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 |
12,361.97 |
12,547.34 |
185.37 |
1.5% |
11,946.45 |
High |
12,622.07 |
12,571.84 |
-50.23 |
-0.4% |
12,461.53 |
Low |
12,361.97 |
12,449.08 |
87.11 |
0.7% |
11,756.60 |
Close |
12,548.64 |
12,532.60 |
-16.04 |
-0.1% |
12,361.32 |
Range |
260.10 |
122.76 |
-137.34 |
-52.8% |
704.93 |
ATR |
274.96 |
264.09 |
-10.87 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,886.12 |
12,832.12 |
12,600.12 |
|
R3 |
12,763.36 |
12,709.36 |
12,566.36 |
|
R2 |
12,640.60 |
12,640.60 |
12,555.11 |
|
R1 |
12,586.60 |
12,586.60 |
12,543.85 |
12,552.22 |
PP |
12,517.84 |
12,517.84 |
12,517.84 |
12,500.65 |
S1 |
12,463.84 |
12,463.84 |
12,521.35 |
12,429.46 |
S2 |
12,395.08 |
12,395.08 |
12,510.09 |
|
S3 |
12,272.32 |
12,341.08 |
12,498.84 |
|
S4 |
12,149.56 |
12,218.32 |
12,465.08 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,307.94 |
14,039.56 |
12,749.03 |
|
R3 |
13,603.01 |
13,334.63 |
12,555.18 |
|
R2 |
12,898.08 |
12,898.08 |
12,490.56 |
|
R1 |
12,629.70 |
12,629.70 |
12,425.94 |
12,763.89 |
PP |
12,193.15 |
12,193.15 |
12,193.15 |
12,260.25 |
S1 |
11,924.77 |
11,924.77 |
12,296.70 |
12,058.96 |
S2 |
11,488.22 |
11,488.22 |
12,232.08 |
|
S3 |
10,783.29 |
11,219.84 |
12,167.46 |
|
S4 |
10,078.36 |
10,514.91 |
11,973.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,622.07 |
11,975.84 |
646.23 |
5.2% |
289.40 |
2.3% |
86% |
False |
False |
|
10 |
12,622.07 |
11,741.01 |
881.06 |
7.0% |
309.80 |
2.5% |
90% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.2% |
261.54 |
2.1% |
78% |
False |
False |
|
40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.3% |
243.55 |
1.9% |
77% |
False |
False |
|
60 |
13,551.04 |
11,634.82 |
1,916.22 |
15.3% |
252.70 |
2.0% |
47% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
235.46 |
1.9% |
42% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
18.6% |
234.30 |
1.9% |
39% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.5% |
221.00 |
1.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,093.57 |
2.618 |
12,893.23 |
1.618 |
12,770.47 |
1.000 |
12,694.60 |
0.618 |
12,647.71 |
HIGH |
12,571.84 |
0.618 |
12,524.95 |
0.500 |
12,510.46 |
0.382 |
12,495.97 |
LOW |
12,449.08 |
0.618 |
12,373.21 |
1.000 |
12,326.32 |
1.618 |
12,250.45 |
2.618 |
12,127.69 |
4.250 |
11,927.35 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,525.22 |
12,475.06 |
PP |
12,517.84 |
12,417.51 |
S1 |
12,510.46 |
12,359.97 |
|