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 |
1,757.50 |
1,716.75 |
-40.75 |
-2.3% |
1,748.00 |
High |
1,773.00 |
1,734.00 |
-39.00 |
-2.2% |
1,773.00 |
Low |
1,711.00 |
1,682.25 |
-28.75 |
-1.7% |
1,682.25 |
Close |
1,714.25 |
1,708.75 |
-5.50 |
-0.3% |
1,708.75 |
Range |
62.00 |
51.75 |
-10.25 |
-16.5% |
90.75 |
ATR |
45.31 |
45.77 |
0.46 |
1.0% |
0.00 |
Volume |
442,014 |
429,884 |
-12,130 |
-2.7% |
2,249,692 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.50 |
1,838.00 |
1,737.25 |
|
R3 |
1,811.75 |
1,786.25 |
1,723.00 |
|
R2 |
1,760.00 |
1,760.00 |
1,718.25 |
|
R1 |
1,734.50 |
1,734.50 |
1,713.50 |
1,721.50 |
PP |
1,708.25 |
1,708.25 |
1,708.25 |
1,701.75 |
S1 |
1,682.75 |
1,682.75 |
1,704.00 |
1,669.50 |
S2 |
1,656.50 |
1,656.50 |
1,699.25 |
|
S3 |
1,604.75 |
1,631.00 |
1,694.50 |
|
S4 |
1,553.00 |
1,579.25 |
1,680.25 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.50 |
1,942.00 |
1,758.75 |
|
R3 |
1,902.75 |
1,851.25 |
1,733.75 |
|
R2 |
1,812.00 |
1,812.00 |
1,725.50 |
|
R1 |
1,760.50 |
1,760.50 |
1,717.00 |
1,741.00 |
PP |
1,721.25 |
1,721.25 |
1,721.25 |
1,711.50 |
S1 |
1,669.75 |
1,669.75 |
1,700.50 |
1,650.00 |
S2 |
1,630.50 |
1,630.50 |
1,692.00 |
|
S3 |
1,539.75 |
1,579.00 |
1,683.75 |
|
S4 |
1,449.00 |
1,488.25 |
1,658.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,773.00 |
1,682.25 |
90.75 |
5.3% |
44.00 |
2.6% |
29% |
False |
True |
449,938 |
10 |
1,812.25 |
1,682.25 |
130.00 |
7.6% |
40.50 |
2.4% |
20% |
False |
True |
417,336 |
20 |
1,831.25 |
1,682.25 |
149.00 |
8.7% |
41.50 |
2.4% |
18% |
False |
True |
412,825 |
40 |
1,982.00 |
1,682.25 |
299.75 |
17.5% |
51.50 |
3.0% |
9% |
False |
True |
477,248 |
60 |
2,174.00 |
1,682.25 |
491.75 |
28.8% |
50.00 |
2.9% |
5% |
False |
True |
413,227 |
80 |
2,174.00 |
1,682.25 |
491.75 |
28.8% |
48.25 |
2.8% |
5% |
False |
True |
310,192 |
100 |
2,276.25 |
1,682.25 |
594.00 |
34.8% |
48.00 |
2.8% |
4% |
False |
True |
248,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.00 |
2.618 |
1,869.50 |
1.618 |
1,817.75 |
1.000 |
1,785.75 |
0.618 |
1,766.00 |
HIGH |
1,734.00 |
0.618 |
1,714.25 |
0.500 |
1,708.00 |
0.382 |
1,702.00 |
LOW |
1,682.25 |
0.618 |
1,650.25 |
1.000 |
1,630.50 |
1.618 |
1,598.50 |
2.618 |
1,546.75 |
4.250 |
1,462.25 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1,708.50 |
1,727.50 |
PP |
1,708.25 |
1,721.25 |
S1 |
1,708.00 |
1,715.00 |
|