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 |
6,692.5 |
6,692.5 |
0.0 |
0.0% |
6,906.0 |
High |
6,735.0 |
6,735.0 |
0.0 |
0.0% |
7,048.5 |
Low |
6,530.0 |
6,530.0 |
0.0 |
0.0% |
6,690.5 |
Close |
6,553.0 |
6,553.0 |
0.0 |
0.0% |
6,748.5 |
Range |
205.0 |
205.0 |
0.0 |
0.0% |
358.0 |
ATR |
173.2 |
175.5 |
2.3 |
1.3% |
0.0 |
Volume |
209,284 |
0 |
-209,284 |
-100.0% |
874,337 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,221.0 |
7,092.0 |
6,665.8 |
|
R3 |
7,016.0 |
6,887.0 |
6,609.4 |
|
R2 |
6,811.0 |
6,811.0 |
6,590.6 |
|
R1 |
6,682.0 |
6,682.0 |
6,571.8 |
6,644.0 |
PP |
6,606.0 |
6,606.0 |
6,606.0 |
6,587.0 |
S1 |
6,477.0 |
6,477.0 |
6,534.2 |
6,439.0 |
S2 |
6,401.0 |
6,401.0 |
6,515.4 |
|
S3 |
6,196.0 |
6,272.0 |
6,496.6 |
|
S4 |
5,991.0 |
6,067.0 |
6,440.3 |
|
|
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 |
7,014.5 |
6,530.0 |
484.5 |
7.4% |
174.9 |
2.7% |
5% |
False |
True |
148,847 |
10 |
7,048.5 |
6,530.0 |
518.5 |
7.9% |
152.4 |
2.3% |
4% |
False |
True |
142,930 |
20 |
7,108.0 |
6,530.0 |
578.0 |
8.8% |
157.7 |
2.4% |
4% |
False |
True |
148,151 |
40 |
7,899.5 |
6,448.5 |
1,451.0 |
22.1% |
195.2 |
3.0% |
7% |
False |
False |
175,065 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
27.5% |
173.3 |
2.6% |
6% |
False |
False |
141,325 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
27.5% |
158.6 |
2.4% |
6% |
False |
False |
106,287 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
27.5% |
145.1 |
2.2% |
6% |
False |
False |
85,123 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
27.5% |
132.7 |
2.0% |
6% |
False |
False |
71,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,606.3 |
2.618 |
7,271.7 |
1.618 |
7,066.7 |
1.000 |
6,940.0 |
0.618 |
6,861.7 |
HIGH |
6,735.0 |
0.618 |
6,656.7 |
0.500 |
6,632.5 |
0.382 |
6,608.3 |
LOW |
6,530.0 |
0.618 |
6,403.3 |
1.000 |
6,325.0 |
1.618 |
6,198.3 |
2.618 |
5,993.3 |
4.250 |
5,658.8 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,632.5 |
6,634.8 |
PP |
6,606.0 |
6,607.5 |
S1 |
6,579.5 |
6,580.3 |
|