Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
12,575 |
12,279 |
-296 |
-2.4% |
12,394 |
High |
12,583 |
12,285 |
-298 |
-2.4% |
12,762 |
Low |
12,228 |
12,162 |
-66 |
-0.5% |
12,228 |
Close |
12,306 |
12,252 |
-54 |
-0.4% |
12,306 |
Range |
355 |
123 |
-232 |
-65.4% |
534 |
ATR |
248 |
241 |
-7 |
-3.0% |
0 |
Volume |
153,180 |
194,711 |
41,531 |
27.1% |
935,228 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,602 |
12,550 |
12,320 |
|
R3 |
12,479 |
12,427 |
12,286 |
|
R2 |
12,356 |
12,356 |
12,275 |
|
R1 |
12,304 |
12,304 |
12,263 |
12,269 |
PP |
12,233 |
12,233 |
12,233 |
12,215 |
S1 |
12,181 |
12,181 |
12,241 |
12,146 |
S2 |
12,110 |
12,110 |
12,230 |
|
S3 |
11,987 |
12,058 |
12,218 |
|
S4 |
11,864 |
11,935 |
12,184 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,034 |
13,704 |
12,600 |
|
R3 |
13,500 |
13,170 |
12,453 |
|
R2 |
12,966 |
12,966 |
12,404 |
|
R1 |
12,636 |
12,636 |
12,355 |
12,534 |
PP |
12,432 |
12,432 |
12,432 |
12,381 |
S1 |
12,102 |
12,102 |
12,257 |
12,000 |
S2 |
11,898 |
11,898 |
12,208 |
|
S3 |
11,364 |
11,568 |
12,159 |
|
S4 |
10,830 |
11,034 |
12,012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,762 |
12,162 |
600 |
4.9% |
204 |
1.7% |
15% |
False |
True |
185,206 |
10 |
12,762 |
12,161 |
601 |
4.9% |
223 |
1.8% |
15% |
False |
False |
184,996 |
20 |
12,778 |
12,071 |
707 |
5.8% |
226 |
1.8% |
26% |
False |
False |
179,891 |
40 |
13,181 |
11,456 |
1,725 |
14.1% |
276 |
2.2% |
46% |
False |
False |
201,745 |
60 |
13,879 |
11,456 |
2,423 |
19.8% |
251 |
2.0% |
33% |
False |
False |
159,575 |
80 |
13,879 |
11,456 |
2,423 |
19.8% |
241 |
2.0% |
33% |
False |
False |
119,735 |
100 |
14,369 |
11,456 |
2,913 |
23.8% |
222 |
1.8% |
27% |
False |
False |
95,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,808 |
2.618 |
12,607 |
1.618 |
12,484 |
1.000 |
12,408 |
0.618 |
12,361 |
HIGH |
12,285 |
0.618 |
12,238 |
0.500 |
12,224 |
0.382 |
12,209 |
LOW |
12,162 |
0.618 |
12,086 |
1.000 |
12,039 |
1.618 |
11,963 |
2.618 |
11,840 |
4.250 |
11,639 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,243 |
12,430 |
PP |
12,233 |
12,370 |
S1 |
12,224 |
12,311 |
|