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 |
1,748.00 |
1,737.50 |
-10.50 |
-0.6% |
1,776.00 |
High |
1,750.00 |
1,751.00 |
1.00 |
0.1% |
1,812.25 |
Low |
1,718.25 |
1,708.75 |
-9.50 |
-0.6% |
1,742.75 |
Close |
1,736.75 |
1,742.50 |
5.75 |
0.3% |
1,748.25 |
Range |
31.75 |
42.25 |
10.50 |
33.1% |
69.50 |
ATR |
45.16 |
44.95 |
-0.21 |
-0.5% |
0.00 |
Volume |
437,677 |
414,735 |
-22,942 |
-5.2% |
1,923,668 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.75 |
1,844.00 |
1,765.75 |
|
R3 |
1,818.50 |
1,801.75 |
1,754.00 |
|
R2 |
1,776.25 |
1,776.25 |
1,750.25 |
|
R1 |
1,759.50 |
1,759.50 |
1,746.25 |
1,768.00 |
PP |
1,734.00 |
1,734.00 |
1,734.00 |
1,738.25 |
S1 |
1,717.25 |
1,717.25 |
1,738.75 |
1,725.50 |
S2 |
1,691.75 |
1,691.75 |
1,734.75 |
|
S3 |
1,649.50 |
1,675.00 |
1,731.00 |
|
S4 |
1,607.25 |
1,632.75 |
1,719.25 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.25 |
1,931.75 |
1,786.50 |
|
R3 |
1,906.75 |
1,862.25 |
1,767.25 |
|
R2 |
1,837.25 |
1,837.25 |
1,761.00 |
|
R1 |
1,792.75 |
1,792.75 |
1,754.50 |
1,780.25 |
PP |
1,767.75 |
1,767.75 |
1,767.75 |
1,761.50 |
S1 |
1,723.25 |
1,723.25 |
1,742.00 |
1,710.75 |
S2 |
1,698.25 |
1,698.25 |
1,735.50 |
|
S3 |
1,628.75 |
1,653.75 |
1,729.25 |
|
S4 |
1,559.25 |
1,584.25 |
1,710.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.25 |
1,708.75 |
103.50 |
5.9% |
36.50 |
2.1% |
33% |
False |
True |
402,465 |
10 |
1,812.25 |
1,708.75 |
103.50 |
5.9% |
39.00 |
2.2% |
33% |
False |
True |
393,925 |
20 |
1,831.25 |
1,708.75 |
122.50 |
7.0% |
43.50 |
2.5% |
28% |
False |
True |
402,269 |
40 |
1,998.50 |
1,698.25 |
300.25 |
17.2% |
52.50 |
3.0% |
15% |
False |
False |
484,783 |
60 |
2,174.00 |
1,698.25 |
475.75 |
27.3% |
48.75 |
2.8% |
9% |
False |
False |
390,111 |
80 |
2,201.25 |
1,698.25 |
503.00 |
28.9% |
49.50 |
2.8% |
9% |
False |
False |
292,738 |
100 |
2,276.25 |
1,698.25 |
578.00 |
33.2% |
48.00 |
2.8% |
8% |
False |
False |
234,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.50 |
2.618 |
1,861.50 |
1.618 |
1,819.25 |
1.000 |
1,793.25 |
0.618 |
1,777.00 |
HIGH |
1,751.00 |
0.618 |
1,734.75 |
0.500 |
1,730.00 |
0.382 |
1,725.00 |
LOW |
1,708.75 |
0.618 |
1,682.75 |
1.000 |
1,666.50 |
1.618 |
1,640.50 |
2.618 |
1,598.25 |
4.250 |
1,529.25 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,738.25 |
1,749.00 |
PP |
1,734.00 |
1,746.75 |
S1 |
1,730.00 |
1,744.75 |
|