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 |
5,600.0 |
5,439.0 |
-161.0 |
-2.9% |
5,590.0 |
High |
5,600.0 |
5,444.0 |
-156.0 |
-2.8% |
5,759.0 |
Low |
5,500.0 |
5,391.0 |
-109.0 |
-2.0% |
5,500.0 |
Close |
5,564.0 |
5,426.0 |
-138.0 |
-2.5% |
5,564.0 |
Range |
100.0 |
53.0 |
-47.0 |
-47.0% |
259.0 |
ATR |
137.8 |
140.3 |
2.5 |
1.8% |
0.0 |
Volume |
28,481 |
26,217 |
-2,264 |
-7.9% |
135,476 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,579.3 |
5,555.7 |
5,455.2 |
|
R3 |
5,526.3 |
5,502.7 |
5,440.6 |
|
R2 |
5,473.3 |
5,473.3 |
5,435.7 |
|
R1 |
5,449.7 |
5,449.7 |
5,430.9 |
5,435.0 |
PP |
5,420.3 |
5,420.3 |
5,420.3 |
5,413.0 |
S1 |
5,396.7 |
5,396.7 |
5,421.1 |
5,382.0 |
S2 |
5,367.3 |
5,367.3 |
5,416.3 |
|
S3 |
5,314.3 |
5,343.7 |
5,411.4 |
|
S4 |
5,261.3 |
5,290.7 |
5,396.9 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,384.7 |
6,233.3 |
5,706.5 |
|
R3 |
6,125.7 |
5,974.3 |
5,635.2 |
|
R2 |
5,866.7 |
5,866.7 |
5,611.5 |
|
R1 |
5,715.3 |
5,715.3 |
5,587.7 |
5,661.5 |
PP |
5,607.7 |
5,607.7 |
5,607.7 |
5,580.8 |
S1 |
5,456.3 |
5,456.3 |
5,540.3 |
5,402.5 |
S2 |
5,348.7 |
5,348.7 |
5,516.5 |
|
S3 |
5,089.7 |
5,197.3 |
5,492.8 |
|
S4 |
4,830.7 |
4,938.3 |
5,421.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,759.0 |
5,391.0 |
368.0 |
6.8% |
78.2 |
1.4% |
10% |
False |
True |
27,447 |
10 |
5,759.0 |
5,391.0 |
368.0 |
6.8% |
93.2 |
1.7% |
10% |
False |
True |
27,161 |
20 |
5,872.0 |
5,391.0 |
481.0 |
8.9% |
101.9 |
1.9% |
7% |
False |
True |
26,881 |
40 |
6,231.0 |
5,183.0 |
1,048.0 |
19.3% |
124.2 |
2.3% |
23% |
False |
False |
30,606 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
28.4% |
108.5 |
2.0% |
16% |
False |
False |
26,846 |
80 |
6,738.0 |
5,183.0 |
1,555.0 |
28.7% |
89.5 |
1.6% |
16% |
False |
False |
20,174 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
31.1% |
77.2 |
1.4% |
14% |
False |
False |
16,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,669.3 |
2.618 |
5,582.8 |
1.618 |
5,529.8 |
1.000 |
5,497.0 |
0.618 |
5,476.8 |
HIGH |
5,444.0 |
0.618 |
5,423.8 |
0.500 |
5,417.5 |
0.382 |
5,411.2 |
LOW |
5,391.0 |
0.618 |
5,358.2 |
1.000 |
5,338.0 |
1.618 |
5,305.2 |
2.618 |
5,252.2 |
4.250 |
5,165.8 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,423.2 |
5,552.5 |
PP |
5,420.3 |
5,510.3 |
S1 |
5,417.5 |
5,468.2 |
|