Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
983.0 |
1,003.8 |
20.8 |
2.1% |
965.0 |
High |
1,011.2 |
1,010.0 |
-1.2 |
-0.1% |
994.0 |
Low |
978.5 |
984.1 |
5.6 |
0.6% |
947.0 |
Close |
1,005.0 |
993.2 |
-11.8 |
-1.2% |
990.7 |
Range |
32.7 |
25.9 |
-6.8 |
-20.8% |
47.0 |
ATR |
19.7 |
20.2 |
0.4 |
2.2% |
0.0 |
Volume |
1,110 |
1,269 |
159 |
14.3% |
5,224 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.5 |
1,059.2 |
1,007.4 |
|
R3 |
1,047.6 |
1,033.3 |
1,000.3 |
|
R2 |
1,021.7 |
1,021.7 |
997.9 |
|
R1 |
1,007.4 |
1,007.4 |
995.6 |
1,001.6 |
PP |
995.8 |
995.8 |
995.8 |
992.9 |
S1 |
981.5 |
981.5 |
990.8 |
975.7 |
S2 |
969.9 |
969.9 |
988.5 |
|
S3 |
944.0 |
955.6 |
986.1 |
|
S4 |
918.1 |
929.7 |
979.0 |
|
|
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 |
974.0 |
37.2 |
3.7% |
23.4 |
2.4% |
52% |
False |
False |
881 |
10 |
1,011.2 |
947.0 |
64.2 |
6.5% |
20.0 |
2.0% |
72% |
False |
False |
975 |
20 |
1,011.2 |
915.0 |
96.2 |
9.7% |
18.3 |
1.8% |
81% |
False |
False |
928 |
40 |
1,011.2 |
872.0 |
139.2 |
14.0% |
19.2 |
1.9% |
87% |
False |
False |
947 |
60 |
1,011.2 |
819.7 |
191.5 |
19.3% |
17.0 |
1.7% |
91% |
False |
False |
916 |
80 |
1,011.2 |
807.6 |
203.6 |
20.5% |
16.6 |
1.7% |
91% |
False |
False |
1,019 |
100 |
1,011.2 |
785.0 |
226.2 |
22.8% |
15.8 |
1.6% |
92% |
False |
False |
1,101 |
120 |
1,011.2 |
756.0 |
255.2 |
25.7% |
14.8 |
1.5% |
93% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,120.1 |
2.618 |
1,077.8 |
1.618 |
1,051.9 |
1.000 |
1,035.9 |
0.618 |
1,026.0 |
HIGH |
1,010.0 |
0.618 |
1,000.1 |
0.500 |
997.1 |
0.382 |
994.0 |
LOW |
984.1 |
0.618 |
968.1 |
1.000 |
958.2 |
1.618 |
942.2 |
2.618 |
916.3 |
4.250 |
874.0 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
997.1 |
993.0 |
PP |
995.8 |
992.8 |
S1 |
994.5 |
992.6 |
|