Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,501.0 |
5,656.5 |
155.5 |
2.8% |
5,685.0 |
High |
5,621.0 |
5,675.0 |
54.0 |
1.0% |
5,826.0 |
Low |
5,496.0 |
5,522.5 |
26.5 |
0.5% |
5,603.0 |
Close |
5,604.5 |
5,561.5 |
-43.0 |
-0.8% |
5,654.5 |
Range |
125.0 |
152.5 |
27.5 |
22.0% |
223.0 |
ATR |
137.1 |
138.2 |
1.1 |
0.8% |
0.0 |
Volume |
144,539 |
231,781 |
87,242 |
60.4% |
113,187 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,044.0 |
5,955.0 |
5,645.5 |
|
R3 |
5,891.5 |
5,802.5 |
5,603.5 |
|
R2 |
5,739.0 |
5,739.0 |
5,589.5 |
|
R1 |
5,650.0 |
5,650.0 |
5,575.5 |
5,618.0 |
PP |
5,586.5 |
5,586.5 |
5,586.5 |
5,570.5 |
S1 |
5,497.5 |
5,497.5 |
5,547.5 |
5,466.0 |
S2 |
5,434.0 |
5,434.0 |
5,533.5 |
|
S3 |
5,281.5 |
5,345.0 |
5,519.5 |
|
S4 |
5,129.0 |
5,192.5 |
5,477.5 |
|
|
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 |
5,795.0 |
5,424.5 |
370.5 |
6.7% |
141.0 |
2.5% |
37% |
False |
False |
104,751 |
10 |
5,874.5 |
5,424.5 |
450.0 |
8.1% |
123.0 |
2.2% |
30% |
False |
False |
56,155 |
20 |
6,099.5 |
5,424.5 |
675.0 |
12.1% |
110.5 |
2.0% |
20% |
False |
False |
28,431 |
40 |
6,099.5 |
5,424.5 |
675.0 |
12.1% |
106.0 |
1.9% |
20% |
False |
False |
14,434 |
60 |
6,559.5 |
5,325.0 |
1,234.5 |
22.2% |
108.0 |
1.9% |
19% |
False |
False |
9,668 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.7% |
84.0 |
1.5% |
18% |
False |
False |
7,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,323.0 |
2.618 |
6,074.0 |
1.618 |
5,921.5 |
1.000 |
5,827.5 |
0.618 |
5,769.0 |
HIGH |
5,675.0 |
0.618 |
5,616.5 |
0.500 |
5,599.0 |
0.382 |
5,581.0 |
LOW |
5,522.5 |
0.618 |
5,428.5 |
1.000 |
5,370.0 |
1.618 |
5,276.0 |
2.618 |
5,123.5 |
4.250 |
4,874.5 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,599.0 |
5,557.5 |
PP |
5,586.5 |
5,553.5 |
S1 |
5,574.0 |
5,550.0 |
|