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 |
5,766.0 |
5,785.5 |
19.5 |
0.3% |
5,925.5 |
High |
5,832.5 |
5,840.0 |
7.5 |
0.1% |
6,090.0 |
Low |
5,735.0 |
5,684.5 |
-50.5 |
-0.9% |
5,824.0 |
Close |
5,781.5 |
5,735.5 |
-46.0 |
-0.8% |
5,832.0 |
Range |
97.5 |
155.5 |
58.0 |
59.5% |
266.0 |
ATR |
135.5 |
136.9 |
1.4 |
1.1% |
0.0 |
Volume |
151,541 |
127,691 |
-23,850 |
-15.7% |
560,430 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,220.0 |
6,133.0 |
5,821.0 |
|
R3 |
6,064.5 |
5,977.5 |
5,778.5 |
|
R2 |
5,909.0 |
5,909.0 |
5,764.0 |
|
R1 |
5,822.0 |
5,822.0 |
5,750.0 |
5,788.0 |
PP |
5,753.5 |
5,753.5 |
5,753.5 |
5,736.0 |
S1 |
5,666.5 |
5,666.5 |
5,721.0 |
5,632.0 |
S2 |
5,598.0 |
5,598.0 |
5,707.0 |
|
S3 |
5,442.5 |
5,511.0 |
5,692.5 |
|
S4 |
5,287.0 |
5,355.5 |
5,650.0 |
|
|
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 |
6,087.0 |
5,684.5 |
402.5 |
7.0% |
129.0 |
2.3% |
13% |
False |
True |
127,738 |
10 |
6,090.0 |
5,684.5 |
405.5 |
7.1% |
117.0 |
2.0% |
13% |
False |
True |
119,713 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.6% |
123.0 |
2.1% |
19% |
False |
False |
119,981 |
40 |
6,314.5 |
5,301.5 |
1,013.0 |
17.7% |
145.0 |
2.5% |
43% |
False |
False |
145,160 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.3% |
126.5 |
2.2% |
32% |
False |
False |
119,537 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.3% |
123.5 |
2.1% |
32% |
False |
False |
89,961 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.5% |
113.5 |
2.0% |
29% |
False |
False |
71,993 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.5% |
101.5 |
1.8% |
29% |
False |
False |
60,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,501.0 |
2.618 |
6,247.0 |
1.618 |
6,091.5 |
1.000 |
5,995.5 |
0.618 |
5,936.0 |
HIGH |
5,840.0 |
0.618 |
5,780.5 |
0.500 |
5,762.0 |
0.382 |
5,744.0 |
LOW |
5,684.5 |
0.618 |
5,588.5 |
1.000 |
5,529.0 |
1.618 |
5,433.0 |
2.618 |
5,277.5 |
4.250 |
5,023.5 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,762.0 |
5,819.5 |
PP |
5,753.5 |
5,791.5 |
S1 |
5,744.5 |
5,763.5 |
|