Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,333.00 |
1,300.25 |
-32.75 |
-2.5% |
1,294.25 |
High |
1,343.75 |
1,332.50 |
-11.25 |
-0.8% |
1,336.25 |
Low |
1,296.75 |
1,286.50 |
-10.25 |
-0.8% |
1,274.00 |
Close |
1,299.50 |
1,324.75 |
25.25 |
1.9% |
1,293.00 |
Range |
47.00 |
46.00 |
-1.00 |
-2.1% |
62.25 |
ATR |
36.92 |
37.57 |
0.65 |
1.8% |
0.00 |
Volume |
3,129,809 |
3,251,081 |
121,272 |
3.9% |
3,398,907 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.50 |
1,434.75 |
1,350.00 |
|
R3 |
1,406.50 |
1,388.75 |
1,337.50 |
|
R2 |
1,360.50 |
1,360.50 |
1,333.25 |
|
R1 |
1,342.75 |
1,342.75 |
1,329.00 |
1,351.50 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,319.00 |
S1 |
1,296.75 |
1,296.75 |
1,320.50 |
1,305.50 |
S2 |
1,268.50 |
1,268.50 |
1,316.25 |
|
S3 |
1,222.50 |
1,250.75 |
1,312.00 |
|
S4 |
1,176.50 |
1,204.75 |
1,299.50 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.75 |
1,452.75 |
1,327.25 |
|
R3 |
1,425.50 |
1,390.50 |
1,310.00 |
|
R2 |
1,363.25 |
1,363.25 |
1,304.50 |
|
R1 |
1,328.25 |
1,328.25 |
1,298.75 |
1,314.50 |
PP |
1,301.00 |
1,301.00 |
1,301.00 |
1,294.25 |
S1 |
1,266.00 |
1,266.00 |
1,287.25 |
1,252.50 |
S2 |
1,238.75 |
1,238.75 |
1,281.50 |
|
S3 |
1,176.50 |
1,203.75 |
1,276.00 |
|
S4 |
1,114.25 |
1,141.50 |
1,258.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.75 |
1,253.00 |
90.75 |
6.9% |
54.00 |
4.1% |
79% |
False |
False |
3,338,491 |
10 |
1,343.75 |
1,253.00 |
90.75 |
6.9% |
45.25 |
3.4% |
79% |
False |
False |
1,743,342 |
20 |
1,392.50 |
1,253.00 |
139.50 |
10.5% |
35.25 |
2.7% |
51% |
False |
False |
882,803 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.3% |
32.50 |
2.5% |
48% |
False |
False |
444,838 |
60 |
1,520.00 |
1,253.00 |
267.00 |
20.2% |
33.25 |
2.5% |
27% |
False |
False |
297,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,528.00 |
2.618 |
1,453.00 |
1.618 |
1,407.00 |
1.000 |
1,378.50 |
0.618 |
1,361.00 |
HIGH |
1,332.50 |
0.618 |
1,315.00 |
0.500 |
1,309.50 |
0.382 |
1,304.00 |
LOW |
1,286.50 |
0.618 |
1,258.00 |
1.000 |
1,240.50 |
1.618 |
1,212.00 |
2.618 |
1,166.00 |
4.250 |
1,091.00 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,319.75 |
1,320.25 |
PP |
1,314.50 |
1,315.75 |
S1 |
1,309.50 |
1,311.25 |
|