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 |
12,275 |
12,069 |
-206 |
-1.7% |
12,279 |
High |
12,335 |
12,127 |
-208 |
-1.7% |
12,355 |
Low |
12,023 |
11,820 |
-203 |
-1.7% |
11,820 |
Close |
12,070 |
11,891 |
-179 |
-1.5% |
11,891 |
Range |
312 |
307 |
-5 |
-1.6% |
535 |
ATR |
245 |
249 |
4 |
1.8% |
0 |
Volume |
217,997 |
209,087 |
-8,910 |
-4.1% |
1,042,950 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,867 |
12,686 |
12,060 |
|
R3 |
12,560 |
12,379 |
11,976 |
|
R2 |
12,253 |
12,253 |
11,947 |
|
R1 |
12,072 |
12,072 |
11,919 |
12,009 |
PP |
11,946 |
11,946 |
11,946 |
11,915 |
S1 |
11,765 |
11,765 |
11,863 |
11,702 |
S2 |
11,639 |
11,639 |
11,835 |
|
S3 |
11,332 |
11,458 |
11,807 |
|
S4 |
11,025 |
11,151 |
11,722 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,627 |
13,294 |
12,185 |
|
R3 |
13,092 |
12,759 |
12,038 |
|
R2 |
12,557 |
12,557 |
11,989 |
|
R1 |
12,224 |
12,224 |
11,940 |
12,123 |
PP |
12,022 |
12,022 |
12,022 |
11,972 |
S1 |
11,689 |
11,689 |
11,842 |
11,588 |
S2 |
11,487 |
11,487 |
11,793 |
|
S3 |
10,952 |
11,154 |
11,744 |
|
S4 |
10,417 |
10,619 |
11,597 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,355 |
11,820 |
535 |
4.5% |
242 |
2.0% |
13% |
False |
True |
208,590 |
10 |
12,762 |
11,820 |
942 |
7.9% |
235 |
2.0% |
8% |
False |
True |
197,817 |
20 |
12,762 |
11,820 |
942 |
7.9% |
231 |
1.9% |
8% |
False |
True |
189,097 |
40 |
12,984 |
11,456 |
1,528 |
12.9% |
275 |
2.3% |
28% |
False |
False |
204,001 |
60 |
13,879 |
11,456 |
2,423 |
20.4% |
257 |
2.2% |
18% |
False |
False |
173,641 |
80 |
13,879 |
11,456 |
2,423 |
20.4% |
242 |
2.0% |
18% |
False |
False |
130,334 |
100 |
14,178 |
11,456 |
2,722 |
22.9% |
228 |
1.9% |
16% |
False |
False |
104,278 |
120 |
14,369 |
11,456 |
2,913 |
24.5% |
199 |
1.7% |
15% |
False |
False |
86,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,432 |
2.618 |
12,931 |
1.618 |
12,624 |
1.000 |
12,434 |
0.618 |
12,317 |
HIGH |
12,127 |
0.618 |
12,010 |
0.500 |
11,974 |
0.382 |
11,937 |
LOW |
11,820 |
0.618 |
11,630 |
1.000 |
11,513 |
1.618 |
11,323 |
2.618 |
11,016 |
4.250 |
10,515 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
11,974 |
12,088 |
PP |
11,946 |
12,022 |
S1 |
11,919 |
11,957 |
|