Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,749.75 |
1,710.00 |
-39.75 |
-2.3% |
1,708.25 |
High |
1,776.25 |
1,748.25 |
-28.00 |
-1.6% |
1,776.25 |
Low |
1,696.75 |
1,668.50 |
-28.25 |
-1.7% |
1,668.75 |
Close |
1,718.00 |
1,689.75 |
-28.25 |
-1.6% |
1,718.00 |
Range |
79.50 |
79.75 |
0.25 |
0.3% |
107.50 |
ATR |
50.70 |
52.78 |
2.07 |
4.1% |
0.00 |
Volume |
295,281 |
185,270 |
-110,011 |
-37.3% |
2,112,047 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.50 |
1,895.25 |
1,733.50 |
|
R3 |
1,861.75 |
1,815.50 |
1,711.75 |
|
R2 |
1,782.00 |
1,782.00 |
1,704.25 |
|
R1 |
1,735.75 |
1,735.75 |
1,697.00 |
1,719.00 |
PP |
1,702.25 |
1,702.25 |
1,702.25 |
1,693.75 |
S1 |
1,656.00 |
1,656.00 |
1,682.50 |
1,639.25 |
S2 |
1,622.50 |
1,622.50 |
1,675.25 |
|
S3 |
1,542.75 |
1,576.25 |
1,667.75 |
|
S4 |
1,463.00 |
1,496.50 |
1,646.00 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.50 |
1,988.25 |
1,777.00 |
|
R3 |
1,936.00 |
1,880.75 |
1,747.50 |
|
R2 |
1,828.50 |
1,828.50 |
1,737.75 |
|
R1 |
1,773.25 |
1,773.25 |
1,727.75 |
1,801.00 |
PP |
1,721.00 |
1,721.00 |
1,721.00 |
1,734.75 |
S1 |
1,665.75 |
1,665.75 |
1,708.25 |
1,693.50 |
S2 |
1,613.50 |
1,613.50 |
1,698.25 |
|
S3 |
1,506.00 |
1,558.25 |
1,688.50 |
|
S4 |
1,398.50 |
1,450.75 |
1,659.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,776.25 |
1,668.50 |
107.75 |
6.4% |
68.25 |
4.0% |
20% |
False |
True |
352,094 |
10 |
1,776.25 |
1,668.50 |
107.75 |
6.4% |
57.25 |
3.4% |
20% |
False |
True |
410,933 |
20 |
1,821.00 |
1,668.50 |
152.50 |
9.0% |
49.00 |
2.9% |
14% |
False |
True |
394,229 |
40 |
1,887.00 |
1,668.50 |
218.50 |
12.9% |
52.75 |
3.1% |
10% |
False |
True |
449,186 |
60 |
2,165.00 |
1,668.50 |
496.50 |
29.4% |
51.50 |
3.0% |
4% |
False |
True |
432,945 |
80 |
2,174.00 |
1,668.50 |
505.50 |
29.9% |
48.50 |
2.9% |
4% |
False |
True |
338,866 |
100 |
2,276.25 |
1,668.50 |
607.75 |
36.0% |
49.25 |
2.9% |
3% |
False |
True |
271,145 |
120 |
2,276.25 |
1,668.50 |
607.75 |
36.0% |
46.50 |
2.7% |
3% |
False |
True |
225,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,087.25 |
2.618 |
1,957.00 |
1.618 |
1,877.25 |
1.000 |
1,828.00 |
0.618 |
1,797.50 |
HIGH |
1,748.25 |
0.618 |
1,717.75 |
0.500 |
1,708.50 |
0.382 |
1,699.00 |
LOW |
1,668.50 |
0.618 |
1,619.25 |
1.000 |
1,588.75 |
1.618 |
1,539.50 |
2.618 |
1,459.75 |
4.250 |
1,329.50 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,708.50 |
1,722.50 |
PP |
1,702.25 |
1,711.50 |
S1 |
1,696.00 |
1,700.50 |
|