Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,664.0 |
5,771.0 |
107.0 |
1.9% |
5,795.0 |
High |
5,790.0 |
5,826.0 |
36.0 |
0.6% |
5,879.0 |
Low |
5,654.0 |
5,759.0 |
105.0 |
1.9% |
5,664.0 |
Close |
5,704.0 |
5,780.0 |
76.0 |
1.3% |
5,702.5 |
Range |
136.0 |
67.0 |
-69.0 |
-50.7% |
215.0 |
ATR |
120.1 |
120.2 |
0.1 |
0.1% |
0.0 |
Volume |
10,658 |
18,406 |
7,748 |
72.7% |
9,232 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,989.5 |
5,951.5 |
5,817.0 |
|
R3 |
5,922.5 |
5,884.5 |
5,798.5 |
|
R2 |
5,855.5 |
5,855.5 |
5,792.5 |
|
R1 |
5,817.5 |
5,817.5 |
5,786.0 |
5,836.5 |
PP |
5,788.5 |
5,788.5 |
5,788.5 |
5,798.0 |
S1 |
5,750.5 |
5,750.5 |
5,774.0 |
5,769.5 |
S2 |
5,721.5 |
5,721.5 |
5,767.5 |
|
S3 |
5,654.5 |
5,683.5 |
5,761.5 |
|
S4 |
5,587.5 |
5,616.5 |
5,743.0 |
|
|
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 |
5,874.5 |
5,622.0 |
252.5 |
4.4% |
104.5 |
1.8% |
63% |
False |
False |
7,559 |
10 |
6,078.0 |
5,622.0 |
456.0 |
7.9% |
110.5 |
1.9% |
35% |
False |
False |
4,270 |
20 |
6,099.5 |
5,622.0 |
477.5 |
8.3% |
100.5 |
1.7% |
33% |
False |
False |
2,421 |
40 |
6,099.5 |
5,325.0 |
774.5 |
13.4% |
117.0 |
2.0% |
59% |
False |
False |
1,355 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.4% |
97.0 |
1.7% |
37% |
False |
False |
939 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.8% |
77.0 |
1.3% |
35% |
False |
False |
721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,111.0 |
2.618 |
6,001.5 |
1.618 |
5,934.5 |
1.000 |
5,893.0 |
0.618 |
5,867.5 |
HIGH |
5,826.0 |
0.618 |
5,800.5 |
0.500 |
5,792.5 |
0.382 |
5,784.5 |
LOW |
5,759.0 |
0.618 |
5,717.5 |
1.000 |
5,692.0 |
1.618 |
5,650.5 |
2.618 |
5,583.5 |
4.250 |
5,474.0 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,792.5 |
5,761.5 |
PP |
5,788.5 |
5,742.5 |
S1 |
5,784.0 |
5,724.0 |
|