Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,011.7 |
1,013.4 |
1.7 |
0.2% |
984.0 |
High |
1,040.3 |
1,020.5 |
-19.8 |
-1.9% |
1,016.3 |
Low |
1,003.9 |
986.1 |
-17.8 |
-1.8% |
972.3 |
Close |
1,010.7 |
1,012.5 |
1.8 |
0.2% |
1,008.2 |
Range |
36.4 |
34.4 |
-2.0 |
-5.5% |
44.0 |
ATR |
18.7 |
19.8 |
1.1 |
6.0% |
0.0 |
Volume |
2,125 |
1,870 |
-255 |
-12.0% |
9,655 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,109.6 |
1,095.4 |
1,031.4 |
|
R3 |
1,075.2 |
1,061.0 |
1,022.0 |
|
R2 |
1,040.8 |
1,040.8 |
1,018.8 |
|
R1 |
1,026.6 |
1,026.6 |
1,015.7 |
1,016.5 |
PP |
1,006.4 |
1,006.4 |
1,006.4 |
1,001.3 |
S1 |
992.2 |
992.2 |
1,009.3 |
982.1 |
S2 |
972.0 |
972.0 |
1,006.2 |
|
S3 |
937.6 |
957.8 |
1,003.0 |
|
S4 |
903.2 |
923.4 |
993.6 |
|
|
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 |
979.0 |
61.3 |
6.1% |
23.0 |
2.3% |
55% |
False |
False |
2,132 |
10 |
1,040.3 |
971.0 |
69.3 |
6.8% |
21.6 |
2.1% |
60% |
False |
False |
1,702 |
20 |
1,040.3 |
932.6 |
107.7 |
10.6% |
19.1 |
1.9% |
74% |
False |
False |
1,933 |
40 |
1,040.3 |
890.0 |
150.3 |
14.8% |
16.5 |
1.6% |
82% |
False |
False |
1,723 |
60 |
1,040.3 |
820.0 |
220.3 |
21.8% |
15.5 |
1.5% |
87% |
False |
False |
1,596 |
80 |
1,040.3 |
804.3 |
236.0 |
23.3% |
14.0 |
1.4% |
88% |
False |
False |
1,410 |
100 |
1,040.3 |
799.4 |
240.9 |
23.8% |
13.6 |
1.3% |
88% |
False |
False |
1,313 |
120 |
1,040.3 |
755.7 |
284.6 |
28.1% |
11.9 |
1.2% |
90% |
False |
False |
1,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.7 |
2.618 |
1,110.6 |
1.618 |
1,076.2 |
1.000 |
1,054.9 |
0.618 |
1,041.8 |
HIGH |
1,020.5 |
0.618 |
1,007.4 |
0.500 |
1,003.3 |
0.382 |
999.2 |
LOW |
986.1 |
0.618 |
964.8 |
1.000 |
951.7 |
1.618 |
930.4 |
2.618 |
896.0 |
4.250 |
839.9 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,009.4 |
1,013.2 |
PP |
1,006.4 |
1,013.0 |
S1 |
1,003.3 |
1,012.7 |
|