Trading Metrics calculated at close of trading on 24-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
951.1 |
922.1 |
-29.0 |
-3.0% |
1,011.7 |
High |
951.1 |
934.8 |
-16.3 |
-1.7% |
1,040.3 |
Low |
917.9 |
916.3 |
-1.6 |
-0.2% |
917.9 |
Close |
928.0 |
927.2 |
-0.8 |
-0.1% |
928.0 |
Range |
33.2 |
18.5 |
-14.7 |
-44.3% |
122.4 |
ATR |
24.0 |
23.6 |
-0.4 |
-1.6% |
0.0 |
Volume |
865 |
1,717 |
852 |
98.5% |
6,553 |
|
Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981.6 |
972.9 |
937.4 |
|
R3 |
963.1 |
954.4 |
932.3 |
|
R2 |
944.6 |
944.6 |
930.6 |
|
R1 |
935.9 |
935.9 |
928.9 |
940.3 |
PP |
926.1 |
926.1 |
926.1 |
928.3 |
S1 |
917.4 |
917.4 |
925.5 |
921.8 |
S2 |
907.6 |
907.6 |
923.8 |
|
S3 |
889.1 |
898.9 |
922.1 |
|
S4 |
870.6 |
880.4 |
917.0 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.3 |
1,251.0 |
995.3 |
|
R3 |
1,206.9 |
1,128.6 |
961.7 |
|
R2 |
1,084.5 |
1,084.5 |
950.4 |
|
R1 |
1,006.2 |
1,006.2 |
939.2 |
984.2 |
PP |
962.1 |
962.1 |
962.1 |
951.0 |
S1 |
883.8 |
883.8 |
916.8 |
861.8 |
S2 |
839.7 |
839.7 |
905.6 |
|
S3 |
717.3 |
761.4 |
894.3 |
|
S4 |
594.9 |
639.0 |
860.7 |
|
|
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 |
916.3 |
124.0 |
13.4% |
36.3 |
3.9% |
9% |
False |
True |
1,654 |
10 |
1,040.3 |
916.3 |
124.0 |
13.4% |
25.8 |
2.8% |
9% |
False |
True |
1,792 |
20 |
1,040.3 |
916.3 |
124.0 |
13.4% |
22.1 |
2.4% |
9% |
False |
True |
1,679 |
40 |
1,040.3 |
900.4 |
139.9 |
15.1% |
18.1 |
2.0% |
19% |
False |
False |
1,755 |
60 |
1,040.3 |
843.3 |
197.0 |
21.2% |
16.8 |
1.8% |
43% |
False |
False |
1,655 |
80 |
1,040.3 |
804.3 |
236.0 |
25.5% |
15.0 |
1.6% |
52% |
False |
False |
1,448 |
100 |
1,040.3 |
800.7 |
239.6 |
25.8% |
14.5 |
1.6% |
53% |
False |
False |
1,342 |
120 |
1,040.3 |
755.7 |
284.6 |
30.7% |
12.8 |
1.4% |
60% |
False |
False |
1,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,013.4 |
2.618 |
983.2 |
1.618 |
964.7 |
1.000 |
953.3 |
0.618 |
946.2 |
HIGH |
934.8 |
0.618 |
927.7 |
0.500 |
925.6 |
0.382 |
923.4 |
LOW |
916.3 |
0.618 |
904.9 |
1.000 |
897.8 |
1.618 |
886.4 |
2.618 |
867.9 |
4.250 |
837.7 |
|
|
Fisher Pivots for day following 24-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
926.7 |
960.7 |
PP |
926.1 |
949.5 |
S1 |
925.6 |
938.4 |
|