Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,264.36 |
12,259.14 |
-5.22 |
0.0% |
12,380.77 |
High |
12,281.37 |
12,259.23 |
-22.14 |
-0.2% |
12,756.56 |
Low |
12,161.05 |
12,032.42 |
-128.63 |
-1.1% |
12,223.57 |
Close |
12,258.90 |
12,213.80 |
-45.10 |
-0.4% |
12,266.39 |
Range |
120.32 |
226.81 |
106.49 |
88.5% |
532.99 |
ATR |
223.37 |
223.62 |
0.25 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,848.91 |
12,758.17 |
12,338.55 |
|
R3 |
12,622.10 |
12,531.36 |
12,276.17 |
|
R2 |
12,395.29 |
12,395.29 |
12,255.38 |
|
R1 |
12,304.55 |
12,304.55 |
12,234.59 |
12,236.52 |
PP |
12,168.48 |
12,168.48 |
12,168.48 |
12,134.47 |
S1 |
12,077.74 |
12,077.74 |
12,193.01 |
12,009.71 |
S2 |
11,941.67 |
11,941.67 |
12,172.22 |
|
S3 |
11,714.86 |
11,850.93 |
12,151.43 |
|
S4 |
11,488.05 |
11,624.12 |
12,089.05 |
|
|
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 |
12,032.42 |
724.14 |
5.9% |
200.78 |
1.6% |
25% |
False |
True |
|
10 |
12,756.56 |
12,032.42 |
724.14 |
5.9% |
220.43 |
1.8% |
25% |
False |
True |
|
20 |
12,756.56 |
12,032.42 |
724.14 |
5.9% |
214.30 |
1.8% |
25% |
False |
True |
|
40 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
250.59 |
2.1% |
45% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
229.02 |
1.9% |
27% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
228.10 |
1.9% |
27% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
219.23 |
1.8% |
23% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
203.06 |
1.7% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,223.17 |
2.618 |
12,853.02 |
1.618 |
12,626.21 |
1.000 |
12,486.04 |
0.618 |
12,399.40 |
HIGH |
12,259.23 |
0.618 |
12,172.59 |
0.500 |
12,145.83 |
0.382 |
12,119.06 |
LOW |
12,032.42 |
0.618 |
11,892.25 |
1.000 |
11,805.61 |
1.618 |
11,665.44 |
2.618 |
11,438.63 |
4.250 |
11,068.48 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,191.14 |
12,306.29 |
PP |
12,168.48 |
12,275.46 |
S1 |
12,145.83 |
12,244.63 |
|