |
14,369 |
11,456 |
2,913 |
24.0% |
221 |
1.8% |
23% |
False |
False |
97,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,055 |
2.618 |
13,443 |
1.618 |
13,068 |
1.000 |
12,836 |
0.618 |
12,693 |
HIGH |
12,461 |
0.618 |
12,318 |
0.500 |
12,274 |
0.382 |
12,229 |
LOW |
12,086 |
0.618 |
11,854 |
1.000 |
11,711 |
1.618 |
11,479 |
2.618 |
11,104 |
4.250 |
10,492 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,274 |
12,112 |
PP |
12,224 |
12,098 |
S1 |
12,175 |
12,085 |
|