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 |
1,743.50 |
1,757.50 |
14.00 |
0.8% |
1,776.00 |
High |
1,770.75 |
1,773.00 |
2.25 |
0.1% |
1,812.25 |
Low |
1,738.75 |
1,711.00 |
-27.75 |
-1.6% |
1,742.75 |
Close |
1,759.50 |
1,714.25 |
-45.25 |
-2.6% |
1,748.25 |
Range |
32.00 |
62.00 |
30.00 |
93.8% |
69.50 |
ATR |
44.03 |
45.31 |
1.28 |
2.9% |
0.00 |
Volume |
525,382 |
442,014 |
-83,368 |
-15.9% |
1,923,668 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.75 |
1,878.50 |
1,748.25 |
|
R3 |
1,856.75 |
1,816.50 |
1,731.25 |
|
R2 |
1,794.75 |
1,794.75 |
1,725.50 |
|
R1 |
1,754.50 |
1,754.50 |
1,720.00 |
1,743.50 |
PP |
1,732.75 |
1,732.75 |
1,732.75 |
1,727.25 |
S1 |
1,692.50 |
1,692.50 |
1,708.50 |
1,681.50 |
S2 |
1,670.75 |
1,670.75 |
1,703.00 |
|
S3 |
1,608.75 |
1,630.50 |
1,697.25 |
|
S4 |
1,546.75 |
1,568.50 |
1,680.25 |
|
|
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 |
1,789.25 |
1,708.75 |
80.50 |
4.7% |
43.00 |
2.5% |
7% |
False |
False |
435,515 |
10 |
1,812.25 |
1,708.75 |
103.50 |
6.0% |
39.50 |
2.3% |
5% |
False |
False |
411,453 |
20 |
1,831.25 |
1,708.75 |
122.50 |
7.1% |
42.50 |
2.5% |
4% |
False |
False |
412,933 |
40 |
1,982.00 |
1,698.25 |
283.75 |
16.6% |
51.75 |
3.0% |
6% |
False |
False |
481,319 |
60 |
2,174.00 |
1,698.25 |
475.75 |
27.8% |
49.50 |
2.9% |
3% |
False |
False |
406,160 |
80 |
2,174.00 |
1,698.25 |
475.75 |
27.8% |
48.50 |
2.8% |
3% |
False |
False |
304,822 |
100 |
2,276.25 |
1,698.25 |
578.00 |
33.7% |
47.75 |
2.8% |
3% |
False |
False |
243,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.50 |
2.618 |
1,935.25 |
1.618 |
1,873.25 |
1.000 |
1,835.00 |
0.618 |
1,811.25 |
HIGH |
1,773.00 |
0.618 |
1,749.25 |
0.500 |
1,742.00 |
0.382 |
1,734.75 |
LOW |
1,711.00 |
0.618 |
1,672.75 |
1.000 |
1,649.00 |
1.618 |
1,610.75 |
2.618 |
1,548.75 |
4.250 |
1,447.50 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,742.00 |
1,741.00 |
PP |
1,732.75 |
1,732.00 |
S1 |
1,723.50 |
1,723.00 |
|