Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
991.3 |
1,003.0 |
11.7 |
1.2% |
965.0 |
High |
1,007.0 |
1,006.5 |
-0.5 |
0.0% |
994.0 |
Low |
991.3 |
974.0 |
-17.3 |
-1.7% |
947.0 |
Close |
1,000.1 |
981.7 |
-18.4 |
-1.8% |
990.7 |
Range |
15.7 |
32.5 |
16.8 |
107.0% |
47.0 |
ATR |
17.7 |
18.7 |
1.1 |
6.0% |
0.0 |
Volume |
657 |
568 |
-89 |
-13.5% |
5,224 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.9 |
1,065.8 |
999.6 |
|
R3 |
1,052.4 |
1,033.3 |
990.6 |
|
R2 |
1,019.9 |
1,019.9 |
987.7 |
|
R1 |
1,000.8 |
1,000.8 |
984.7 |
994.1 |
PP |
987.4 |
987.4 |
987.4 |
984.1 |
S1 |
968.3 |
968.3 |
978.7 |
961.6 |
S2 |
954.9 |
954.9 |
975.7 |
|
S3 |
922.4 |
935.8 |
972.8 |
|
S4 |
889.9 |
903.3 |
963.8 |
|
|
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 |
970.0 |
37.0 |
3.8% |
17.4 |
1.8% |
32% |
False |
False |
770 |
10 |
1,007.0 |
933.2 |
73.8 |
7.5% |
18.7 |
1.9% |
66% |
False |
False |
977 |
20 |
1,007.0 |
905.1 |
101.9 |
10.4% |
17.1 |
1.7% |
75% |
False |
False |
965 |
40 |
1,007.0 |
872.0 |
135.0 |
13.8% |
18.8 |
1.9% |
81% |
False |
False |
944 |
60 |
1,007.0 |
819.7 |
187.3 |
19.1% |
16.3 |
1.7% |
86% |
False |
False |
928 |
80 |
1,007.0 |
807.6 |
199.4 |
20.3% |
16.5 |
1.7% |
87% |
False |
False |
1,015 |
100 |
1,007.0 |
785.0 |
222.0 |
22.6% |
15.3 |
1.6% |
89% |
False |
False |
1,116 |
120 |
1,007.0 |
747.1 |
259.9 |
26.5% |
14.4 |
1.5% |
90% |
False |
False |
1,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.6 |
2.618 |
1,091.6 |
1.618 |
1,059.1 |
1.000 |
1,039.0 |
0.618 |
1,026.6 |
HIGH |
1,006.5 |
0.618 |
994.1 |
0.500 |
990.3 |
0.382 |
986.4 |
LOW |
974.0 |
0.618 |
953.9 |
1.000 |
941.5 |
1.618 |
921.4 |
2.618 |
888.9 |
4.250 |
835.9 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
990.3 |
990.5 |
PP |
987.4 |
987.6 |
S1 |
984.6 |
984.6 |
|