| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
12,579.58 |
12,264.36 |
-315.22 |
-2.5% |
12,380.77 |
| High |
12,580.15 |
12,281.37 |
-298.78 |
-2.4% |
12,756.56 |
| Low |
12,223.57 |
12,161.05 |
-62.52 |
-0.5% |
12,223.57 |
| Close |
12,266.39 |
12,258.90 |
-7.49 |
-0.1% |
12,266.39 |
| Range |
356.58 |
120.32 |
-236.26 |
-66.3% |
532.99 |
| ATR |
231.30 |
223.37 |
-7.93 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,594.73 |
12,547.14 |
12,325.08 |
|
| R3 |
12,474.41 |
12,426.82 |
12,291.99 |
|
| R2 |
12,354.09 |
12,354.09 |
12,280.96 |
|
| R1 |
12,306.50 |
12,306.50 |
12,269.93 |
12,270.14 |
| PP |
12,233.77 |
12,233.77 |
12,233.77 |
12,215.59 |
| S1 |
12,186.18 |
12,186.18 |
12,247.87 |
12,149.82 |
| S2 |
12,113.45 |
12,113.45 |
12,236.84 |
|
| S3 |
11,993.13 |
12,065.86 |
12,225.81 |
|
| S4 |
11,872.81 |
11,945.54 |
12,192.72 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,014.48 |
13,673.42 |
12,559.53 |
|
| R3 |
13,481.49 |
13,140.43 |
12,412.96 |
|
| R2 |
12,948.50 |
12,948.50 |
12,364.10 |
|
| R1 |
12,607.44 |
12,607.44 |
12,315.25 |
12,511.48 |
| PP |
12,415.51 |
12,415.51 |
12,415.51 |
12,367.52 |
| S1 |
12,074.45 |
12,074.45 |
12,217.53 |
11,978.49 |
| S2 |
11,882.52 |
11,882.52 |
12,168.68 |
|
| S3 |
11,349.53 |
11,541.46 |
12,119.82 |
|
| S4 |
10,816.54 |
11,008.47 |
11,973.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,756.56 |
12,161.05 |
595.51 |
4.9% |
199.77 |
1.6% |
16% |
False |
True |
|
| 10 |
12,756.56 |
12,155.26 |
601.30 |
4.9% |
217.86 |
1.8% |
17% |
False |
False |
|
| 20 |
12,756.56 |
12,069.47 |
687.09 |
5.6% |
209.36 |
1.7% |
28% |
False |
False |
|
| 40 |
13,046.72 |
11,634.82 |
1,411.90 |
11.5% |
251.36 |
2.1% |
44% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
228.85 |
1.9% |
29% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
227.24 |
1.9% |
29% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
218.28 |
1.8% |
24% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
202.81 |
1.7% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,792.73 |
|
2.618 |
12,596.37 |
|
1.618 |
12,476.05 |
|
1.000 |
12,401.69 |
|
0.618 |
12,355.73 |
|
HIGH |
12,281.37 |
|
0.618 |
12,235.41 |
|
0.500 |
12,221.21 |
|
0.382 |
12,207.01 |
|
LOW |
12,161.05 |
|
0.618 |
12,086.69 |
|
1.000 |
12,040.73 |
|
1.618 |
11,966.37 |
|
2.618 |
11,846.05 |
|
4.250 |
11,649.69 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,246.34 |
12,425.25 |
| PP |
12,233.77 |
12,369.80 |
| S1 |
12,221.21 |
12,314.35 |
|