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 |
1,335.75 |
1,307.00 |
-28.75 |
-2.2% |
1,329.50 |
High |
1,343.00 |
1,318.50 |
-24.50 |
-1.8% |
1,345.00 |
Low |
1,302.25 |
1,282.25 |
-20.00 |
-1.5% |
1,282.25 |
Close |
1,308.00 |
1,292.75 |
-15.25 |
-1.2% |
1,292.75 |
Range |
40.75 |
36.25 |
-4.50 |
-11.0% |
62.75 |
ATR |
29.56 |
30.04 |
0.48 |
1.6% |
0.00 |
Volume |
2,468,567 |
2,517,077 |
48,510 |
2.0% |
11,996,844 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.50 |
1,386.00 |
1,312.75 |
|
R3 |
1,370.25 |
1,349.75 |
1,302.75 |
|
R2 |
1,334.00 |
1,334.00 |
1,299.50 |
|
R1 |
1,313.50 |
1,313.50 |
1,296.00 |
1,305.50 |
PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,294.00 |
S1 |
1,277.25 |
1,277.25 |
1,289.50 |
1,269.50 |
S2 |
1,261.50 |
1,261.50 |
1,286.00 |
|
S3 |
1,225.25 |
1,241.00 |
1,282.75 |
|
S4 |
1,189.00 |
1,204.75 |
1,272.75 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.00 |
1,456.50 |
1,327.25 |
|
R3 |
1,432.25 |
1,393.75 |
1,310.00 |
|
R2 |
1,369.50 |
1,369.50 |
1,304.25 |
|
R1 |
1,331.00 |
1,331.00 |
1,298.50 |
1,319.00 |
PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,300.50 |
S1 |
1,268.25 |
1,268.25 |
1,287.00 |
1,256.00 |
S2 |
1,244.00 |
1,244.00 |
1,281.25 |
|
S3 |
1,181.25 |
1,205.50 |
1,275.50 |
|
S4 |
1,118.50 |
1,142.75 |
1,258.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.00 |
1,282.25 |
62.75 |
4.9% |
29.50 |
2.3% |
17% |
False |
True |
2,399,368 |
10 |
1,390.00 |
1,282.25 |
107.75 |
8.3% |
28.00 |
2.2% |
10% |
False |
True |
2,179,157 |
20 |
1,390.00 |
1,282.25 |
107.75 |
8.3% |
27.25 |
2.1% |
10% |
False |
True |
2,084,531 |
40 |
1,436.25 |
1,255.50 |
180.75 |
14.0% |
33.50 |
2.6% |
21% |
False |
False |
2,364,695 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.9% |
31.50 |
2.4% |
13% |
False |
False |
2,003,379 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.9% |
30.50 |
2.4% |
13% |
False |
False |
1,506,753 |
100 |
1,572.75 |
1,255.50 |
317.25 |
24.5% |
29.50 |
2.3% |
12% |
False |
False |
1,205,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.50 |
2.618 |
1,413.50 |
1.618 |
1,377.25 |
1.000 |
1,354.75 |
0.618 |
1,341.00 |
HIGH |
1,318.50 |
0.618 |
1,304.75 |
0.500 |
1,300.50 |
0.382 |
1,296.00 |
LOW |
1,282.25 |
0.618 |
1,259.75 |
1.000 |
1,246.00 |
1.618 |
1,223.50 |
2.618 |
1,187.25 |
4.250 |
1,128.25 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,300.50 |
1,313.50 |
PP |
1,297.75 |
1,306.75 |
S1 |
1,295.25 |
1,299.75 |
|