Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,785.5 |
5,790.0 |
4.5 |
0.1% |
5,925.5 |
High |
5,840.0 |
5,860.5 |
20.5 |
0.4% |
6,090.0 |
Low |
5,684.5 |
5,757.0 |
72.5 |
1.3% |
5,824.0 |
Close |
5,735.5 |
5,855.5 |
120.0 |
2.1% |
5,832.0 |
Range |
155.5 |
103.5 |
-52.0 |
-33.4% |
266.0 |
ATR |
136.9 |
136.1 |
-0.9 |
-0.6% |
0.0 |
Volume |
127,691 |
139,367 |
11,676 |
9.1% |
560,430 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,135.0 |
6,098.5 |
5,912.5 |
|
R3 |
6,031.5 |
5,995.0 |
5,884.0 |
|
R2 |
5,928.0 |
5,928.0 |
5,874.5 |
|
R1 |
5,891.5 |
5,891.5 |
5,865.0 |
5,910.0 |
PP |
5,824.5 |
5,824.5 |
5,824.5 |
5,833.5 |
S1 |
5,788.0 |
5,788.0 |
5,846.0 |
5,806.0 |
S2 |
5,721.0 |
5,721.0 |
5,836.5 |
|
S3 |
5,617.5 |
5,684.5 |
5,827.0 |
|
S4 |
5,514.0 |
5,581.0 |
5,798.5 |
|
|
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 |
6,061.0 |
5,684.5 |
376.5 |
6.4% |
124.0 |
2.1% |
45% |
False |
False |
129,763 |
10 |
6,090.0 |
5,684.5 |
405.5 |
6.9% |
117.5 |
2.0% |
42% |
False |
False |
120,754 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.4% |
124.0 |
2.1% |
46% |
False |
False |
120,019 |
40 |
6,314.5 |
5,301.5 |
1,013.0 |
17.3% |
146.0 |
2.5% |
55% |
False |
False |
145,994 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
127.5 |
2.2% |
41% |
False |
False |
121,846 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
122.5 |
2.1% |
41% |
False |
False |
91,702 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
113.5 |
1.9% |
36% |
False |
False |
73,386 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
102.0 |
1.7% |
36% |
False |
False |
61,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,300.5 |
2.618 |
6,131.5 |
1.618 |
6,028.0 |
1.000 |
5,964.0 |
0.618 |
5,924.5 |
HIGH |
5,860.5 |
0.618 |
5,821.0 |
0.500 |
5,809.0 |
0.382 |
5,796.5 |
LOW |
5,757.0 |
0.618 |
5,693.0 |
1.000 |
5,653.5 |
1.618 |
5,589.5 |
2.618 |
5,486.0 |
4.250 |
5,317.0 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,840.0 |
5,828.0 |
PP |
5,824.5 |
5,800.0 |
S1 |
5,809.0 |
5,772.5 |
|