Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,390.0 |
5,423.0 |
33.0 |
0.6% |
5,590.0 |
High |
5,464.0 |
5,461.0 |
-3.0 |
-0.1% |
5,759.0 |
Low |
5,339.0 |
5,373.0 |
34.0 |
0.6% |
5,500.0 |
Close |
5,375.0 |
5,443.0 |
68.0 |
1.3% |
5,564.0 |
Range |
125.0 |
88.0 |
-37.0 |
-29.6% |
259.0 |
ATR |
137.6 |
134.0 |
-3.5 |
-2.6% |
0.0 |
Volume |
35,314 |
24,450 |
-10,864 |
-30.8% |
135,476 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,689.7 |
5,654.3 |
5,491.4 |
|
R3 |
5,601.7 |
5,566.3 |
5,467.2 |
|
R2 |
5,513.7 |
5,513.7 |
5,459.1 |
|
R1 |
5,478.3 |
5,478.3 |
5,451.1 |
5,496.0 |
PP |
5,425.7 |
5,425.7 |
5,425.7 |
5,434.5 |
S1 |
5,390.3 |
5,390.3 |
5,434.9 |
5,408.0 |
S2 |
5,337.7 |
5,337.7 |
5,426.9 |
|
S3 |
5,249.7 |
5,302.3 |
5,418.8 |
|
S4 |
5,161.7 |
5,214.3 |
5,394.6 |
|
|
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 |
5,600.0 |
5,339.0 |
261.0 |
4.8% |
96.2 |
1.8% |
40% |
False |
False |
28,658 |
10 |
5,759.0 |
5,339.0 |
420.0 |
7.7% |
88.7 |
1.6% |
25% |
False |
False |
27,809 |
20 |
5,759.0 |
5,339.0 |
420.0 |
7.7% |
103.0 |
1.9% |
25% |
False |
False |
27,083 |
40 |
6,117.0 |
5,183.0 |
934.0 |
17.2% |
126.9 |
2.3% |
28% |
False |
False |
31,068 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
28.3% |
112.2 |
2.1% |
17% |
False |
False |
28,309 |
80 |
6,725.0 |
5,183.0 |
1,542.0 |
28.3% |
92.3 |
1.7% |
17% |
False |
False |
21,278 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
31.0% |
80.5 |
1.5% |
15% |
False |
False |
17,041 |
120 |
6,869.0 |
5,183.0 |
1,686.0 |
31.0% |
68.6 |
1.3% |
15% |
False |
False |
14,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,835.0 |
2.618 |
5,691.4 |
1.618 |
5,603.4 |
1.000 |
5,549.0 |
0.618 |
5,515.4 |
HIGH |
5,461.0 |
0.618 |
5,427.4 |
0.500 |
5,417.0 |
0.382 |
5,406.6 |
LOW |
5,373.0 |
0.618 |
5,318.6 |
1.000 |
5,285.0 |
1.618 |
5,230.6 |
2.618 |
5,142.6 |
4.250 |
4,999.0 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,434.3 |
5,429.2 |
PP |
5,425.7 |
5,415.3 |
S1 |
5,417.0 |
5,401.5 |
|