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 |
12,223 |
12,275 |
52 |
0.4% |
12,394 |
High |
12,355 |
12,335 |
-20 |
-0.2% |
12,762 |
Low |
12,149 |
12,023 |
-126 |
-1.0% |
12,228 |
Close |
12,276 |
12,070 |
-206 |
-1.7% |
12,306 |
Range |
206 |
312 |
106 |
51.5% |
534 |
ATR |
239 |
245 |
5 |
2.2% |
0 |
Volume |
244,269 |
217,997 |
-26,272 |
-10.8% |
935,228 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,079 |
12,886 |
12,242 |
|
R3 |
12,767 |
12,574 |
12,156 |
|
R2 |
12,455 |
12,455 |
12,127 |
|
R1 |
12,262 |
12,262 |
12,099 |
12,203 |
PP |
12,143 |
12,143 |
12,143 |
12,113 |
S1 |
11,950 |
11,950 |
12,042 |
11,891 |
S2 |
11,831 |
11,831 |
12,013 |
|
S3 |
11,519 |
11,638 |
11,984 |
|
S4 |
11,207 |
11,326 |
11,899 |
|
|
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 |
12,583 |
12,023 |
560 |
4.6% |
251 |
2.1% |
8% |
False |
True |
197,408 |
10 |
12,762 |
12,023 |
739 |
6.1% |
230 |
1.9% |
6% |
False |
True |
196,193 |
20 |
12,762 |
12,023 |
739 |
6.1% |
227 |
1.9% |
6% |
False |
True |
187,087 |
40 |
12,984 |
11,456 |
1,528 |
12.7% |
274 |
2.3% |
40% |
False |
False |
204,860 |
60 |
13,879 |
11,456 |
2,423 |
20.1% |
254 |
2.1% |
25% |
False |
False |
170,178 |
80 |
13,879 |
11,456 |
2,423 |
20.1% |
240 |
2.0% |
25% |
False |
False |
127,721 |
100 |
14,276 |
11,456 |
2,820 |
23.4% |
226 |
1.9% |
22% |
False |
False |
102,187 |
120 |
14,369 |
11,456 |
2,913 |
24.1% |
196 |
1.6% |
21% |
False |
False |
85,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,661 |
2.618 |
13,152 |
1.618 |
12,840 |
1.000 |
12,647 |
0.618 |
12,528 |
HIGH |
12,335 |
0.618 |
12,216 |
0.500 |
12,179 |
0.382 |
12,142 |
LOW |
12,023 |
0.618 |
11,830 |
1.000 |
11,711 |
1.618 |
11,518 |
2.618 |
11,206 |
4.250 |
10,697 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,179 |
12,189 |
PP |
12,143 |
12,149 |
S1 |
12,106 |
12,110 |
|