Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,680.0 |
5,700.0 |
20.0 |
0.4% |
5,685.0 |
High |
5,750.0 |
5,795.0 |
45.0 |
0.8% |
5,826.0 |
Low |
5,640.0 |
5,603.0 |
-37.0 |
-0.7% |
5,603.0 |
Close |
5,708.5 |
5,654.5 |
-54.0 |
-0.9% |
5,654.5 |
Range |
110.0 |
192.0 |
82.0 |
74.5% |
223.0 |
ATR |
121.6 |
126.6 |
5.0 |
4.1% |
0.0 |
Volume |
26,139 |
54,439 |
28,300 |
108.3% |
113,187 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,260.0 |
6,149.5 |
5,760.0 |
|
R3 |
6,068.0 |
5,957.5 |
5,707.5 |
|
R2 |
5,876.0 |
5,876.0 |
5,689.5 |
|
R1 |
5,765.5 |
5,765.5 |
5,672.0 |
5,725.0 |
PP |
5,684.0 |
5,684.0 |
5,684.0 |
5,664.0 |
S1 |
5,573.5 |
5,573.5 |
5,637.0 |
5,533.0 |
S2 |
5,492.0 |
5,492.0 |
5,619.5 |
|
S3 |
5,300.0 |
5,381.5 |
5,601.5 |
|
S4 |
5,108.0 |
5,189.5 |
5,549.0 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,363.5 |
6,232.0 |
5,777.0 |
|
R3 |
6,140.5 |
6,009.0 |
5,716.0 |
|
R2 |
5,917.5 |
5,917.5 |
5,695.5 |
|
R1 |
5,786.0 |
5,786.0 |
5,675.0 |
5,740.0 |
PP |
5,694.5 |
5,694.5 |
5,694.5 |
5,671.5 |
S1 |
5,563.0 |
5,563.0 |
5,634.0 |
5,517.0 |
S2 |
5,471.5 |
5,471.5 |
5,613.5 |
|
S3 |
5,248.5 |
5,340.0 |
5,593.0 |
|
S4 |
5,025.5 |
5,117.0 |
5,532.0 |
|
|
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 |
5,603.0 |
223.0 |
3.9% |
120.5 |
2.1% |
23% |
False |
True |
22,637 |
10 |
5,879.0 |
5,603.0 |
276.0 |
4.9% |
116.0 |
2.1% |
19% |
False |
True |
12,241 |
20 |
6,099.5 |
5,603.0 |
496.5 |
8.8% |
105.0 |
1.9% |
10% |
False |
True |
6,425 |
40 |
6,099.5 |
5,325.0 |
774.5 |
13.7% |
119.0 |
2.1% |
43% |
False |
False |
3,365 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.8% |
101.5 |
1.8% |
27% |
False |
False |
2,282 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.3% |
79.0 |
1.4% |
25% |
False |
False |
1,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,611.0 |
2.618 |
6,297.5 |
1.618 |
6,105.5 |
1.000 |
5,987.0 |
0.618 |
5,913.5 |
HIGH |
5,795.0 |
0.618 |
5,721.5 |
0.500 |
5,699.0 |
0.382 |
5,676.5 |
LOW |
5,603.0 |
0.618 |
5,484.5 |
1.000 |
5,411.0 |
1.618 |
5,292.5 |
2.618 |
5,100.5 |
4.250 |
4,787.0 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,699.0 |
5,714.5 |
PP |
5,684.0 |
5,694.5 |
S1 |
5,669.5 |
5,674.5 |
|