Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,975.92 |
12,391.52 |
415.60 |
3.5% |
11,893.04 |
High |
12,392.66 |
12,461.53 |
68.87 |
0.6% |
12,303.35 |
Low |
11,975.84 |
12,095.10 |
119.26 |
1.0% |
11,731.60 |
Close |
12,392.66 |
12,099.66 |
-293.00 |
-2.4% |
11,951.09 |
Range |
416.82 |
366.43 |
-50.39 |
-12.1% |
571.75 |
ATR |
268.71 |
275.69 |
6.98 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,318.05 |
13,075.29 |
12,301.20 |
|
R3 |
12,951.62 |
12,708.86 |
12,200.43 |
|
R2 |
12,585.19 |
12,585.19 |
12,166.84 |
|
R1 |
12,342.43 |
12,342.43 |
12,133.25 |
12,280.60 |
PP |
12,218.76 |
12,218.76 |
12,218.76 |
12,187.85 |
S1 |
11,976.00 |
11,976.00 |
12,066.07 |
11,914.17 |
S2 |
11,852.33 |
11,852.33 |
12,032.48 |
|
S3 |
11,485.90 |
11,609.57 |
11,998.89 |
|
S4 |
11,119.47 |
11,243.14 |
11,898.12 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,710.60 |
13,402.59 |
12,265.55 |
|
R3 |
13,138.85 |
12,830.84 |
12,108.32 |
|
R2 |
12,567.10 |
12,567.10 |
12,055.91 |
|
R1 |
12,259.09 |
12,259.09 |
12,003.50 |
12,413.10 |
PP |
11,995.35 |
11,995.35 |
11,995.35 |
12,072.35 |
S1 |
11,687.34 |
11,687.34 |
11,898.68 |
11,841.35 |
S2 |
11,423.60 |
11,423.60 |
11,846.27 |
|
S3 |
10,851.85 |
11,115.59 |
11,793.86 |
|
S4 |
10,280.10 |
10,543.84 |
11,636.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,461.53 |
11,756.60 |
704.93 |
5.8% |
360.67 |
3.0% |
49% |
True |
False |
|
10 |
12,461.53 |
11,731.60 |
729.93 |
6.0% |
313.22 |
2.6% |
50% |
True |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.5% |
265.46 |
2.2% |
36% |
False |
False |
|
40 |
12,767.74 |
11,644.81 |
1,122.93 |
9.3% |
254.27 |
2.1% |
41% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
15.9% |
248.59 |
2.1% |
24% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.7% |
236.48 |
2.0% |
22% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
19.2% |
231.92 |
1.9% |
20% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.2% |
218.37 |
1.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,018.86 |
2.618 |
13,420.84 |
1.618 |
13,054.41 |
1.000 |
12,827.96 |
0.618 |
12,687.98 |
HIGH |
12,461.53 |
0.618 |
12,321.55 |
0.500 |
12,278.32 |
0.382 |
12,235.08 |
LOW |
12,095.10 |
0.618 |
11,868.65 |
1.000 |
11,728.67 |
1.618 |
11,502.22 |
2.618 |
11,135.79 |
4.250 |
10,537.77 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,278.32 |
12,109.07 |
PP |
12,218.76 |
12,105.93 |
S1 |
12,159.21 |
12,102.80 |
|