Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,725.0 |
5,685.0 |
-40.0 |
-0.7% |
5,795.0 |
High |
5,760.0 |
5,720.0 |
-40.0 |
-0.7% |
5,879.0 |
Low |
5,664.0 |
5,622.0 |
-42.0 |
-0.7% |
5,664.0 |
Close |
5,702.5 |
5,638.0 |
-64.5 |
-1.1% |
5,702.5 |
Range |
96.0 |
98.0 |
2.0 |
2.1% |
215.0 |
ATR |
119.1 |
117.6 |
-1.5 |
-1.3% |
0.0 |
Volume |
3,545 |
3,545 |
0 |
0.0% |
9,232 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,954.0 |
5,894.0 |
5,692.0 |
|
R3 |
5,856.0 |
5,796.0 |
5,665.0 |
|
R2 |
5,758.0 |
5,758.0 |
5,656.0 |
|
R1 |
5,698.0 |
5,698.0 |
5,647.0 |
5,679.0 |
PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,650.5 |
S1 |
5,600.0 |
5,600.0 |
5,629.0 |
5,581.0 |
S2 |
5,562.0 |
5,562.0 |
5,620.0 |
|
S3 |
5,464.0 |
5,502.0 |
5,611.0 |
|
S4 |
5,366.0 |
5,404.0 |
5,584.0 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,393.5 |
6,263.0 |
5,821.0 |
|
R3 |
6,178.5 |
6,048.0 |
5,761.5 |
|
R2 |
5,963.5 |
5,963.5 |
5,742.0 |
|
R1 |
5,833.0 |
5,833.0 |
5,722.0 |
5,791.0 |
PP |
5,748.5 |
5,748.5 |
5,748.5 |
5,727.5 |
S1 |
5,618.0 |
5,618.0 |
5,683.0 |
5,576.0 |
S2 |
5,533.5 |
5,533.5 |
5,663.0 |
|
S3 |
5,318.5 |
5,403.0 |
5,643.5 |
|
S4 |
5,103.5 |
5,188.0 |
5,584.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,879.0 |
5,622.0 |
257.0 |
4.6% |
113.0 |
2.0% |
6% |
False |
True |
2,495 |
10 |
6,099.5 |
5,622.0 |
477.5 |
8.5% |
108.5 |
1.9% |
3% |
False |
True |
1,381 |
20 |
6,099.5 |
5,622.0 |
477.5 |
8.5% |
104.5 |
1.8% |
3% |
False |
True |
980 |
40 |
6,201.5 |
5,325.0 |
876.5 |
15.5% |
119.0 |
2.1% |
36% |
False |
False |
633 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.9% |
95.0 |
1.7% |
25% |
False |
False |
457 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.4% |
75.0 |
1.3% |
24% |
False |
False |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,136.5 |
2.618 |
5,976.5 |
1.618 |
5,878.5 |
1.000 |
5,818.0 |
0.618 |
5,780.5 |
HIGH |
5,720.0 |
0.618 |
5,682.5 |
0.500 |
5,671.0 |
0.382 |
5,659.5 |
LOW |
5,622.0 |
0.618 |
5,561.5 |
1.000 |
5,524.0 |
1.618 |
5,463.5 |
2.618 |
5,365.5 |
4.250 |
5,205.5 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,671.0 |
5,748.0 |
PP |
5,660.0 |
5,711.5 |
S1 |
5,649.0 |
5,675.0 |
|