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 |
1,737.50 |
1,743.50 |
6.00 |
0.3% |
1,776.00 |
High |
1,751.00 |
1,770.75 |
19.75 |
1.1% |
1,812.25 |
Low |
1,708.75 |
1,738.75 |
30.00 |
1.8% |
1,742.75 |
Close |
1,742.50 |
1,759.50 |
17.00 |
1.0% |
1,748.25 |
Range |
42.25 |
32.00 |
-10.25 |
-24.3% |
69.50 |
ATR |
44.95 |
44.03 |
-0.93 |
-2.1% |
0.00 |
Volume |
414,735 |
525,382 |
110,647 |
26.7% |
1,923,668 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.25 |
1,838.00 |
1,777.00 |
|
R3 |
1,820.25 |
1,806.00 |
1,768.25 |
|
R2 |
1,788.25 |
1,788.25 |
1,765.25 |
|
R1 |
1,774.00 |
1,774.00 |
1,762.50 |
1,781.00 |
PP |
1,756.25 |
1,756.25 |
1,756.25 |
1,760.00 |
S1 |
1,742.00 |
1,742.00 |
1,756.50 |
1,749.00 |
S2 |
1,724.25 |
1,724.25 |
1,753.75 |
|
S3 |
1,692.25 |
1,710.00 |
1,750.75 |
|
S4 |
1,660.25 |
1,678.00 |
1,742.00 |
|
|
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% |
49% |
False |
False |
420,105 |
10 |
1,812.25 |
1,708.75 |
103.50 |
5.9% |
37.75 |
2.1% |
49% |
False |
False |
409,366 |
20 |
1,831.25 |
1,708.75 |
122.50 |
7.0% |
42.50 |
2.4% |
41% |
False |
False |
414,366 |
40 |
1,998.50 |
1,698.25 |
300.25 |
17.1% |
52.25 |
3.0% |
20% |
False |
False |
484,805 |
60 |
2,174.00 |
1,698.25 |
475.75 |
27.0% |
48.75 |
2.8% |
13% |
False |
False |
398,843 |
80 |
2,174.00 |
1,698.25 |
475.75 |
27.0% |
48.75 |
2.8% |
13% |
False |
False |
299,304 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.9% |
47.50 |
2.7% |
11% |
False |
False |
239,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,906.75 |
2.618 |
1,854.50 |
1.618 |
1,822.50 |
1.000 |
1,802.75 |
0.618 |
1,790.50 |
HIGH |
1,770.75 |
0.618 |
1,758.50 |
0.500 |
1,754.75 |
0.382 |
1,751.00 |
LOW |
1,738.75 |
0.618 |
1,719.00 |
1.000 |
1,706.75 |
1.618 |
1,687.00 |
2.618 |
1,655.00 |
4.250 |
1,602.75 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,758.00 |
1,753.00 |
PP |
1,756.25 |
1,746.25 |
S1 |
1,754.75 |
1,739.75 |
|