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 |
986.2 |
996.7 |
10.5 |
1.1% |
960.6 |
High |
1,014.8 |
996.7 |
-18.1 |
-1.8% |
994.7 |
Low |
986.2 |
993.1 |
6.9 |
0.7% |
958.1 |
Close |
1,008.6 |
996.7 |
-11.9 |
-1.2% |
994.1 |
Range |
28.6 |
3.6 |
-25.0 |
-87.4% |
36.6 |
ATR |
12.6 |
12.9 |
0.2 |
1.6% |
0.0 |
Volume |
533 |
54 |
-479 |
-89.9% |
2,476 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.3 |
1,005.1 |
998.7 |
|
R3 |
1,002.7 |
1,001.5 |
997.7 |
|
R2 |
999.1 |
999.1 |
997.4 |
|
R1 |
997.9 |
997.9 |
997.0 |
998.5 |
PP |
995.5 |
995.5 |
995.5 |
995.8 |
S1 |
994.3 |
994.3 |
996.4 |
994.9 |
S2 |
991.9 |
991.9 |
996.0 |
|
S3 |
988.3 |
990.7 |
995.7 |
|
S4 |
984.7 |
987.1 |
994.7 |
|
|
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% |
11.0 |
1.1% |
42% |
False |
False |
622 |
10 |
1,014.8 |
958.1 |
56.7 |
5.7% |
6.7 |
0.7% |
68% |
False |
False |
550 |
20 |
1,014.8 |
923.9 |
90.9 |
9.1% |
5.5 |
0.6% |
80% |
False |
False |
808 |
40 |
1,014.8 |
888.0 |
126.8 |
12.7% |
5.6 |
0.6% |
86% |
False |
False |
629 |
60 |
1,014.8 |
828.5 |
186.3 |
18.7% |
4.1 |
0.4% |
90% |
False |
False |
498 |
80 |
1,014.8 |
817.9 |
196.9 |
19.8% |
3.3 |
0.3% |
91% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,012.0 |
2.618 |
1,006.1 |
1.618 |
1,002.5 |
1.000 |
1,000.3 |
0.618 |
998.9 |
HIGH |
996.7 |
0.618 |
995.3 |
0.500 |
994.9 |
0.382 |
994.5 |
LOW |
993.1 |
0.618 |
990.9 |
1.000 |
989.5 |
1.618 |
987.3 |
2.618 |
983.7 |
4.250 |
977.8 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
996.1 |
999.2 |
PP |
995.5 |
998.3 |
S1 |
994.9 |
997.5 |
|