Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
922.1 |
949.4 |
27.3 |
3.0% |
1,011.7 |
High |
947.8 |
964.1 |
16.3 |
1.7% |
1,040.3 |
Low |
921.0 |
947.9 |
26.9 |
2.9% |
917.9 |
Close |
943.7 |
958.3 |
14.6 |
1.5% |
928.0 |
Range |
26.8 |
16.2 |
-10.6 |
-39.6% |
122.4 |
ATR |
23.8 |
23.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
1,002 |
4,183 |
3,181 |
317.5% |
6,553 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.4 |
998.0 |
967.2 |
|
R3 |
989.2 |
981.8 |
962.8 |
|
R2 |
973.0 |
973.0 |
961.3 |
|
R1 |
965.6 |
965.6 |
959.8 |
969.3 |
PP |
956.8 |
956.8 |
956.8 |
958.6 |
S1 |
949.4 |
949.4 |
956.8 |
953.1 |
S2 |
940.6 |
940.6 |
955.3 |
|
S3 |
924.4 |
933.2 |
953.8 |
|
S4 |
908.2 |
917.0 |
949.4 |
|
|
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 |
1,005.0 |
916.3 |
88.7 |
9.3% |
30.7 |
3.2% |
47% |
False |
False |
1,892 |
10 |
1,040.3 |
916.3 |
124.0 |
12.9% |
26.9 |
2.8% |
34% |
False |
False |
2,012 |
20 |
1,040.3 |
916.3 |
124.0 |
12.9% |
22.4 |
2.3% |
34% |
False |
False |
1,755 |
40 |
1,040.3 |
900.4 |
139.9 |
14.6% |
18.7 |
2.0% |
41% |
False |
False |
1,844 |
60 |
1,040.3 |
856.0 |
184.3 |
19.2% |
17.1 |
1.8% |
56% |
False |
False |
1,725 |
80 |
1,040.3 |
804.3 |
236.0 |
24.6% |
15.3 |
1.6% |
65% |
False |
False |
1,502 |
100 |
1,040.3 |
800.7 |
239.6 |
25.0% |
14.6 |
1.5% |
66% |
False |
False |
1,386 |
120 |
1,040.3 |
761.0 |
279.3 |
29.1% |
13.1 |
1.4% |
71% |
False |
False |
1,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.0 |
2.618 |
1,006.5 |
1.618 |
990.3 |
1.000 |
980.3 |
0.618 |
974.1 |
HIGH |
964.1 |
0.618 |
957.9 |
0.500 |
956.0 |
0.382 |
954.1 |
LOW |
947.9 |
0.618 |
937.9 |
1.000 |
931.7 |
1.618 |
921.7 |
2.618 |
905.5 |
4.250 |
879.1 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
957.5 |
952.3 |
PP |
956.8 |
946.2 |
S1 |
956.0 |
940.2 |
|