Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
984.0 |
994.1 |
10.1 |
1.0% |
991.0 |
High |
992.2 |
1,009.9 |
17.7 |
1.8% |
1,001.2 |
Low |
979.0 |
994.1 |
15.1 |
1.5% |
969.0 |
Close |
989.4 |
1,002.8 |
13.4 |
1.4% |
983.1 |
Range |
13.2 |
15.8 |
2.6 |
19.7% |
32.2 |
ATR |
17.2 |
17.5 |
0.2 |
1.3% |
0.0 |
Volume |
3,582 |
1,315 |
-2,267 |
-63.3% |
8,369 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.7 |
1,042.0 |
1,011.5 |
|
R3 |
1,033.9 |
1,026.2 |
1,007.1 |
|
R2 |
1,018.1 |
1,018.1 |
1,005.7 |
|
R1 |
1,010.4 |
1,010.4 |
1,004.2 |
1,014.3 |
PP |
1,002.3 |
1,002.3 |
1,002.3 |
1,004.2 |
S1 |
994.6 |
994.6 |
1,001.4 |
998.5 |
S2 |
986.5 |
986.5 |
999.9 |
|
S3 |
970.7 |
978.8 |
998.5 |
|
S4 |
954.9 |
963.0 |
994.1 |
|
|
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 |
1,009.9 |
972.3 |
37.6 |
3.7% |
15.4 |
1.5% |
81% |
True |
False |
1,803 |
10 |
1,009.9 |
969.0 |
40.9 |
4.1% |
17.9 |
1.8% |
83% |
True |
False |
1,807 |
20 |
1,009.9 |
910.4 |
99.5 |
9.9% |
17.0 |
1.7% |
93% |
True |
False |
1,846 |
40 |
1,009.9 |
868.4 |
141.5 |
14.1% |
16.0 |
1.6% |
95% |
True |
False |
1,731 |
60 |
1,009.9 |
814.0 |
195.9 |
19.5% |
14.3 |
1.4% |
96% |
True |
False |
1,533 |
80 |
1,009.9 |
800.7 |
209.2 |
20.9% |
13.3 |
1.3% |
97% |
True |
False |
1,362 |
100 |
1,009.9 |
783.4 |
226.5 |
22.6% |
12.8 |
1.3% |
97% |
True |
False |
1,275 |
120 |
1,009.9 |
755.7 |
254.2 |
25.3% |
11.3 |
1.1% |
97% |
True |
False |
1,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,077.1 |
2.618 |
1,051.3 |
1.618 |
1,035.5 |
1.000 |
1,025.7 |
0.618 |
1,019.7 |
HIGH |
1,009.9 |
0.618 |
1,003.9 |
0.500 |
1,002.0 |
0.382 |
1,000.1 |
LOW |
994.1 |
0.618 |
984.3 |
1.000 |
978.3 |
1.618 |
968.5 |
2.618 |
952.7 |
4.250 |
927.0 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,002.5 |
999.8 |
PP |
1,002.3 |
996.7 |
S1 |
1,002.0 |
993.7 |
|