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 |
6,684.0 |
6,760.5 |
76.5 |
1.1% |
6,985.0 |
High |
6,783.0 |
6,763.5 |
-19.5 |
-0.3% |
7,124.0 |
Low |
6,677.0 |
6,620.0 |
-57.0 |
-0.9% |
6,765.0 |
Close |
6,761.5 |
6,676.5 |
-85.0 |
-1.3% |
6,822.5 |
Range |
106.0 |
143.5 |
37.5 |
35.4% |
359.0 |
ATR |
174.4 |
172.2 |
-2.2 |
-1.3% |
0.0 |
Volume |
914 |
1,768 |
854 |
93.4% |
2,993 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.2 |
7,040.3 |
6,755.4 |
|
R3 |
6,973.7 |
6,896.8 |
6,716.0 |
|
R2 |
6,830.2 |
6,830.2 |
6,702.8 |
|
R1 |
6,753.3 |
6,753.3 |
6,689.7 |
6,720.0 |
PP |
6,686.7 |
6,686.7 |
6,686.7 |
6,670.0 |
S1 |
6,609.8 |
6,609.8 |
6,663.3 |
6,576.5 |
S2 |
6,543.2 |
6,543.2 |
6,650.2 |
|
S3 |
6,399.7 |
6,466.3 |
6,637.0 |
|
S4 |
6,256.2 |
6,322.8 |
6,597.6 |
|
|
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 |
6,954.0 |
6,603.5 |
350.5 |
5.2% |
155.9 |
2.3% |
21% |
False |
False |
1,012 |
10 |
7,124.0 |
6,603.5 |
520.5 |
7.8% |
139.2 |
2.1% |
14% |
False |
False |
778 |
20 |
7,183.5 |
6,603.5 |
580.0 |
8.7% |
149.3 |
2.2% |
13% |
False |
False |
1,288 |
40 |
7,904.0 |
6,450.0 |
1,454.0 |
21.8% |
186.4 |
2.8% |
16% |
False |
False |
1,085 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.7% |
164.8 |
2.5% |
12% |
False |
False |
1,658 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.7% |
146.9 |
2.2% |
12% |
False |
False |
1,389 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
27.7% |
130.0 |
1.9% |
12% |
False |
False |
1,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,373.4 |
2.618 |
7,139.2 |
1.618 |
6,995.7 |
1.000 |
6,907.0 |
0.618 |
6,852.2 |
HIGH |
6,763.5 |
0.618 |
6,708.7 |
0.500 |
6,691.8 |
0.382 |
6,674.8 |
LOW |
6,620.0 |
0.618 |
6,531.3 |
1.000 |
6,476.5 |
1.618 |
6,387.8 |
2.618 |
6,244.3 |
4.250 |
6,010.1 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
6,691.8 |
6,702.3 |
PP |
6,686.7 |
6,693.7 |
S1 |
6,681.6 |
6,685.1 |
|