Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
994.1 |
1,003.4 |
9.3 |
0.9% |
984.0 |
High |
1,009.9 |
1,016.3 |
6.4 |
0.6% |
1,016.3 |
Low |
994.1 |
1,001.1 |
7.0 |
0.7% |
972.3 |
Close |
1,002.8 |
1,008.2 |
5.4 |
0.5% |
1,008.2 |
Range |
15.8 |
15.2 |
-0.6 |
-3.8% |
44.0 |
ATR |
17.5 |
17.3 |
-0.2 |
-0.9% |
0.0 |
Volume |
1,315 |
1,769 |
454 |
34.5% |
9,655 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.1 |
1,046.4 |
1,016.6 |
|
R3 |
1,038.9 |
1,031.2 |
1,012.4 |
|
R2 |
1,023.7 |
1,023.7 |
1,011.0 |
|
R1 |
1,016.0 |
1,016.0 |
1,009.6 |
1,019.9 |
PP |
1,008.5 |
1,008.5 |
1,008.5 |
1,010.5 |
S1 |
1,000.8 |
1,000.8 |
1,006.8 |
1,004.7 |
S2 |
993.3 |
993.3 |
1,005.4 |
|
S3 |
978.1 |
985.6 |
1,004.0 |
|
S4 |
962.9 |
970.4 |
999.8 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.9 |
1,113.6 |
1,032.4 |
|
R3 |
1,086.9 |
1,069.6 |
1,020.3 |
|
R2 |
1,042.9 |
1,042.9 |
1,016.3 |
|
R1 |
1,025.6 |
1,025.6 |
1,012.2 |
1,034.3 |
PP |
998.9 |
998.9 |
998.9 |
1,003.3 |
S1 |
981.6 |
981.6 |
1,004.2 |
990.3 |
S2 |
954.9 |
954.9 |
1,000.1 |
|
S3 |
910.9 |
937.6 |
996.1 |
|
S4 |
866.9 |
893.6 |
984.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,016.3 |
972.3 |
44.0 |
4.4% |
15.3 |
1.5% |
82% |
True |
False |
1,931 |
10 |
1,016.3 |
969.0 |
47.3 |
4.7% |
18.5 |
1.8% |
83% |
True |
False |
1,802 |
20 |
1,016.3 |
914.2 |
102.1 |
10.1% |
17.1 |
1.7% |
92% |
True |
False |
1,886 |
40 |
1,016.3 |
868.4 |
147.9 |
14.7% |
16.0 |
1.6% |
95% |
True |
False |
1,722 |
60 |
1,016.3 |
820.0 |
196.3 |
19.5% |
14.4 |
1.4% |
96% |
True |
False |
1,558 |
80 |
1,016.3 |
804.3 |
212.0 |
21.0% |
13.3 |
1.3% |
96% |
True |
False |
1,382 |
100 |
1,016.3 |
783.6 |
232.7 |
23.1% |
12.9 |
1.3% |
97% |
True |
False |
1,289 |
120 |
1,016.3 |
755.7 |
260.6 |
25.8% |
11.4 |
1.1% |
97% |
True |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,080.9 |
2.618 |
1,056.1 |
1.618 |
1,040.9 |
1.000 |
1,031.5 |
0.618 |
1,025.7 |
HIGH |
1,016.3 |
0.618 |
1,010.5 |
0.500 |
1,008.7 |
0.382 |
1,006.9 |
LOW |
1,001.1 |
0.618 |
991.7 |
1.000 |
985.9 |
1.618 |
976.5 |
2.618 |
961.3 |
4.250 |
936.5 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,008.7 |
1,004.7 |
PP |
1,008.5 |
1,001.2 |
S1 |
1,008.4 |
997.7 |
|