Trading Metrics calculated at close of trading on 25-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
922.1 |
922.1 |
0.0 |
0.0% |
1,011.7 |
High |
934.8 |
947.8 |
13.0 |
1.4% |
1,040.3 |
Low |
916.3 |
921.0 |
4.7 |
0.5% |
917.9 |
Close |
927.2 |
943.7 |
16.5 |
1.8% |
928.0 |
Range |
18.5 |
26.8 |
8.3 |
44.9% |
122.4 |
ATR |
23.6 |
23.8 |
0.2 |
1.0% |
0.0 |
Volume |
1,717 |
1,002 |
-715 |
-41.6% |
6,553 |
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,017.9 |
1,007.6 |
958.4 |
|
R3 |
991.1 |
980.8 |
951.1 |
|
R2 |
964.3 |
964.3 |
948.6 |
|
R1 |
954.0 |
954.0 |
946.2 |
959.2 |
PP |
937.5 |
937.5 |
937.5 |
940.1 |
S1 |
927.2 |
927.2 |
941.2 |
932.4 |
S2 |
910.7 |
910.7 |
938.8 |
|
S3 |
883.9 |
900.4 |
936.3 |
|
S4 |
857.1 |
873.6 |
929.0 |
|
|
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 |
1,020.5 |
916.3 |
104.2 |
11.0% |
34.4 |
3.6% |
26% |
False |
False |
1,429 |
10 |
1,040.3 |
916.3 |
124.0 |
13.1% |
26.8 |
2.8% |
22% |
False |
False |
1,786 |
20 |
1,040.3 |
916.3 |
124.0 |
13.1% |
22.7 |
2.4% |
22% |
False |
False |
1,597 |
40 |
1,040.3 |
900.4 |
139.9 |
14.8% |
18.4 |
2.0% |
31% |
False |
False |
1,747 |
60 |
1,040.3 |
847.5 |
192.8 |
20.4% |
17.1 |
1.8% |
50% |
False |
False |
1,657 |
80 |
1,040.3 |
804.3 |
236.0 |
25.0% |
15.2 |
1.6% |
59% |
False |
False |
1,453 |
100 |
1,040.3 |
800.7 |
239.6 |
25.4% |
14.6 |
1.5% |
60% |
False |
False |
1,349 |
120 |
1,040.3 |
755.7 |
284.6 |
30.2% |
13.0 |
1.4% |
66% |
False |
False |
1,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,061.7 |
2.618 |
1,018.0 |
1.618 |
991.2 |
1.000 |
974.6 |
0.618 |
964.4 |
HIGH |
947.8 |
0.618 |
937.6 |
0.500 |
934.4 |
0.382 |
931.2 |
LOW |
921.0 |
0.618 |
904.4 |
1.000 |
894.2 |
1.618 |
877.6 |
2.618 |
850.8 |
4.250 |
807.1 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
940.6 |
940.4 |
PP |
937.5 |
937.0 |
S1 |
934.4 |
933.7 |
|