Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,003.4 |
1,011.7 |
8.3 |
0.8% |
984.0 |
High |
1,016.3 |
1,040.3 |
24.0 |
2.4% |
1,016.3 |
Low |
1,001.1 |
1,003.9 |
2.8 |
0.3% |
972.3 |
Close |
1,008.2 |
1,010.7 |
2.5 |
0.2% |
1,008.2 |
Range |
15.2 |
36.4 |
21.2 |
139.5% |
44.0 |
ATR |
17.3 |
18.7 |
1.4 |
7.9% |
0.0 |
Volume |
1,769 |
2,125 |
356 |
20.1% |
9,655 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.5 |
1,105.5 |
1,030.7 |
|
R3 |
1,091.1 |
1,069.1 |
1,020.7 |
|
R2 |
1,054.7 |
1,054.7 |
1,017.4 |
|
R1 |
1,032.7 |
1,032.7 |
1,014.0 |
1,025.5 |
PP |
1,018.3 |
1,018.3 |
1,018.3 |
1,014.7 |
S1 |
996.3 |
996.3 |
1,007.4 |
989.1 |
S2 |
981.9 |
981.9 |
1,004.0 |
|
S3 |
945.5 |
959.9 |
1,000.7 |
|
S4 |
909.1 |
923.5 |
990.7 |
|
|
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 |
1,040.3 |
977.4 |
62.9 |
6.2% |
19.3 |
1.9% |
53% |
True |
False |
2,143 |
10 |
1,040.3 |
969.0 |
71.3 |
7.1% |
21.1 |
2.1% |
58% |
True |
False |
1,668 |
20 |
1,040.3 |
914.2 |
126.1 |
12.5% |
18.7 |
1.8% |
77% |
True |
False |
1,944 |
40 |
1,040.3 |
868.4 |
171.9 |
17.0% |
16.6 |
1.6% |
83% |
True |
False |
1,686 |
60 |
1,040.3 |
820.0 |
220.3 |
21.8% |
14.9 |
1.5% |
87% |
True |
False |
1,590 |
80 |
1,040.3 |
804.3 |
236.0 |
23.4% |
13.6 |
1.3% |
87% |
True |
False |
1,398 |
100 |
1,040.3 |
790.0 |
250.3 |
24.8% |
13.3 |
1.3% |
88% |
True |
False |
1,296 |
120 |
1,040.3 |
755.7 |
284.6 |
28.2% |
11.7 |
1.2% |
90% |
True |
False |
1,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,195.0 |
2.618 |
1,135.6 |
1.618 |
1,099.2 |
1.000 |
1,076.7 |
0.618 |
1,062.8 |
HIGH |
1,040.3 |
0.618 |
1,026.4 |
0.500 |
1,022.1 |
0.382 |
1,017.8 |
LOW |
1,003.9 |
0.618 |
981.4 |
1.000 |
967.5 |
1.618 |
945.0 |
2.618 |
908.6 |
4.250 |
849.2 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,022.1 |
1,017.2 |
PP |
1,018.3 |
1,015.0 |
S1 |
1,014.5 |
1,012.9 |
|