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 |
5,855.5 |
5,695.0 |
-160.5 |
-2.7% |
5,766.0 |
High |
5,855.5 |
5,752.5 |
-103.0 |
-1.8% |
5,860.5 |
Low |
5,730.0 |
5,643.0 |
-87.0 |
-1.5% |
5,643.0 |
Close |
5,762.0 |
5,687.0 |
-75.0 |
-1.3% |
5,687.0 |
Range |
125.5 |
109.5 |
-16.0 |
-12.7% |
217.5 |
ATR |
135.3 |
134.2 |
-1.2 |
-0.9% |
0.0 |
Volume |
122,969 |
122,071 |
-898 |
-0.7% |
663,639 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,022.5 |
5,964.5 |
5,747.0 |
|
R3 |
5,913.0 |
5,855.0 |
5,717.0 |
|
R2 |
5,803.5 |
5,803.5 |
5,707.0 |
|
R1 |
5,745.5 |
5,745.5 |
5,697.0 |
5,720.0 |
PP |
5,694.0 |
5,694.0 |
5,694.0 |
5,681.5 |
S1 |
5,636.0 |
5,636.0 |
5,677.0 |
5,610.0 |
S2 |
5,584.5 |
5,584.5 |
5,667.0 |
|
S3 |
5,475.0 |
5,526.5 |
5,657.0 |
|
S4 |
5,365.5 |
5,417.0 |
5,627.0 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,382.5 |
6,252.5 |
5,806.5 |
|
R3 |
6,165.0 |
6,035.0 |
5,747.0 |
|
R2 |
5,947.5 |
5,947.5 |
5,727.0 |
|
R1 |
5,817.5 |
5,817.5 |
5,707.0 |
5,774.0 |
PP |
5,730.0 |
5,730.0 |
5,730.0 |
5,708.5 |
S1 |
5,600.0 |
5,600.0 |
5,667.0 |
5,556.0 |
S2 |
5,512.5 |
5,512.5 |
5,647.0 |
|
S3 |
5,295.0 |
5,382.5 |
5,627.0 |
|
S4 |
5,077.5 |
5,165.0 |
5,567.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,860.5 |
5,643.0 |
217.5 |
3.8% |
118.5 |
2.1% |
20% |
False |
True |
132,727 |
10 |
6,090.0 |
5,643.0 |
447.0 |
7.9% |
120.5 |
2.1% |
10% |
False |
True |
122,406 |
20 |
6,090.0 |
5,643.0 |
447.0 |
7.9% |
123.0 |
2.2% |
10% |
False |
True |
118,596 |
40 |
6,246.0 |
5,301.5 |
944.5 |
16.6% |
146.5 |
2.6% |
41% |
False |
False |
145,185 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.5% |
129.0 |
2.3% |
29% |
False |
False |
125,521 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.5% |
123.5 |
2.2% |
29% |
False |
False |
94,747 |
100 |
6,776.0 |
5,301.5 |
1,474.5 |
25.9% |
114.5 |
2.0% |
26% |
False |
False |
75,835 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.7% |
104.0 |
1.8% |
25% |
False |
False |
63,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,218.0 |
2.618 |
6,039.0 |
1.618 |
5,929.5 |
1.000 |
5,862.0 |
0.618 |
5,820.0 |
HIGH |
5,752.5 |
0.618 |
5,710.5 |
0.500 |
5,698.0 |
0.382 |
5,685.0 |
LOW |
5,643.0 |
0.618 |
5,575.5 |
1.000 |
5,533.5 |
1.618 |
5,466.0 |
2.618 |
5,356.5 |
4.250 |
5,177.5 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,698.0 |
5,752.0 |
PP |
5,694.0 |
5,730.0 |
S1 |
5,690.5 |
5,708.5 |
|