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 |
12,259.14 |
12,204.93 |
-54.21 |
-0.4% |
12,380.77 |
High |
12,259.23 |
12,349.67 |
90.44 |
0.7% |
12,756.56 |
Low |
12,032.42 |
12,140.53 |
108.11 |
0.9% |
12,223.57 |
Close |
12,213.80 |
12,254.99 |
41.19 |
0.3% |
12,266.39 |
Range |
226.81 |
209.14 |
-17.67 |
-7.8% |
532.99 |
ATR |
223.62 |
222.58 |
-1.03 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,875.82 |
12,774.54 |
12,370.02 |
|
R3 |
12,666.68 |
12,565.40 |
12,312.50 |
|
R2 |
12,457.54 |
12,457.54 |
12,293.33 |
|
R1 |
12,356.26 |
12,356.26 |
12,274.16 |
12,406.90 |
PP |
12,248.40 |
12,248.40 |
12,248.40 |
12,273.72 |
S1 |
12,147.12 |
12,147.12 |
12,235.82 |
12,197.76 |
S2 |
12,039.26 |
12,039.26 |
12,216.65 |
|
S3 |
11,830.12 |
11,937.98 |
12,197.48 |
|
S4 |
11,620.98 |
11,728.84 |
12,139.96 |
|
|
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 |
12,689.44 |
12,032.42 |
657.02 |
5.4% |
213.17 |
1.7% |
34% |
False |
False |
|
10 |
12,756.56 |
12,032.42 |
724.14 |
5.9% |
217.71 |
1.8% |
31% |
False |
False |
|
20 |
12,756.56 |
12,032.42 |
724.14 |
5.9% |
206.37 |
1.7% |
31% |
False |
False |
|
40 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
252.06 |
2.1% |
48% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
229.06 |
1.9% |
29% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
226.20 |
1.8% |
29% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
219.76 |
1.8% |
24% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
204.00 |
1.7% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,238.52 |
2.618 |
12,897.20 |
1.618 |
12,688.06 |
1.000 |
12,558.81 |
0.618 |
12,478.92 |
HIGH |
12,349.67 |
0.618 |
12,269.78 |
0.500 |
12,245.10 |
0.382 |
12,220.42 |
LOW |
12,140.53 |
0.618 |
12,011.28 |
1.000 |
11,931.39 |
1.618 |
11,802.14 |
2.618 |
11,593.00 |
4.250 |
11,251.69 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,251.69 |
12,233.68 |
PP |
12,248.40 |
12,212.36 |
S1 |
12,245.10 |
12,191.05 |
|