Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,700.0 |
5,528.0 |
-172.0 |
-3.0% |
5,685.0 |
High |
5,795.0 |
5,549.0 |
-246.0 |
-4.2% |
5,826.0 |
Low |
5,603.0 |
5,424.5 |
-178.5 |
-3.2% |
5,603.0 |
Close |
5,654.5 |
5,444.0 |
-210.5 |
-3.7% |
5,654.5 |
Range |
192.0 |
124.5 |
-67.5 |
-35.2% |
223.0 |
ATR |
126.6 |
134.0 |
7.4 |
5.8% |
0.0 |
Volume |
54,439 |
66,861 |
12,422 |
22.8% |
113,187 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,846.0 |
5,769.5 |
5,512.5 |
|
R3 |
5,721.5 |
5,645.0 |
5,478.0 |
|
R2 |
5,597.0 |
5,597.0 |
5,467.0 |
|
R1 |
5,520.5 |
5,520.5 |
5,455.5 |
5,496.5 |
PP |
5,472.5 |
5,472.5 |
5,472.5 |
5,460.5 |
S1 |
5,396.0 |
5,396.0 |
5,432.5 |
5,372.0 |
S2 |
5,348.0 |
5,348.0 |
5,421.0 |
|
S3 |
5,223.5 |
5,271.5 |
5,410.0 |
|
S4 |
5,099.0 |
5,147.0 |
5,375.5 |
|
|
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 |
5,424.5 |
401.5 |
7.4% |
126.0 |
2.3% |
5% |
False |
True |
35,300 |
10 |
5,879.0 |
5,424.5 |
454.5 |
8.3% |
119.5 |
2.2% |
4% |
False |
True |
18,897 |
20 |
6,099.5 |
5,424.5 |
675.0 |
12.4% |
106.5 |
2.0% |
3% |
False |
True |
9,757 |
40 |
6,099.5 |
5,325.0 |
774.5 |
14.2% |
117.0 |
2.1% |
15% |
False |
False |
5,033 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
22.7% |
103.5 |
1.9% |
10% |
False |
False |
3,396 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
24.2% |
80.5 |
1.5% |
9% |
False |
False |
2,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,078.0 |
2.618 |
5,875.0 |
1.618 |
5,750.5 |
1.000 |
5,673.5 |
0.618 |
5,626.0 |
HIGH |
5,549.0 |
0.618 |
5,501.5 |
0.500 |
5,487.0 |
0.382 |
5,472.0 |
LOW |
5,424.5 |
0.618 |
5,347.5 |
1.000 |
5,300.0 |
1.618 |
5,223.0 |
2.618 |
5,098.5 |
4.250 |
4,895.5 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,487.0 |
5,610.0 |
PP |
5,472.5 |
5,554.5 |
S1 |
5,458.0 |
5,499.0 |
|