Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
984.0 |
982.5 |
-1.5 |
-0.2% |
991.0 |
High |
988.7 |
993.3 |
4.6 |
0.5% |
1,001.2 |
Low |
972.3 |
977.4 |
5.1 |
0.5% |
969.0 |
Close |
980.5 |
985.0 |
4.5 |
0.5% |
983.1 |
Range |
16.4 |
15.9 |
-0.5 |
-3.0% |
32.2 |
ATR |
17.7 |
17.6 |
-0.1 |
-0.7% |
0.0 |
Volume |
1,063 |
1,926 |
863 |
81.2% |
8,369 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.9 |
1,024.9 |
993.7 |
|
R3 |
1,017.0 |
1,009.0 |
989.4 |
|
R2 |
1,001.1 |
1,001.1 |
987.9 |
|
R1 |
993.1 |
993.1 |
986.5 |
997.1 |
PP |
985.2 |
985.2 |
985.2 |
987.3 |
S1 |
977.2 |
977.2 |
983.5 |
981.2 |
S2 |
969.3 |
969.3 |
982.1 |
|
S3 |
953.4 |
961.3 |
980.6 |
|
S4 |
937.5 |
945.4 |
976.3 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.0 |
1,064.3 |
1,000.8 |
|
R3 |
1,048.8 |
1,032.1 |
992.0 |
|
R2 |
1,016.6 |
1,016.6 |
989.0 |
|
R1 |
999.9 |
999.9 |
986.1 |
992.2 |
PP |
984.4 |
984.4 |
984.4 |
980.6 |
S1 |
967.7 |
967.7 |
980.1 |
960.0 |
S2 |
952.2 |
952.2 |
977.2 |
|
S3 |
920.0 |
935.5 |
974.2 |
|
S4 |
887.8 |
903.3 |
965.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,001.2 |
971.0 |
30.2 |
3.1% |
20.2 |
2.0% |
46% |
False |
False |
1,273 |
10 |
1,001.2 |
962.9 |
38.3 |
3.9% |
17.9 |
1.8% |
58% |
False |
False |
1,498 |
20 |
1,001.2 |
909.7 |
91.5 |
9.3% |
16.4 |
1.7% |
82% |
False |
False |
1,787 |
40 |
1,001.2 |
868.4 |
132.8 |
13.5% |
16.1 |
1.6% |
88% |
False |
False |
1,668 |
60 |
1,001.2 |
812.0 |
189.2 |
19.2% |
14.2 |
1.4% |
91% |
False |
False |
1,459 |
80 |
1,001.2 |
800.7 |
200.5 |
20.4% |
13.1 |
1.3% |
92% |
False |
False |
1,313 |
100 |
1,001.2 |
776.1 |
225.1 |
22.9% |
12.7 |
1.3% |
93% |
False |
False |
1,230 |
120 |
1,001.2 |
755.7 |
245.5 |
24.9% |
11.0 |
1.1% |
93% |
False |
False |
1,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.9 |
2.618 |
1,034.9 |
1.618 |
1,019.0 |
1.000 |
1,009.2 |
0.618 |
1,003.1 |
HIGH |
993.3 |
0.618 |
987.2 |
0.500 |
985.4 |
0.382 |
983.5 |
LOW |
977.4 |
0.618 |
967.6 |
1.000 |
961.5 |
1.618 |
951.7 |
2.618 |
935.8 |
4.250 |
909.8 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
985.4 |
984.9 |
PP |
985.2 |
984.8 |
S1 |
985.1 |
984.7 |
|