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 |
1,329.50 |
1,332.50 |
3.00 |
0.2% |
1,354.50 |
High |
1,335.75 |
1,337.50 |
1.75 |
0.1% |
1,390.00 |
Low |
1,320.00 |
1,307.00 |
-13.00 |
-1.0% |
1,325.25 |
Close |
1,332.00 |
1,327.00 |
-5.00 |
-0.4% |
1,331.25 |
Range |
15.75 |
30.50 |
14.75 |
93.7% |
64.75 |
ATR |
28.89 |
29.00 |
0.12 |
0.4% |
0.00 |
Volume |
2,302,716 |
1,944,534 |
-358,182 |
-15.6% |
9,794,735 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.25 |
1,401.75 |
1,343.75 |
|
R3 |
1,384.75 |
1,371.25 |
1,335.50 |
|
R2 |
1,354.25 |
1,354.25 |
1,332.50 |
|
R1 |
1,340.75 |
1,340.75 |
1,329.75 |
1,332.25 |
PP |
1,323.75 |
1,323.75 |
1,323.75 |
1,319.50 |
S1 |
1,310.25 |
1,310.25 |
1,324.25 |
1,301.75 |
S2 |
1,293.25 |
1,293.25 |
1,321.50 |
|
S3 |
1,262.75 |
1,279.75 |
1,318.50 |
|
S4 |
1,232.25 |
1,249.25 |
1,310.25 |
|
|
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 |
1,307.00 |
83.00 |
6.3% |
25.00 |
1.9% |
24% |
False |
True |
1,995,218 |
10 |
1,390.00 |
1,307.00 |
83.00 |
6.3% |
27.25 |
2.0% |
24% |
False |
True |
2,000,587 |
20 |
1,390.00 |
1,307.00 |
83.00 |
6.3% |
27.50 |
2.1% |
24% |
False |
True |
1,992,009 |
40 |
1,437.75 |
1,255.50 |
182.25 |
13.7% |
33.50 |
2.5% |
39% |
False |
False |
2,359,421 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.3% |
30.75 |
2.3% |
25% |
False |
False |
1,876,566 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.3% |
30.25 |
2.3% |
25% |
False |
False |
1,410,093 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.8% |
29.25 |
2.2% |
21% |
False |
False |
1,128,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.00 |
2.618 |
1,417.25 |
1.618 |
1,386.75 |
1.000 |
1,368.00 |
0.618 |
1,356.25 |
HIGH |
1,337.50 |
0.618 |
1,325.75 |
0.500 |
1,322.25 |
0.382 |
1,318.75 |
LOW |
1,307.00 |
0.618 |
1,288.25 |
1.000 |
1,276.50 |
1.618 |
1,257.75 |
2.618 |
1,227.25 |
4.250 |
1,177.50 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,325.50 |
1,337.00 |
PP |
1,323.75 |
1,333.75 |
S1 |
1,322.25 |
1,330.25 |
|