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 |
1,332.50 |
1,328.00 |
-4.50 |
-0.3% |
1,354.50 |
High |
1,337.50 |
1,345.00 |
7.50 |
0.6% |
1,390.00 |
Low |
1,307.00 |
1,320.25 |
13.25 |
1.0% |
1,325.25 |
Close |
1,327.00 |
1,335.50 |
8.50 |
0.6% |
1,331.25 |
Range |
30.50 |
24.75 |
-5.75 |
-18.9% |
64.75 |
ATR |
29.00 |
28.70 |
-0.30 |
-1.0% |
0.00 |
Volume |
1,944,534 |
2,763,950 |
819,416 |
42.1% |
9,794,735 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,396.50 |
1,349.00 |
|
R3 |
1,383.00 |
1,371.75 |
1,342.25 |
|
R2 |
1,358.25 |
1,358.25 |
1,340.00 |
|
R1 |
1,347.00 |
1,347.00 |
1,337.75 |
1,352.50 |
PP |
1,333.50 |
1,333.50 |
1,333.50 |
1,336.50 |
S1 |
1,322.25 |
1,322.25 |
1,333.25 |
1,328.00 |
S2 |
1,308.75 |
1,308.75 |
1,331.00 |
|
S3 |
1,284.00 |
1,297.50 |
1,328.75 |
|
S4 |
1,259.25 |
1,272.75 |
1,322.00 |
|
|
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 |
1,381.50 |
1,307.00 |
74.50 |
5.6% |
26.25 |
2.0% |
38% |
False |
False |
2,128,770 |
10 |
1,390.00 |
1,307.00 |
83.00 |
6.2% |
26.50 |
2.0% |
34% |
False |
False |
2,105,124 |
20 |
1,390.00 |
1,307.00 |
83.00 |
6.2% |
26.50 |
2.0% |
34% |
False |
False |
2,069,272 |
40 |
1,437.75 |
1,255.50 |
182.25 |
13.6% |
33.50 |
2.5% |
44% |
False |
False |
2,373,533 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.75 |
2.3% |
28% |
False |
False |
1,922,152 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.25 |
2.3% |
28% |
False |
False |
1,444,570 |
100 |
1,587.75 |
1,255.50 |
332.25 |
24.9% |
29.25 |
2.2% |
24% |
False |
False |
1,156,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.25 |
2.618 |
1,409.75 |
1.618 |
1,385.00 |
1.000 |
1,369.75 |
0.618 |
1,360.25 |
HIGH |
1,345.00 |
0.618 |
1,335.50 |
0.500 |
1,332.50 |
0.382 |
1,329.75 |
LOW |
1,320.25 |
0.618 |
1,305.00 |
1.000 |
1,295.50 |
1.618 |
1,280.25 |
2.618 |
1,255.50 |
4.250 |
1,215.00 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,334.50 |
1,332.25 |
PP |
1,333.50 |
1,329.25 |
S1 |
1,332.50 |
1,326.00 |
|