Trading Metrics calculated at close of trading on 24-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,300.25 |
1,326.25 |
26.00 |
2.0% |
1,289.50 |
High |
1,332.50 |
1,361.50 |
29.00 |
2.2% |
1,343.75 |
Low |
1,286.50 |
1,325.25 |
38.75 |
3.0% |
1,253.00 |
Close |
1,324.75 |
1,351.50 |
26.75 |
2.0% |
1,324.75 |
Range |
46.00 |
36.25 |
-9.75 |
-21.2% |
90.75 |
ATR |
37.57 |
37.51 |
-0.06 |
-0.2% |
0.00 |
Volume |
3,251,081 |
2,162,947 |
-1,088,134 |
-33.5% |
13,951,130 |
|
Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.75 |
1,439.50 |
1,371.50 |
|
R3 |
1,418.50 |
1,403.25 |
1,361.50 |
|
R2 |
1,382.25 |
1,382.25 |
1,358.25 |
|
R1 |
1,367.00 |
1,367.00 |
1,354.75 |
1,374.50 |
PP |
1,346.00 |
1,346.00 |
1,346.00 |
1,350.00 |
S1 |
1,330.75 |
1,330.75 |
1,348.25 |
1,338.50 |
S2 |
1,309.75 |
1,309.75 |
1,344.75 |
|
S3 |
1,273.50 |
1,294.50 |
1,341.50 |
|
S4 |
1,237.25 |
1,258.25 |
1,331.50 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.50 |
1,542.75 |
1,374.75 |
|
R3 |
1,488.75 |
1,452.00 |
1,349.75 |
|
R2 |
1,398.00 |
1,398.00 |
1,341.50 |
|
R1 |
1,361.25 |
1,361.25 |
1,333.00 |
1,379.50 |
PP |
1,307.25 |
1,307.25 |
1,307.25 |
1,316.25 |
S1 |
1,270.50 |
1,270.50 |
1,316.50 |
1,289.00 |
S2 |
1,216.50 |
1,216.50 |
1,308.00 |
|
S3 |
1,125.75 |
1,179.75 |
1,299.75 |
|
S4 |
1,035.00 |
1,089.00 |
1,274.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.50 |
1,253.00 |
108.50 |
8.0% |
49.25 |
3.6% |
91% |
True |
False |
3,222,815 |
10 |
1,361.50 |
1,253.00 |
108.50 |
8.0% |
45.25 |
3.3% |
91% |
True |
False |
1,951,298 |
20 |
1,392.50 |
1,253.00 |
139.50 |
10.3% |
35.50 |
2.6% |
71% |
False |
False |
990,416 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.1% |
32.50 |
2.4% |
66% |
False |
False |
498,592 |
60 |
1,519.75 |
1,253.00 |
266.75 |
19.7% |
33.50 |
2.5% |
37% |
False |
False |
333,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.50 |
2.618 |
1,456.50 |
1.618 |
1,420.25 |
1.000 |
1,397.75 |
0.618 |
1,384.00 |
HIGH |
1,361.50 |
0.618 |
1,347.75 |
0.500 |
1,343.50 |
0.382 |
1,339.00 |
LOW |
1,325.25 |
0.618 |
1,302.75 |
1.000 |
1,289.00 |
1.618 |
1,266.50 |
2.618 |
1,230.25 |
4.250 |
1,171.25 |
|
|
Fisher Pivots for day following 24-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,348.75 |
1,342.25 |
PP |
1,346.00 |
1,333.25 |
S1 |
1,343.50 |
1,324.00 |
|