Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,439.0 |
5,460.0 |
21.0 |
0.4% |
5,590.0 |
High |
5,444.0 |
5,462.0 |
18.0 |
0.3% |
5,759.0 |
Low |
5,391.0 |
5,347.0 |
-44.0 |
-0.8% |
5,500.0 |
Close |
5,426.0 |
5,416.0 |
-10.0 |
-0.2% |
5,564.0 |
Range |
53.0 |
115.0 |
62.0 |
117.0% |
259.0 |
ATR |
140.3 |
138.5 |
-1.8 |
-1.3% |
0.0 |
Volume |
26,217 |
28,830 |
2,613 |
10.0% |
135,476 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,753.3 |
5,699.7 |
5,479.3 |
|
R3 |
5,638.3 |
5,584.7 |
5,447.6 |
|
R2 |
5,523.3 |
5,523.3 |
5,437.1 |
|
R1 |
5,469.7 |
5,469.7 |
5,426.5 |
5,439.0 |
PP |
5,408.3 |
5,408.3 |
5,408.3 |
5,393.0 |
S1 |
5,354.7 |
5,354.7 |
5,405.5 |
5,324.0 |
S2 |
5,293.3 |
5,293.3 |
5,394.9 |
|
S3 |
5,178.3 |
5,239.7 |
5,384.4 |
|
S4 |
5,063.3 |
5,124.7 |
5,352.8 |
|
|
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 |
5,347.0 |
412.0 |
7.6% |
88.6 |
1.6% |
17% |
False |
True |
27,160 |
10 |
5,759.0 |
5,347.0 |
412.0 |
7.6% |
96.7 |
1.8% |
17% |
False |
True |
27,859 |
20 |
5,759.0 |
5,347.0 |
412.0 |
7.6% |
101.8 |
1.9% |
17% |
False |
True |
26,889 |
40 |
6,210.0 |
5,183.0 |
1,027.0 |
19.0% |
125.3 |
2.3% |
23% |
False |
False |
30,824 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
28.5% |
110.0 |
2.0% |
15% |
False |
False |
27,321 |
80 |
6,725.0 |
5,183.0 |
1,542.0 |
28.5% |
90.7 |
1.7% |
15% |
False |
False |
20,534 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
31.1% |
78.4 |
1.4% |
14% |
False |
False |
16,443 |
120 |
6,869.0 |
5,183.0 |
1,686.0 |
31.1% |
66.8 |
1.2% |
14% |
False |
False |
13,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,950.8 |
2.618 |
5,763.1 |
1.618 |
5,648.1 |
1.000 |
5,577.0 |
0.618 |
5,533.1 |
HIGH |
5,462.0 |
0.618 |
5,418.1 |
0.500 |
5,404.5 |
0.382 |
5,390.9 |
LOW |
5,347.0 |
0.618 |
5,275.9 |
1.000 |
5,232.0 |
1.618 |
5,160.9 |
2.618 |
5,045.9 |
4.250 |
4,858.3 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,412.2 |
5,473.5 |
PP |
5,408.3 |
5,454.3 |
S1 |
5,404.5 |
5,435.2 |
|