Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,003.0 |
983.0 |
-20.0 |
-2.0% |
965.0 |
High |
1,006.5 |
1,011.2 |
4.7 |
0.5% |
994.0 |
Low |
974.0 |
978.5 |
4.5 |
0.5% |
947.0 |
Close |
981.7 |
1,005.0 |
23.3 |
2.4% |
990.7 |
Range |
32.5 |
32.7 |
0.2 |
0.6% |
47.0 |
ATR |
18.7 |
19.7 |
1.0 |
5.3% |
0.0 |
Volume |
568 |
1,110 |
542 |
95.4% |
5,224 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.3 |
1,083.4 |
1,023.0 |
|
R3 |
1,063.6 |
1,050.7 |
1,014.0 |
|
R2 |
1,030.9 |
1,030.9 |
1,011.0 |
|
R1 |
1,018.0 |
1,018.0 |
1,008.0 |
1,024.5 |
PP |
998.2 |
998.2 |
998.2 |
1,001.5 |
S1 |
985.3 |
985.3 |
1,002.0 |
991.8 |
S2 |
965.5 |
965.5 |
999.0 |
|
S3 |
932.8 |
952.6 |
996.0 |
|
S4 |
900.1 |
919.9 |
987.0 |
|
|
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 |
1,011.2 |
972.0 |
39.2 |
3.9% |
22.0 |
2.2% |
84% |
True |
False |
751 |
10 |
1,011.2 |
947.0 |
64.2 |
6.4% |
19.0 |
1.9% |
90% |
True |
False |
978 |
20 |
1,011.2 |
915.0 |
96.2 |
9.6% |
17.7 |
1.8% |
94% |
True |
False |
988 |
40 |
1,011.2 |
872.0 |
139.2 |
13.9% |
19.0 |
1.9% |
96% |
True |
False |
951 |
60 |
1,011.2 |
819.7 |
191.5 |
19.1% |
16.7 |
1.7% |
97% |
True |
False |
900 |
80 |
1,011.2 |
807.6 |
203.6 |
20.3% |
16.8 |
1.7% |
97% |
True |
False |
1,006 |
100 |
1,011.2 |
785.0 |
226.2 |
22.5% |
15.6 |
1.6% |
97% |
True |
False |
1,107 |
120 |
1,011.2 |
754.0 |
257.2 |
25.6% |
14.6 |
1.5% |
98% |
True |
False |
1,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,150.2 |
2.618 |
1,096.8 |
1.618 |
1,064.1 |
1.000 |
1,043.9 |
0.618 |
1,031.4 |
HIGH |
1,011.2 |
0.618 |
998.7 |
0.500 |
994.9 |
0.382 |
991.0 |
LOW |
978.5 |
0.618 |
958.3 |
1.000 |
945.8 |
1.618 |
925.6 |
2.618 |
892.9 |
4.250 |
839.5 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,001.6 |
1,000.9 |
PP |
998.2 |
996.7 |
S1 |
994.9 |
992.6 |
|