Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,351.50 |
1,351.25 |
-0.25 |
0.0% |
1,289.50 |
High |
1,359.50 |
1,351.75 |
-7.75 |
-0.6% |
1,343.75 |
Low |
1,342.00 |
1,334.00 |
-8.00 |
-0.6% |
1,253.00 |
Close |
1,351.50 |
1,335.50 |
-16.00 |
-1.2% |
1,324.75 |
Range |
17.50 |
17.75 |
0.25 |
1.4% |
90.75 |
ATR |
36.08 |
34.77 |
-1.31 |
-3.6% |
0.00 |
Volume |
1,429,511 |
1,733,906 |
304,395 |
21.3% |
13,951,130 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.75 |
1,382.25 |
1,345.25 |
|
R3 |
1,376.00 |
1,364.50 |
1,340.50 |
|
R2 |
1,358.25 |
1,358.25 |
1,338.75 |
|
R1 |
1,346.75 |
1,346.75 |
1,337.25 |
1,343.50 |
PP |
1,340.50 |
1,340.50 |
1,340.50 |
1,338.75 |
S1 |
1,329.00 |
1,329.00 |
1,333.75 |
1,326.00 |
S2 |
1,322.75 |
1,322.75 |
1,332.25 |
|
S3 |
1,305.00 |
1,311.25 |
1,330.50 |
|
S4 |
1,287.25 |
1,293.50 |
1,325.75 |
|
|
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 |
1,286.50 |
75.00 |
5.6% |
33.00 |
2.5% |
65% |
False |
False |
2,341,450 |
10 |
1,361.50 |
1,253.00 |
108.50 |
8.1% |
40.75 |
3.1% |
76% |
False |
False |
2,246,213 |
20 |
1,392.50 |
1,253.00 |
139.50 |
10.4% |
35.50 |
2.7% |
59% |
False |
False |
1,147,818 |
40 |
1,402.50 |
1,253.00 |
149.50 |
11.2% |
31.75 |
2.4% |
55% |
False |
False |
577,331 |
60 |
1,497.25 |
1,253.00 |
244.25 |
18.3% |
33.25 |
2.5% |
34% |
False |
False |
386,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.25 |
2.618 |
1,398.25 |
1.618 |
1,380.50 |
1.000 |
1,369.50 |
0.618 |
1,362.75 |
HIGH |
1,351.75 |
0.618 |
1,345.00 |
0.500 |
1,343.00 |
0.382 |
1,340.75 |
LOW |
1,334.00 |
0.618 |
1,323.00 |
1.000 |
1,316.25 |
1.618 |
1,305.25 |
2.618 |
1,287.50 |
4.250 |
1,258.50 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,343.00 |
1,343.50 |
PP |
1,340.50 |
1,340.75 |
S1 |
1,338.00 |
1,338.00 |
|