| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,774.0 |
6,684.0 |
-90.0 |
-1.3% |
6,985.0 |
| High |
6,801.0 |
6,783.0 |
-18.0 |
-0.3% |
7,124.0 |
| Low |
6,603.5 |
6,677.0 |
73.5 |
1.1% |
6,765.0 |
| Close |
6,625.0 |
6,761.5 |
136.5 |
2.1% |
6,822.5 |
| Range |
197.5 |
106.0 |
-91.5 |
-46.3% |
359.0 |
| ATR |
175.6 |
174.4 |
-1.3 |
-0.7% |
0.0 |
| Volume |
831 |
914 |
83 |
10.0% |
2,993 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,058.5 |
7,016.0 |
6,819.8 |
|
| R3 |
6,952.5 |
6,910.0 |
6,790.7 |
|
| R2 |
6,846.5 |
6,846.5 |
6,780.9 |
|
| R1 |
6,804.0 |
6,804.0 |
6,771.2 |
6,825.3 |
| PP |
6,740.5 |
6,740.5 |
6,740.5 |
6,751.1 |
| S1 |
6,698.0 |
6,698.0 |
6,751.8 |
6,719.3 |
| S2 |
6,634.5 |
6,634.5 |
6,742.1 |
|
| S3 |
6,528.5 |
6,592.0 |
6,732.4 |
|
| S4 |
6,422.5 |
6,486.0 |
6,703.2 |
|
|
| 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 |
7,085.5 |
6,603.5 |
482.0 |
7.1% |
155.2 |
2.3% |
33% |
False |
False |
737 |
| 10 |
7,124.0 |
6,603.5 |
520.5 |
7.7% |
141.8 |
2.1% |
30% |
False |
False |
683 |
| 20 |
7,183.5 |
6,603.5 |
580.0 |
8.6% |
150.7 |
2.2% |
27% |
False |
False |
1,379 |
| 40 |
7,981.0 |
6,450.0 |
1,531.0 |
22.6% |
186.0 |
2.8% |
20% |
False |
False |
1,051 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.4% |
164.1 |
2.4% |
17% |
False |
False |
1,640 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.4% |
146.5 |
2.2% |
17% |
False |
False |
1,373 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
27.4% |
128.8 |
1.9% |
17% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,233.5 |
|
2.618 |
7,060.5 |
|
1.618 |
6,954.5 |
|
1.000 |
6,889.0 |
|
0.618 |
6,848.5 |
|
HIGH |
6,783.0 |
|
0.618 |
6,742.5 |
|
0.500 |
6,730.0 |
|
0.382 |
6,717.5 |
|
LOW |
6,677.0 |
|
0.618 |
6,611.5 |
|
1.000 |
6,571.0 |
|
1.618 |
6,505.5 |
|
2.618 |
6,399.5 |
|
4.250 |
6,226.5 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,751.0 |
6,743.3 |
| PP |
6,740.5 |
6,725.2 |
| S1 |
6,730.0 |
6,707.0 |
|