Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
982.5 |
984.0 |
1.5 |
0.2% |
991.0 |
High |
993.3 |
992.2 |
-1.1 |
-0.1% |
1,001.2 |
Low |
977.4 |
979.0 |
1.6 |
0.2% |
969.0 |
Close |
985.0 |
989.4 |
4.4 |
0.4% |
983.1 |
Range |
15.9 |
13.2 |
-2.7 |
-17.0% |
32.2 |
ATR |
17.6 |
17.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
1,926 |
3,582 |
1,656 |
86.0% |
8,369 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.5 |
1,021.1 |
996.7 |
|
R3 |
1,013.3 |
1,007.9 |
993.0 |
|
R2 |
1,000.1 |
1,000.1 |
991.8 |
|
R1 |
994.7 |
994.7 |
990.6 |
997.4 |
PP |
986.9 |
986.9 |
986.9 |
988.2 |
S1 |
981.5 |
981.5 |
988.2 |
984.2 |
S2 |
973.7 |
973.7 |
987.0 |
|
S3 |
960.5 |
968.3 |
985.8 |
|
S4 |
947.3 |
955.1 |
982.1 |
|
|
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 |
998.4 |
972.3 |
26.1 |
2.6% |
16.8 |
1.7% |
66% |
False |
False |
1,739 |
10 |
1,001.2 |
966.5 |
34.7 |
3.5% |
18.0 |
1.8% |
66% |
False |
False |
1,752 |
20 |
1,001.2 |
910.4 |
90.8 |
9.2% |
16.6 |
1.7% |
87% |
False |
False |
1,869 |
40 |
1,001.2 |
868.4 |
132.8 |
13.4% |
16.0 |
1.6% |
91% |
False |
False |
1,726 |
60 |
1,001.2 |
812.0 |
189.2 |
19.1% |
14.2 |
1.4% |
94% |
False |
False |
1,513 |
80 |
1,001.2 |
800.7 |
200.5 |
20.3% |
13.2 |
1.3% |
94% |
False |
False |
1,347 |
100 |
1,001.2 |
776.1 |
225.1 |
22.8% |
12.7 |
1.3% |
95% |
False |
False |
1,264 |
120 |
1,001.2 |
755.7 |
245.5 |
24.8% |
11.1 |
1.1% |
95% |
False |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.3 |
2.618 |
1,026.8 |
1.618 |
1,013.6 |
1.000 |
1,005.4 |
0.618 |
1,000.4 |
HIGH |
992.2 |
0.618 |
987.2 |
0.500 |
985.6 |
0.382 |
984.0 |
LOW |
979.0 |
0.618 |
970.8 |
1.000 |
965.8 |
1.618 |
957.6 |
2.618 |
944.4 |
4.250 |
922.9 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
988.1 |
987.2 |
PP |
986.9 |
985.0 |
S1 |
985.6 |
982.8 |
|