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 |
12,279 |
12,260 |
-19 |
-0.2% |
12,394 |
High |
12,285 |
12,291 |
6 |
0.0% |
12,762 |
Low |
12,162 |
12,032 |
-130 |
-1.1% |
12,228 |
Close |
12,252 |
12,222 |
-30 |
-0.2% |
12,306 |
Range |
123 |
259 |
136 |
110.6% |
534 |
ATR |
241 |
242 |
1 |
0.5% |
0 |
Volume |
194,711 |
176,886 |
-17,825 |
-9.2% |
935,228 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,959 |
12,849 |
12,365 |
|
R3 |
12,700 |
12,590 |
12,293 |
|
R2 |
12,441 |
12,441 |
12,270 |
|
R1 |
12,331 |
12,331 |
12,246 |
12,257 |
PP |
12,182 |
12,182 |
12,182 |
12,144 |
S1 |
12,072 |
12,072 |
12,198 |
11,998 |
S2 |
11,923 |
11,923 |
12,175 |
|
S3 |
11,664 |
11,813 |
12,151 |
|
S4 |
11,405 |
11,554 |
12,080 |
|
|
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 |
12,032 |
730 |
6.0% |
210 |
1.7% |
26% |
False |
True |
178,021 |
10 |
12,762 |
12,032 |
730 |
6.0% |
228 |
1.9% |
26% |
False |
True |
189,135 |
20 |
12,762 |
12,032 |
730 |
6.0% |
230 |
1.9% |
26% |
False |
True |
180,003 |
40 |
12,984 |
11,456 |
1,528 |
12.5% |
274 |
2.2% |
50% |
False |
False |
203,003 |
60 |
13,879 |
11,456 |
2,423 |
19.8% |
252 |
2.1% |
32% |
False |
False |
162,515 |
80 |
13,879 |
11,456 |
2,423 |
19.8% |
240 |
2.0% |
32% |
False |
False |
121,946 |
100 |
14,369 |
11,456 |
2,913 |
23.8% |
224 |
1.8% |
26% |
False |
False |
97,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,392 |
2.618 |
12,969 |
1.618 |
12,710 |
1.000 |
12,550 |
0.618 |
12,451 |
HIGH |
12,291 |
0.618 |
12,192 |
0.500 |
12,162 |
0.382 |
12,131 |
LOW |
12,032 |
0.618 |
11,872 |
1.000 |
11,773 |
1.618 |
11,613 |
2.618 |
11,354 |
4.250 |
10,931 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,202 |
12,308 |
PP |
12,182 |
12,279 |
S1 |
12,162 |
12,251 |
|