Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,771.0 |
5,680.0 |
-91.0 |
-1.6% |
5,795.0 |
High |
5,826.0 |
5,750.0 |
-76.0 |
-1.3% |
5,879.0 |
Low |
5,759.0 |
5,640.0 |
-119.0 |
-2.1% |
5,664.0 |
Close |
5,780.0 |
5,708.5 |
-71.5 |
-1.2% |
5,702.5 |
Range |
67.0 |
110.0 |
43.0 |
64.2% |
215.0 |
ATR |
120.2 |
121.6 |
1.4 |
1.2% |
0.0 |
Volume |
18,406 |
26,139 |
7,733 |
42.0% |
9,232 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.5 |
5,979.0 |
5,769.0 |
|
R3 |
5,919.5 |
5,869.0 |
5,739.0 |
|
R2 |
5,809.5 |
5,809.5 |
5,728.5 |
|
R1 |
5,759.0 |
5,759.0 |
5,718.5 |
5,784.0 |
PP |
5,699.5 |
5,699.5 |
5,699.5 |
5,712.0 |
S1 |
5,649.0 |
5,649.0 |
5,698.5 |
5,674.0 |
S2 |
5,589.5 |
5,589.5 |
5,688.5 |
|
S3 |
5,479.5 |
5,539.0 |
5,678.0 |
|
S4 |
5,369.5 |
5,429.0 |
5,648.0 |
|
|
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 |
5,826.0 |
5,622.0 |
204.0 |
3.6% |
101.5 |
1.8% |
42% |
False |
False |
12,458 |
10 |
5,971.0 |
5,622.0 |
349.0 |
6.1% |
109.0 |
1.9% |
25% |
False |
False |
6,825 |
20 |
6,099.5 |
5,622.0 |
477.5 |
8.4% |
103.0 |
1.8% |
18% |
False |
False |
3,720 |
40 |
6,099.5 |
5,325.0 |
774.5 |
13.6% |
117.0 |
2.0% |
50% |
False |
False |
2,007 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
98.5 |
1.7% |
31% |
False |
False |
1,375 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
78.5 |
1.4% |
29% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,217.5 |
2.618 |
6,038.0 |
1.618 |
5,928.0 |
1.000 |
5,860.0 |
0.618 |
5,818.0 |
HIGH |
5,750.0 |
0.618 |
5,708.0 |
0.500 |
5,695.0 |
0.382 |
5,682.0 |
LOW |
5,640.0 |
0.618 |
5,572.0 |
1.000 |
5,530.0 |
1.618 |
5,462.0 |
2.618 |
5,352.0 |
4.250 |
5,172.5 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,704.0 |
5,733.0 |
PP |
5,699.5 |
5,725.0 |
S1 |
5,695.0 |
5,716.5 |
|