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 |
1,001.4 |
986.2 |
-15.2 |
-1.5% |
960.6 |
High |
1,001.4 |
1,014.8 |
13.4 |
1.3% |
994.7 |
Low |
983.5 |
986.2 |
2.7 |
0.3% |
958.1 |
Close |
984.9 |
1,008.6 |
23.7 |
2.4% |
994.1 |
Range |
17.9 |
28.6 |
10.7 |
59.8% |
36.6 |
ATR |
11.3 |
12.6 |
1.3 |
11.7% |
0.0 |
Volume |
1,212 |
533 |
-679 |
-56.0% |
2,476 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.0 |
1,077.4 |
1,024.3 |
|
R3 |
1,060.4 |
1,048.8 |
1,016.5 |
|
R2 |
1,031.8 |
1,031.8 |
1,013.8 |
|
R1 |
1,020.2 |
1,020.2 |
1,011.2 |
1,026.0 |
PP |
1,003.2 |
1,003.2 |
1,003.2 |
1,006.1 |
S1 |
991.6 |
991.6 |
1,006.0 |
997.4 |
S2 |
974.6 |
974.6 |
1,003.4 |
|
S3 |
946.0 |
963.0 |
1,000.7 |
|
S4 |
917.4 |
934.4 |
992.9 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.1 |
1,079.7 |
1,014.2 |
|
R3 |
1,055.5 |
1,043.1 |
1,004.2 |
|
R2 |
1,018.9 |
1,018.9 |
1,000.8 |
|
R1 |
1,006.5 |
1,006.5 |
997.5 |
1,012.7 |
PP |
982.3 |
982.3 |
982.3 |
985.4 |
S1 |
969.9 |
969.9 |
990.7 |
976.1 |
S2 |
945.7 |
945.7 |
987.4 |
|
S3 |
909.1 |
933.3 |
984.0 |
|
S4 |
872.5 |
896.7 |
974.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,014.8 |
983.5 |
31.3 |
3.1% |
11.5 |
1.1% |
80% |
True |
False |
667 |
10 |
1,014.8 |
958.1 |
56.7 |
5.6% |
6.7 |
0.7% |
89% |
True |
False |
895 |
20 |
1,014.8 |
923.9 |
90.9 |
9.0% |
5.3 |
0.5% |
93% |
True |
False |
827 |
40 |
1,014.8 |
888.0 |
126.8 |
12.6% |
5.9 |
0.6% |
95% |
True |
False |
633 |
60 |
1,014.8 |
828.5 |
186.3 |
18.5% |
4.0 |
0.4% |
97% |
True |
False |
497 |
80 |
1,014.8 |
817.9 |
196.9 |
19.5% |
3.4 |
0.3% |
97% |
True |
False |
517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.4 |
2.618 |
1,089.7 |
1.618 |
1,061.1 |
1.000 |
1,043.4 |
0.618 |
1,032.5 |
HIGH |
1,014.8 |
0.618 |
1,003.9 |
0.500 |
1,000.5 |
0.382 |
997.1 |
LOW |
986.2 |
0.618 |
968.5 |
1.000 |
957.6 |
1.618 |
939.9 |
2.618 |
911.3 |
4.250 |
864.7 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,005.9 |
1,005.5 |
PP |
1,003.2 |
1,002.3 |
S1 |
1,000.5 |
999.2 |
|