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 |
994.8 |
950.0 |
-44.8 |
-4.5% |
977.7 |
High |
1,002.1 |
950.0 |
-52.1 |
-5.2% |
1,016.8 |
Low |
952.7 |
921.0 |
-31.7 |
-3.3% |
975.5 |
Close |
956.4 |
931.1 |
-25.3 |
-2.6% |
1,011.4 |
Range |
49.4 |
29.0 |
-20.4 |
-41.3% |
41.3 |
ATR |
19.0 |
20.1 |
1.2 |
6.2% |
0.0 |
Volume |
1,704 |
195 |
-1,509 |
-88.6% |
2,911 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,021.0 |
1,005.1 |
947.1 |
|
R3 |
992.0 |
976.1 |
939.1 |
|
R2 |
963.0 |
963.0 |
936.4 |
|
R1 |
947.1 |
947.1 |
933.8 |
940.6 |
PP |
934.0 |
934.0 |
934.0 |
930.8 |
S1 |
918.1 |
918.1 |
928.4 |
911.6 |
S2 |
905.0 |
905.0 |
925.8 |
|
S3 |
876.0 |
889.1 |
923.1 |
|
S4 |
847.0 |
860.1 |
915.2 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.1 |
1,109.6 |
1,034.1 |
|
R3 |
1,083.8 |
1,068.3 |
1,022.8 |
|
R2 |
1,042.5 |
1,042.5 |
1,019.0 |
|
R1 |
1,027.0 |
1,027.0 |
1,015.2 |
1,034.8 |
PP |
1,001.2 |
1,001.2 |
1,001.2 |
1,005.1 |
S1 |
985.7 |
985.7 |
1,007.6 |
993.5 |
S2 |
959.9 |
959.9 |
1,003.8 |
|
S3 |
918.6 |
944.4 |
1,000.0 |
|
S4 |
877.3 |
903.1 |
988.7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.3 |
2.618 |
1,025.9 |
1.618 |
996.9 |
1.000 |
979.0 |
0.618 |
967.9 |
HIGH |
950.0 |
0.618 |
938.9 |
0.500 |
935.5 |
0.382 |
932.1 |
LOW |
921.0 |
0.618 |
903.1 |
1.000 |
892.0 |
1.618 |
874.1 |
2.618 |
845.1 |
4.250 |
797.8 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
935.5 |
969.9 |
PP |
934.0 |
957.0 |
S1 |
932.6 |
944.0 |
|