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 |
5,790.0 |
5,855.5 |
65.5 |
1.1% |
5,925.5 |
High |
5,860.5 |
5,855.5 |
-5.0 |
-0.1% |
6,090.0 |
Low |
5,757.0 |
5,730.0 |
-27.0 |
-0.5% |
5,824.0 |
Close |
5,855.5 |
5,762.0 |
-93.5 |
-1.6% |
5,832.0 |
Range |
103.5 |
125.5 |
22.0 |
21.3% |
266.0 |
ATR |
136.1 |
135.3 |
-0.8 |
-0.6% |
0.0 |
Volume |
139,367 |
122,969 |
-16,398 |
-11.8% |
560,430 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.0 |
6,086.0 |
5,831.0 |
|
R3 |
6,033.5 |
5,960.5 |
5,796.5 |
|
R2 |
5,908.0 |
5,908.0 |
5,785.0 |
|
R1 |
5,835.0 |
5,835.0 |
5,773.5 |
5,809.0 |
PP |
5,782.5 |
5,782.5 |
5,782.5 |
5,769.5 |
S1 |
5,709.5 |
5,709.5 |
5,750.5 |
5,683.0 |
S2 |
5,657.0 |
5,657.0 |
5,739.0 |
|
S3 |
5,531.5 |
5,584.0 |
5,727.5 |
|
S4 |
5,406.0 |
5,458.5 |
5,693.0 |
|
|
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 |
5,954.5 |
5,684.5 |
270.0 |
4.7% |
122.5 |
2.1% |
29% |
False |
False |
131,927 |
10 |
6,090.0 |
5,684.5 |
405.5 |
7.0% |
120.5 |
2.1% |
19% |
False |
False |
120,665 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.6% |
122.5 |
2.1% |
25% |
False |
False |
119,842 |
40 |
6,249.5 |
5,301.5 |
948.0 |
16.5% |
146.5 |
2.5% |
49% |
False |
False |
145,645 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
128.5 |
2.2% |
34% |
False |
False |
123,745 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
123.5 |
2.1% |
34% |
False |
False |
93,222 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
25.6% |
113.5 |
2.0% |
31% |
False |
False |
74,615 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
103.0 |
1.8% |
30% |
False |
False |
62,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,389.0 |
2.618 |
6,184.0 |
1.618 |
6,058.5 |
1.000 |
5,981.0 |
0.618 |
5,933.0 |
HIGH |
5,855.5 |
0.618 |
5,807.5 |
0.500 |
5,793.0 |
0.382 |
5,778.0 |
LOW |
5,730.0 |
0.618 |
5,652.5 |
1.000 |
5,604.5 |
1.618 |
5,527.0 |
2.618 |
5,401.5 |
4.250 |
5,196.5 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,793.0 |
5,772.5 |
PP |
5,782.5 |
5,769.0 |
S1 |
5,772.0 |
5,765.5 |
|