Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
991.9 |
991.3 |
-0.6 |
-0.1% |
965.0 |
High |
994.0 |
1,007.0 |
13.0 |
1.3% |
994.0 |
Low |
984.0 |
991.3 |
7.3 |
0.7% |
947.0 |
Close |
990.7 |
1,000.1 |
9.4 |
0.9% |
990.7 |
Range |
10.0 |
15.7 |
5.7 |
57.0% |
47.0 |
ATR |
17.8 |
17.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
805 |
657 |
-148 |
-18.4% |
5,224 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,046.6 |
1,039.0 |
1,008.7 |
|
R3 |
1,030.9 |
1,023.3 |
1,004.4 |
|
R2 |
1,015.2 |
1,015.2 |
1,003.0 |
|
R1 |
1,007.6 |
1,007.6 |
1,001.5 |
1,011.4 |
PP |
999.5 |
999.5 |
999.5 |
1,001.4 |
S1 |
991.9 |
991.9 |
998.7 |
995.7 |
S2 |
983.8 |
983.8 |
997.2 |
|
S3 |
968.1 |
976.2 |
995.8 |
|
S4 |
952.4 |
960.5 |
991.5 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.2 |
1,101.5 |
1,016.6 |
|
R3 |
1,071.2 |
1,054.5 |
1,003.6 |
|
R2 |
1,024.2 |
1,024.2 |
999.3 |
|
R1 |
1,007.5 |
1,007.5 |
995.0 |
1,015.9 |
PP |
977.2 |
977.2 |
977.2 |
981.4 |
S1 |
960.5 |
960.5 |
986.4 |
968.9 |
S2 |
930.2 |
930.2 |
982.1 |
|
S3 |
883.2 |
913.5 |
977.8 |
|
S4 |
836.2 |
866.5 |
964.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,007.0 |
947.0 |
60.0 |
6.0% |
15.3 |
1.5% |
89% |
True |
False |
880 |
10 |
1,007.0 |
919.3 |
87.7 |
8.8% |
18.4 |
1.8% |
92% |
True |
False |
969 |
20 |
1,007.0 |
903.8 |
103.2 |
10.3% |
16.5 |
1.7% |
93% |
True |
False |
961 |
40 |
1,007.0 |
872.0 |
135.0 |
13.5% |
18.2 |
1.8% |
95% |
True |
False |
948 |
60 |
1,007.0 |
818.9 |
188.1 |
18.8% |
16.0 |
1.6% |
96% |
True |
False |
924 |
80 |
1,007.0 |
807.6 |
199.4 |
19.9% |
16.3 |
1.6% |
97% |
True |
False |
1,046 |
100 |
1,007.0 |
785.0 |
222.0 |
22.2% |
15.1 |
1.5% |
97% |
True |
False |
1,122 |
120 |
1,007.0 |
747.1 |
259.9 |
26.0% |
14.2 |
1.4% |
97% |
True |
False |
1,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.7 |
2.618 |
1,048.1 |
1.618 |
1,032.4 |
1.000 |
1,022.7 |
0.618 |
1,016.7 |
HIGH |
1,007.0 |
0.618 |
1,001.0 |
0.500 |
999.2 |
0.382 |
997.3 |
LOW |
991.3 |
0.618 |
981.6 |
1.000 |
975.6 |
1.618 |
965.9 |
2.618 |
950.2 |
4.250 |
924.6 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
999.8 |
996.6 |
PP |
999.5 |
993.0 |
S1 |
999.2 |
989.5 |
|