Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
996.4 |
951.1 |
-45.3 |
-4.5% |
984.0 |
High |
1,005.0 |
951.1 |
-53.9 |
-5.4% |
1,016.3 |
Low |
946.1 |
917.9 |
-28.2 |
-3.0% |
972.3 |
Close |
953.4 |
928.0 |
-25.4 |
-2.7% |
1,008.2 |
Range |
58.9 |
33.2 |
-25.7 |
-43.6% |
44.0 |
ATR |
23.1 |
24.0 |
0.9 |
3.8% |
0.0 |
Volume |
1,693 |
865 |
-828 |
-48.9% |
9,655 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.9 |
1,013.2 |
946.3 |
|
R3 |
998.7 |
980.0 |
937.1 |
|
R2 |
965.5 |
965.5 |
934.1 |
|
R1 |
946.8 |
946.8 |
931.0 |
939.6 |
PP |
932.3 |
932.3 |
932.3 |
928.7 |
S1 |
913.6 |
913.6 |
925.0 |
906.4 |
S2 |
899.1 |
899.1 |
921.9 |
|
S3 |
865.9 |
880.4 |
918.9 |
|
S4 |
832.7 |
847.2 |
909.7 |
|
|
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 |
917.9 |
122.4 |
13.2% |
35.6 |
3.8% |
8% |
False |
True |
1,664 |
10 |
1,040.3 |
917.9 |
122.4 |
13.2% |
25.5 |
2.7% |
8% |
False |
True |
1,733 |
20 |
1,040.3 |
917.9 |
122.4 |
13.2% |
21.8 |
2.3% |
8% |
False |
True |
1,666 |
40 |
1,040.3 |
900.4 |
139.9 |
15.1% |
17.9 |
1.9% |
20% |
False |
False |
1,731 |
60 |
1,040.3 |
831.0 |
209.3 |
22.6% |
16.8 |
1.8% |
46% |
False |
False |
1,628 |
80 |
1,040.3 |
804.3 |
236.0 |
25.4% |
15.0 |
1.6% |
52% |
False |
False |
1,436 |
100 |
1,040.3 |
800.7 |
239.6 |
25.8% |
14.3 |
1.5% |
53% |
False |
False |
1,330 |
120 |
1,040.3 |
755.7 |
284.6 |
30.7% |
12.7 |
1.4% |
61% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,092.2 |
2.618 |
1,038.0 |
1.618 |
1,004.8 |
1.000 |
984.3 |
0.618 |
971.6 |
HIGH |
951.1 |
0.618 |
938.4 |
0.500 |
934.5 |
0.382 |
930.6 |
LOW |
917.9 |
0.618 |
897.4 |
1.000 |
884.7 |
1.618 |
864.2 |
2.618 |
831.0 |
4.250 |
776.8 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
934.5 |
969.2 |
PP |
932.3 |
955.5 |
S1 |
930.2 |
941.7 |
|