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 |
6,944.0 |
6,667.0 |
-277.0 |
-4.0% |
6,985.0 |
High |
6,954.0 |
6,810.5 |
-143.5 |
-2.1% |
7,124.0 |
Low |
6,765.0 |
6,667.0 |
-98.0 |
-1.4% |
6,765.0 |
Close |
6,822.5 |
6,767.0 |
-55.5 |
-0.8% |
6,822.5 |
Range |
189.0 |
143.5 |
-45.5 |
-24.1% |
359.0 |
ATR |
175.4 |
174.0 |
-1.4 |
-0.8% |
0.0 |
Volume |
1,002 |
545 |
-457 |
-45.6% |
2,993 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,178.7 |
7,116.3 |
6,845.9 |
|
R3 |
7,035.2 |
6,972.8 |
6,806.5 |
|
R2 |
6,891.7 |
6,891.7 |
6,793.3 |
|
R1 |
6,829.3 |
6,829.3 |
6,780.2 |
6,860.5 |
PP |
6,748.2 |
6,748.2 |
6,748.2 |
6,763.8 |
S1 |
6,685.8 |
6,685.8 |
6,753.8 |
6,717.0 |
S2 |
6,604.7 |
6,604.7 |
6,740.7 |
|
S3 |
6,461.2 |
6,542.3 |
6,727.5 |
|
S4 |
6,317.7 |
6,398.8 |
6,688.1 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,980.8 |
7,760.7 |
7,020.0 |
|
R3 |
7,621.8 |
7,401.7 |
6,921.2 |
|
R2 |
7,262.8 |
7,262.8 |
6,888.3 |
|
R1 |
7,042.7 |
7,042.7 |
6,855.4 |
6,973.3 |
PP |
6,903.8 |
6,903.8 |
6,903.8 |
6,869.1 |
S1 |
6,683.7 |
6,683.7 |
6,789.6 |
6,614.3 |
S2 |
6,544.8 |
6,544.8 |
6,756.7 |
|
S3 |
6,185.8 |
6,324.7 |
6,723.8 |
|
S4 |
5,826.8 |
5,965.7 |
6,625.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,124.0 |
6,667.0 |
457.0 |
6.8% |
143.6 |
2.1% |
22% |
False |
True |
634 |
10 |
7,183.5 |
6,667.0 |
516.5 |
7.6% |
144.4 |
2.1% |
19% |
False |
True |
992 |
20 |
7,183.5 |
6,667.0 |
516.5 |
7.6% |
157.7 |
2.3% |
19% |
False |
True |
1,354 |
40 |
8,079.5 |
6,450.0 |
1,629.5 |
24.1% |
185.0 |
2.7% |
19% |
False |
False |
1,059 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.3% |
161.3 |
2.4% |
17% |
False |
False |
1,642 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.3% |
144.1 |
2.1% |
17% |
False |
False |
1,355 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
27.3% |
126.3 |
1.9% |
17% |
False |
False |
1,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,420.4 |
2.618 |
7,186.2 |
1.618 |
7,042.7 |
1.000 |
6,954.0 |
0.618 |
6,899.2 |
HIGH |
6,810.5 |
0.618 |
6,755.7 |
0.500 |
6,738.8 |
0.382 |
6,721.8 |
LOW |
6,667.0 |
0.618 |
6,578.3 |
1.000 |
6,523.5 |
1.618 |
6,434.8 |
2.618 |
6,291.3 |
4.250 |
6,057.1 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,757.6 |
6,876.3 |
PP |
6,748.2 |
6,839.8 |
S1 |
6,738.8 |
6,803.4 |
|