Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,423.0 |
5,335.0 |
-88.0 |
-1.6% |
5,439.0 |
High |
5,461.0 |
5,338.0 |
-123.0 |
-2.3% |
5,464.0 |
Low |
5,373.0 |
5,242.0 |
-131.0 |
-2.4% |
5,242.0 |
Close |
5,443.0 |
5,269.0 |
-174.0 |
-3.2% |
5,269.0 |
Range |
88.0 |
96.0 |
8.0 |
9.1% |
222.0 |
ATR |
134.0 |
138.8 |
4.8 |
3.6% |
0.0 |
Volume |
24,450 |
24,957 |
507 |
2.1% |
139,768 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.0 |
5,516.0 |
5,321.8 |
|
R3 |
5,475.0 |
5,420.0 |
5,295.4 |
|
R2 |
5,379.0 |
5,379.0 |
5,286.6 |
|
R1 |
5,324.0 |
5,324.0 |
5,277.8 |
5,303.5 |
PP |
5,283.0 |
5,283.0 |
5,283.0 |
5,272.8 |
S1 |
5,228.0 |
5,228.0 |
5,260.2 |
5,207.5 |
S2 |
5,187.0 |
5,187.0 |
5,251.4 |
|
S3 |
5,091.0 |
5,132.0 |
5,242.6 |
|
S4 |
4,995.0 |
5,036.0 |
5,216.2 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,991.0 |
5,852.0 |
5,391.1 |
|
R3 |
5,769.0 |
5,630.0 |
5,330.1 |
|
R2 |
5,547.0 |
5,547.0 |
5,309.7 |
|
R1 |
5,408.0 |
5,408.0 |
5,289.4 |
5,366.5 |
PP |
5,325.0 |
5,325.0 |
5,325.0 |
5,304.3 |
S1 |
5,186.0 |
5,186.0 |
5,248.7 |
5,144.5 |
S2 |
5,103.0 |
5,103.0 |
5,228.3 |
|
S3 |
4,881.0 |
4,964.0 |
5,208.0 |
|
S4 |
4,659.0 |
4,742.0 |
5,146.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,464.0 |
5,242.0 |
222.0 |
4.2% |
95.4 |
1.8% |
12% |
False |
True |
27,953 |
10 |
5,759.0 |
5,242.0 |
517.0 |
9.8% |
88.9 |
1.7% |
5% |
False |
True |
27,524 |
20 |
5,759.0 |
5,242.0 |
517.0 |
9.8% |
102.8 |
2.0% |
5% |
False |
True |
27,287 |
40 |
6,109.0 |
5,183.0 |
926.0 |
17.6% |
127.8 |
2.4% |
9% |
False |
False |
31,187 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
29.3% |
113.2 |
2.1% |
6% |
False |
False |
28,717 |
80 |
6,725.0 |
5,183.0 |
1,542.0 |
29.3% |
92.7 |
1.8% |
6% |
False |
False |
21,580 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
32.0% |
80.9 |
1.5% |
5% |
False |
False |
17,288 |
120 |
6,869.0 |
5,183.0 |
1,686.0 |
32.0% |
69.4 |
1.3% |
5% |
False |
False |
14,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,746.0 |
2.618 |
5,589.3 |
1.618 |
5,493.3 |
1.000 |
5,434.0 |
0.618 |
5,397.3 |
HIGH |
5,338.0 |
0.618 |
5,301.3 |
0.500 |
5,290.0 |
0.382 |
5,278.7 |
LOW |
5,242.0 |
0.618 |
5,182.7 |
1.000 |
5,146.0 |
1.618 |
5,086.7 |
2.618 |
4,990.7 |
4.250 |
4,834.0 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,290.0 |
5,353.0 |
PP |
5,283.0 |
5,325.0 |
S1 |
5,276.0 |
5,297.0 |
|