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 |
6,866.0 |
6,628.0 |
-238.0 |
-3.5% |
6,906.0 |
High |
6,883.0 |
6,739.5 |
-143.5 |
-2.1% |
7,048.5 |
Low |
6,690.5 |
6,616.0 |
-74.5 |
-1.1% |
6,690.5 |
Close |
6,748.5 |
6,694.0 |
-54.5 |
-0.8% |
6,748.5 |
Range |
192.5 |
123.5 |
-69.0 |
-35.8% |
358.0 |
ATR |
173.7 |
170.8 |
-2.9 |
-1.7% |
0.0 |
Volume |
198,041 |
169,300 |
-28,741 |
-14.5% |
874,337 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,053.7 |
6,997.3 |
6,761.9 |
|
R3 |
6,930.2 |
6,873.8 |
6,728.0 |
|
R2 |
6,806.7 |
6,806.7 |
6,716.6 |
|
R1 |
6,750.3 |
6,750.3 |
6,705.3 |
6,778.5 |
PP |
6,683.2 |
6,683.2 |
6,683.2 |
6,697.3 |
S1 |
6,626.8 |
6,626.8 |
6,682.7 |
6,655.0 |
S2 |
6,559.7 |
6,559.7 |
6,671.4 |
|
S3 |
6,436.2 |
6,503.3 |
6,660.0 |
|
S4 |
6,312.7 |
6,379.8 |
6,626.1 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.2 |
7,683.8 |
6,945.4 |
|
R3 |
7,545.2 |
7,325.8 |
6,847.0 |
|
R2 |
7,187.2 |
7,187.2 |
6,814.1 |
|
R1 |
6,967.8 |
6,967.8 |
6,781.3 |
6,898.5 |
PP |
6,829.2 |
6,829.2 |
6,829.2 |
6,794.5 |
S1 |
6,609.8 |
6,609.8 |
6,715.7 |
6,540.5 |
S2 |
6,471.2 |
6,471.2 |
6,682.9 |
|
S3 |
6,113.2 |
6,251.8 |
6,650.1 |
|
S4 |
5,755.2 |
5,893.8 |
6,551.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,048.5 |
6,616.0 |
432.5 |
6.5% |
145.9 |
2.2% |
18% |
False |
True |
179,343 |
10 |
7,108.0 |
6,616.0 |
492.0 |
7.3% |
145.7 |
2.2% |
16% |
False |
True |
161,210 |
20 |
7,108.0 |
6,616.0 |
492.0 |
7.3% |
161.5 |
2.4% |
16% |
False |
True |
157,085 |
40 |
7,996.0 |
6,448.5 |
1,547.5 |
23.1% |
191.6 |
2.9% |
16% |
False |
False |
179,199 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
27.0% |
169.1 |
2.5% |
14% |
False |
False |
137,893 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
27.0% |
157.2 |
2.3% |
14% |
False |
False |
103,681 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
27.0% |
142.5 |
2.1% |
14% |
False |
False |
83,041 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
27.0% |
130.8 |
2.0% |
14% |
False |
False |
69,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,264.4 |
2.618 |
7,062.8 |
1.618 |
6,939.3 |
1.000 |
6,863.0 |
0.618 |
6,815.8 |
HIGH |
6,739.5 |
0.618 |
6,692.3 |
0.500 |
6,677.8 |
0.382 |
6,663.2 |
LOW |
6,616.0 |
0.618 |
6,539.7 |
1.000 |
6,492.5 |
1.618 |
6,416.2 |
2.618 |
6,292.7 |
4.250 |
6,091.1 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,688.6 |
6,815.3 |
PP |
6,683.2 |
6,774.8 |
S1 |
6,677.8 |
6,734.4 |
|