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 |
12,204.93 |
12,254.59 |
49.66 |
0.4% |
12,380.77 |
High |
12,349.67 |
12,254.59 |
-95.08 |
-0.8% |
12,756.56 |
Low |
12,140.53 |
12,026.07 |
-114.46 |
-0.9% |
12,223.57 |
Close |
12,254.99 |
12,040.39 |
-214.60 |
-1.8% |
12,266.39 |
Range |
209.14 |
228.52 |
19.38 |
9.3% |
532.99 |
ATR |
222.58 |
223.04 |
0.45 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,792.58 |
12,645.00 |
12,166.08 |
|
R3 |
12,564.06 |
12,416.48 |
12,103.23 |
|
R2 |
12,335.54 |
12,335.54 |
12,082.29 |
|
R1 |
12,187.96 |
12,187.96 |
12,061.34 |
12,147.49 |
PP |
12,107.02 |
12,107.02 |
12,107.02 |
12,086.78 |
S1 |
11,959.44 |
11,959.44 |
12,019.44 |
11,918.97 |
S2 |
11,878.50 |
11,878.50 |
11,998.49 |
|
S3 |
11,649.98 |
11,730.92 |
11,977.55 |
|
S4 |
11,421.46 |
11,502.40 |
11,914.70 |
|
|
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 |
12,580.15 |
12,026.07 |
554.08 |
4.6% |
228.27 |
1.9% |
3% |
False |
True |
|
10 |
12,756.56 |
12,026.07 |
730.49 |
6.1% |
214.95 |
1.8% |
2% |
False |
True |
|
20 |
12,756.56 |
12,026.07 |
730.49 |
6.1% |
207.18 |
1.7% |
2% |
False |
True |
|
40 |
12,931.29 |
11,634.82 |
1,296.47 |
10.8% |
249.25 |
2.1% |
31% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.8% |
231.76 |
1.9% |
19% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.8% |
225.62 |
1.9% |
19% |
False |
False |
|
100 |
14,118.52 |
11,634.82 |
2,483.70 |
20.6% |
219.57 |
1.8% |
16% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.3% |
204.43 |
1.7% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,225.80 |
2.618 |
12,852.86 |
1.618 |
12,624.34 |
1.000 |
12,483.11 |
0.618 |
12,395.82 |
HIGH |
12,254.59 |
0.618 |
12,167.30 |
0.500 |
12,140.33 |
0.382 |
12,113.36 |
LOW |
12,026.07 |
0.618 |
11,884.84 |
1.000 |
11,797.55 |
1.618 |
11,656.32 |
2.618 |
11,427.80 |
4.250 |
11,054.86 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,140.33 |
12,187.87 |
PP |
12,107.02 |
12,138.71 |
S1 |
12,073.70 |
12,089.55 |
|