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 |
996.7 |
997.0 |
0.3 |
0.0% |
1,003.7 |
High |
996.7 |
997.0 |
0.3 |
0.0% |
1,014.8 |
Low |
993.1 |
997.0 |
3.9 |
0.4% |
983.5 |
Close |
996.7 |
993.3 |
-3.4 |
-0.3% |
993.3 |
Range |
3.6 |
0.0 |
-3.6 |
-100.0% |
31.3 |
ATR |
12.9 |
12.0 |
-0.9 |
-7.0% |
0.0 |
Volume |
54 |
248 |
194 |
359.3% |
2,779 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995.8 |
994.5 |
993.3 |
|
R3 |
995.8 |
994.5 |
993.3 |
|
R2 |
995.8 |
995.8 |
993.3 |
|
R1 |
994.5 |
994.5 |
993.3 |
995.2 |
PP |
995.8 |
995.8 |
995.8 |
996.1 |
S1 |
994.5 |
994.5 |
993.3 |
995.2 |
S2 |
995.8 |
995.8 |
993.3 |
|
S3 |
995.8 |
994.5 |
993.3 |
|
S4 |
995.8 |
994.5 |
993.3 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.1 |
1,073.5 |
1,010.5 |
|
R3 |
1,059.8 |
1,042.2 |
1,001.9 |
|
R2 |
1,028.5 |
1,028.5 |
999.0 |
|
R1 |
1,010.9 |
1,010.9 |
996.2 |
1,004.1 |
PP |
997.2 |
997.2 |
997.2 |
993.8 |
S1 |
979.6 |
979.6 |
990.4 |
972.8 |
S2 |
965.9 |
965.9 |
987.6 |
|
S3 |
934.6 |
948.3 |
984.7 |
|
S4 |
903.3 |
917.0 |
976.1 |
|
|
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 |
3.2% |
10.9 |
1.1% |
31% |
False |
False |
555 |
10 |
1,014.8 |
958.1 |
56.7 |
5.7% |
6.6 |
0.7% |
62% |
False |
False |
525 |
20 |
1,014.8 |
923.9 |
90.9 |
9.2% |
5.3 |
0.5% |
76% |
False |
False |
817 |
40 |
1,014.8 |
888.0 |
126.8 |
12.8% |
5.6 |
0.6% |
83% |
False |
False |
634 |
60 |
1,014.8 |
828.5 |
186.3 |
18.8% |
4.1 |
0.4% |
88% |
False |
False |
500 |
80 |
1,014.8 |
817.9 |
196.9 |
19.8% |
3.3 |
0.3% |
89% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
997.0 |
2.618 |
997.0 |
1.618 |
997.0 |
1.000 |
997.0 |
0.618 |
997.0 |
HIGH |
997.0 |
0.618 |
997.0 |
0.500 |
997.0 |
0.382 |
997.0 |
LOW |
997.0 |
0.618 |
997.0 |
1.000 |
997.0 |
1.618 |
997.0 |
2.618 |
997.0 |
4.250 |
997.0 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
997.0 |
1,000.5 |
PP |
995.8 |
998.1 |
S1 |
994.5 |
995.7 |
|