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 |
5,908.5 |
5,766.0 |
-142.5 |
-2.4% |
5,925.5 |
High |
5,954.5 |
5,832.5 |
-122.0 |
-2.0% |
6,090.0 |
Low |
5,824.0 |
5,735.0 |
-89.0 |
-1.5% |
5,824.0 |
Close |
5,832.0 |
5,781.5 |
-50.5 |
-0.9% |
5,832.0 |
Range |
130.5 |
97.5 |
-33.0 |
-25.3% |
266.0 |
ATR |
138.4 |
135.5 |
-2.9 |
-2.1% |
0.0 |
Volume |
118,069 |
151,541 |
33,472 |
28.3% |
560,430 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,075.5 |
6,026.0 |
5,835.0 |
|
R3 |
5,978.0 |
5,928.5 |
5,808.5 |
|
R2 |
5,880.5 |
5,880.5 |
5,799.5 |
|
R1 |
5,831.0 |
5,831.0 |
5,790.5 |
5,856.0 |
PP |
5,783.0 |
5,783.0 |
5,783.0 |
5,795.5 |
S1 |
5,733.5 |
5,733.5 |
5,772.5 |
5,758.0 |
S2 |
5,685.5 |
5,685.5 |
5,763.5 |
|
S3 |
5,588.0 |
5,636.0 |
5,754.5 |
|
S4 |
5,490.5 |
5,538.5 |
5,728.0 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,713.5 |
6,538.5 |
5,978.5 |
|
R3 |
6,447.5 |
6,272.5 |
5,905.0 |
|
R2 |
6,181.5 |
6,181.5 |
5,881.0 |
|
R1 |
6,006.5 |
6,006.5 |
5,856.5 |
5,961.0 |
PP |
5,915.5 |
5,915.5 |
5,915.5 |
5,892.5 |
S1 |
5,740.5 |
5,740.5 |
5,807.5 |
5,695.0 |
S2 |
5,649.5 |
5,649.5 |
5,783.0 |
|
S3 |
5,383.5 |
5,474.5 |
5,759.0 |
|
S4 |
5,117.5 |
5,208.5 |
5,685.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,090.0 |
5,735.0 |
355.0 |
6.1% |
123.5 |
2.1% |
13% |
False |
True |
122,876 |
10 |
6,090.0 |
5,735.0 |
355.0 |
6.1% |
116.5 |
2.0% |
13% |
False |
True |
114,043 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.5% |
124.0 |
2.1% |
29% |
False |
False |
117,827 |
40 |
6,405.5 |
5,301.5 |
1,104.0 |
19.1% |
143.0 |
2.5% |
43% |
False |
False |
145,148 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
126.5 |
2.2% |
36% |
False |
False |
117,551 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
123.0 |
2.1% |
36% |
False |
False |
88,366 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.3% |
112.5 |
1.9% |
32% |
False |
False |
70,717 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.3% |
100.5 |
1.7% |
32% |
False |
False |
58,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,247.0 |
2.618 |
6,088.0 |
1.618 |
5,990.5 |
1.000 |
5,930.0 |
0.618 |
5,893.0 |
HIGH |
5,832.5 |
0.618 |
5,795.5 |
0.500 |
5,784.0 |
0.382 |
5,772.0 |
LOW |
5,735.0 |
0.618 |
5,674.5 |
1.000 |
5,637.5 |
1.618 |
5,577.0 |
2.618 |
5,479.5 |
4.250 |
5,320.5 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,784.0 |
5,898.0 |
PP |
5,783.0 |
5,859.0 |
S1 |
5,782.0 |
5,820.5 |
|