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 |
1,366.00 |
1,329.50 |
-36.50 |
-2.7% |
1,354.50 |
High |
1,367.00 |
1,335.75 |
-31.25 |
-2.3% |
1,390.00 |
Low |
1,325.25 |
1,320.00 |
-5.25 |
-0.4% |
1,325.25 |
Close |
1,331.25 |
1,332.00 |
0.75 |
0.1% |
1,331.25 |
Range |
41.75 |
15.75 |
-26.00 |
-62.3% |
64.75 |
ATR |
29.90 |
28.89 |
-1.01 |
-3.4% |
0.00 |
Volume |
1,796,976 |
2,302,716 |
505,740 |
28.1% |
9,794,735 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.50 |
1,370.00 |
1,340.75 |
|
R3 |
1,360.75 |
1,354.25 |
1,336.25 |
|
R2 |
1,345.00 |
1,345.00 |
1,335.00 |
|
R1 |
1,338.50 |
1,338.50 |
1,333.50 |
1,341.75 |
PP |
1,329.25 |
1,329.25 |
1,329.25 |
1,331.00 |
S1 |
1,322.75 |
1,322.75 |
1,330.50 |
1,326.00 |
S2 |
1,313.50 |
1,313.50 |
1,329.00 |
|
S3 |
1,297.75 |
1,307.00 |
1,327.75 |
|
S4 |
1,282.00 |
1,291.25 |
1,323.25 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.00 |
1,502.00 |
1,366.75 |
|
R3 |
1,478.25 |
1,437.25 |
1,349.00 |
|
R2 |
1,413.50 |
1,413.50 |
1,343.00 |
|
R1 |
1,372.50 |
1,372.50 |
1,337.25 |
1,360.50 |
PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,343.00 |
S1 |
1,307.75 |
1,307.75 |
1,325.25 |
1,296.00 |
S2 |
1,284.00 |
1,284.00 |
1,319.50 |
|
S3 |
1,219.25 |
1,243.00 |
1,313.50 |
|
S4 |
1,154.50 |
1,178.25 |
1,295.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,390.00 |
1,320.00 |
70.00 |
5.3% |
23.75 |
1.8% |
17% |
False |
True |
2,014,543 |
10 |
1,390.00 |
1,320.00 |
70.00 |
5.3% |
26.50 |
2.0% |
17% |
False |
True |
1,952,825 |
20 |
1,400.00 |
1,312.75 |
87.25 |
6.6% |
27.25 |
2.0% |
22% |
False |
False |
2,009,329 |
40 |
1,463.25 |
1,255.50 |
207.75 |
15.6% |
33.75 |
2.5% |
37% |
False |
False |
2,342,464 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.75 |
2.3% |
27% |
False |
False |
1,844,704 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.50 |
2.3% |
27% |
False |
False |
1,385,832 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.8% |
29.00 |
2.2% |
22% |
False |
False |
1,109,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.75 |
2.618 |
1,377.00 |
1.618 |
1,361.25 |
1.000 |
1,351.50 |
0.618 |
1,345.50 |
HIGH |
1,335.75 |
0.618 |
1,329.75 |
0.500 |
1,328.00 |
0.382 |
1,326.00 |
LOW |
1,320.00 |
0.618 |
1,310.25 |
1.000 |
1,304.25 |
1.618 |
1,294.50 |
2.618 |
1,278.75 |
4.250 |
1,253.00 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,330.50 |
1,350.75 |
PP |
1,329.25 |
1,344.50 |
S1 |
1,328.00 |
1,338.25 |
|