| 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 |
6,667.0 |
6,774.0 |
107.0 |
1.6% |
6,985.0 |
| High |
6,810.5 |
6,801.0 |
-9.5 |
-0.1% |
7,124.0 |
| Low |
6,667.0 |
6,603.5 |
-63.5 |
-1.0% |
6,765.0 |
| Close |
6,767.0 |
6,625.0 |
-142.0 |
-2.1% |
6,822.5 |
| Range |
143.5 |
197.5 |
54.0 |
37.6% |
359.0 |
| ATR |
174.0 |
175.6 |
1.7 |
1.0% |
0.0 |
| Volume |
545 |
831 |
286 |
52.5% |
2,993 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.0 |
7,144.5 |
6,733.6 |
|
| R3 |
7,071.5 |
6,947.0 |
6,679.3 |
|
| R2 |
6,874.0 |
6,874.0 |
6,661.2 |
|
| R1 |
6,749.5 |
6,749.5 |
6,643.1 |
6,713.0 |
| PP |
6,676.5 |
6,676.5 |
6,676.5 |
6,658.3 |
| S1 |
6,552.0 |
6,552.0 |
6,606.9 |
6,515.5 |
| S2 |
6,479.0 |
6,479.0 |
6,588.8 |
|
| S3 |
6,281.5 |
6,354.5 |
6,570.7 |
|
| S4 |
6,084.0 |
6,157.0 |
6,516.4 |
|
|
| 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 |
7,112.0 |
6,603.5 |
508.5 |
7.7% |
160.7 |
2.4% |
4% |
False |
True |
692 |
| 10 |
7,124.0 |
6,603.5 |
520.5 |
7.9% |
145.2 |
2.2% |
4% |
False |
True |
800 |
| 20 |
7,183.5 |
6,603.5 |
580.0 |
8.8% |
153.6 |
2.3% |
4% |
False |
True |
1,375 |
| 40 |
7,988.5 |
6,450.0 |
1,538.5 |
23.2% |
185.6 |
2.8% |
11% |
False |
False |
1,035 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.9% |
164.0 |
2.5% |
9% |
False |
False |
1,640 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.9% |
146.3 |
2.2% |
9% |
False |
False |
1,363 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
27.9% |
127.9 |
1.9% |
9% |
False |
False |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,640.4 |
|
2.618 |
7,318.1 |
|
1.618 |
7,120.6 |
|
1.000 |
6,998.5 |
|
0.618 |
6,923.1 |
|
HIGH |
6,801.0 |
|
0.618 |
6,725.6 |
|
0.500 |
6,702.3 |
|
0.382 |
6,678.9 |
|
LOW |
6,603.5 |
|
0.618 |
6,481.4 |
|
1.000 |
6,406.0 |
|
1.618 |
6,283.9 |
|
2.618 |
6,086.4 |
|
4.250 |
5,764.1 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,702.3 |
6,778.8 |
| PP |
6,676.5 |
6,727.5 |
| S1 |
6,650.8 |
6,676.3 |
|