Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,003.8 |
996.8 |
-7.0 |
-0.7% |
991.3 |
High |
1,010.0 |
1,005.1 |
-4.9 |
-0.5% |
1,011.2 |
Low |
984.1 |
986.7 |
2.6 |
0.3% |
974.0 |
Close |
993.2 |
989.9 |
-3.3 |
-0.3% |
989.9 |
Range |
25.9 |
18.4 |
-7.5 |
-29.0% |
37.2 |
ATR |
20.2 |
20.0 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,269 |
1,082 |
-187 |
-14.7% |
4,686 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.1 |
1,037.9 |
1,000.0 |
|
R3 |
1,030.7 |
1,019.5 |
995.0 |
|
R2 |
1,012.3 |
1,012.3 |
993.3 |
|
R1 |
1,001.1 |
1,001.1 |
991.6 |
997.5 |
PP |
993.9 |
993.9 |
993.9 |
992.1 |
S1 |
982.7 |
982.7 |
988.2 |
979.1 |
S2 |
975.5 |
975.5 |
986.5 |
|
S3 |
957.1 |
964.3 |
984.8 |
|
S4 |
938.7 |
945.9 |
979.8 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.3 |
1,083.8 |
1,010.4 |
|
R3 |
1,066.1 |
1,046.6 |
1,000.1 |
|
R2 |
1,028.9 |
1,028.9 |
996.7 |
|
R1 |
1,009.4 |
1,009.4 |
993.3 |
1,000.6 |
PP |
991.7 |
991.7 |
991.7 |
987.3 |
S1 |
972.2 |
972.2 |
986.5 |
963.4 |
S2 |
954.5 |
954.5 |
983.1 |
|
S3 |
917.3 |
935.0 |
979.7 |
|
S4 |
880.1 |
897.8 |
969.4 |
|
|
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 |
3.8% |
25.0 |
2.5% |
43% |
False |
False |
937 |
10 |
1,011.2 |
947.0 |
64.2 |
6.5% |
20.5 |
2.1% |
67% |
False |
False |
991 |
20 |
1,011.2 |
915.0 |
96.2 |
9.7% |
18.6 |
1.9% |
78% |
False |
False |
907 |
40 |
1,011.2 |
872.0 |
139.2 |
14.1% |
19.0 |
1.9% |
85% |
False |
False |
955 |
60 |
1,011.2 |
819.7 |
191.5 |
19.3% |
17.2 |
1.7% |
89% |
False |
False |
925 |
80 |
1,011.2 |
807.6 |
203.6 |
20.6% |
16.6 |
1.7% |
90% |
False |
False |
1,014 |
100 |
1,011.2 |
785.0 |
226.2 |
22.9% |
15.9 |
1.6% |
91% |
False |
False |
1,099 |
120 |
1,011.2 |
762.4 |
248.8 |
25.1% |
14.8 |
1.5% |
91% |
False |
False |
1,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.3 |
2.618 |
1,053.3 |
1.618 |
1,034.9 |
1.000 |
1,023.5 |
0.618 |
1,016.5 |
HIGH |
1,005.1 |
0.618 |
998.1 |
0.500 |
995.9 |
0.382 |
993.7 |
LOW |
986.7 |
0.618 |
975.3 |
1.000 |
968.3 |
1.618 |
956.9 |
2.618 |
938.5 |
4.250 |
908.5 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
995.9 |
994.9 |
PP |
993.9 |
993.2 |
S1 |
991.9 |
991.6 |
|