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 |
12,254.59 |
12,039.09 |
-215.50 |
-1.8% |
12,264.36 |
High |
12,254.59 |
12,094.21 |
-160.38 |
-1.3% |
12,349.67 |
Low |
12,026.07 |
11,819.69 |
-206.38 |
-1.7% |
11,819.69 |
Close |
12,040.39 |
11,893.69 |
-146.70 |
-1.2% |
11,893.69 |
Range |
228.52 |
274.52 |
46.00 |
20.1% |
529.98 |
ATR |
223.04 |
226.71 |
3.68 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,759.42 |
12,601.08 |
12,044.68 |
|
R3 |
12,484.90 |
12,326.56 |
11,969.18 |
|
R2 |
12,210.38 |
12,210.38 |
11,944.02 |
|
R1 |
12,052.04 |
12,052.04 |
11,918.85 |
11,993.95 |
PP |
11,935.86 |
11,935.86 |
11,935.86 |
11,906.82 |
S1 |
11,777.52 |
11,777.52 |
11,868.53 |
11,719.43 |
S2 |
11,661.34 |
11,661.34 |
11,843.36 |
|
S3 |
11,386.82 |
11,503.00 |
11,818.20 |
|
S4 |
11,112.30 |
11,228.48 |
11,742.70 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,610.96 |
13,282.30 |
12,185.18 |
|
R3 |
13,080.98 |
12,752.32 |
12,039.43 |
|
R2 |
12,551.00 |
12,551.00 |
11,990.85 |
|
R1 |
12,222.34 |
12,222.34 |
11,942.27 |
12,121.68 |
PP |
12,021.02 |
12,021.02 |
12,021.02 |
11,970.69 |
S1 |
11,692.36 |
11,692.36 |
11,845.11 |
11,591.70 |
S2 |
11,491.04 |
11,491.04 |
11,796.53 |
|
S3 |
10,961.06 |
11,162.38 |
11,747.95 |
|
S4 |
10,431.08 |
10,632.40 |
11,602.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,349.67 |
11,819.69 |
529.98 |
4.5% |
211.86 |
1.8% |
14% |
False |
True |
|
10 |
12,756.56 |
11,819.69 |
936.87 |
7.9% |
218.14 |
1.8% |
8% |
False |
True |
|
20 |
12,756.56 |
11,819.69 |
936.87 |
7.9% |
210.31 |
1.8% |
8% |
False |
True |
|
40 |
12,931.29 |
11,634.82 |
1,296.47 |
10.9% |
250.19 |
2.1% |
20% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
18.0% |
234.16 |
2.0% |
12% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
18.0% |
225.99 |
1.9% |
12% |
False |
False |
|
100 |
14,118.52 |
11,634.82 |
2,483.70 |
20.9% |
221.43 |
1.9% |
10% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.6% |
205.58 |
1.7% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,260.92 |
2.618 |
12,812.90 |
1.618 |
12,538.38 |
1.000 |
12,368.73 |
0.618 |
12,263.86 |
HIGH |
12,094.21 |
0.618 |
11,989.34 |
0.500 |
11,956.95 |
0.382 |
11,924.56 |
LOW |
11,819.69 |
0.618 |
11,650.04 |
1.000 |
11,545.17 |
1.618 |
11,375.52 |
2.618 |
11,101.00 |
4.250 |
10,652.98 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
11,956.95 |
12,084.68 |
PP |
11,935.86 |
12,021.02 |
S1 |
11,914.78 |
11,957.35 |
|