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 |
5,827.0 |
5,797.5 |
-29.5 |
-0.5% |
5,983.5 |
High |
5,850.0 |
5,879.0 |
29.0 |
0.5% |
6,099.5 |
Low |
5,704.0 |
5,780.0 |
76.0 |
1.3% |
5,850.0 |
Close |
5,754.0 |
5,874.0 |
120.0 |
2.1% |
5,852.0 |
Range |
146.0 |
99.0 |
-47.0 |
-32.2% |
249.5 |
ATR |
118.4 |
118.9 |
0.5 |
0.4% |
0.0 |
Volume |
279 |
3,465 |
3,186 |
1,141.9% |
2,460 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,141.5 |
6,106.5 |
5,928.5 |
|
R3 |
6,042.5 |
6,007.5 |
5,901.0 |
|
R2 |
5,943.5 |
5,943.5 |
5,892.0 |
|
R1 |
5,908.5 |
5,908.5 |
5,883.0 |
5,926.0 |
PP |
5,844.5 |
5,844.5 |
5,844.5 |
5,853.0 |
S1 |
5,809.5 |
5,809.5 |
5,865.0 |
5,827.0 |
S2 |
5,745.5 |
5,745.5 |
5,856.0 |
|
S3 |
5,646.5 |
5,710.5 |
5,847.0 |
|
S4 |
5,547.5 |
5,611.5 |
5,819.5 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,682.5 |
6,516.5 |
5,989.0 |
|
R3 |
6,433.0 |
6,267.0 |
5,920.5 |
|
R2 |
6,183.5 |
6,183.5 |
5,897.5 |
|
R1 |
6,017.5 |
6,017.5 |
5,875.0 |
5,976.0 |
PP |
5,934.0 |
5,934.0 |
5,934.0 |
5,913.0 |
S1 |
5,768.0 |
5,768.0 |
5,829.0 |
5,726.0 |
S2 |
5,684.5 |
5,684.5 |
5,806.5 |
|
S3 |
5,435.0 |
5,518.5 |
5,783.5 |
|
S4 |
5,185.5 |
5,269.0 |
5,715.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,078.0 |
5,704.0 |
374.0 |
6.4% |
116.0 |
2.0% |
45% |
False |
False |
981 |
10 |
6,099.5 |
5,704.0 |
395.5 |
6.7% |
98.0 |
1.7% |
43% |
False |
False |
706 |
20 |
6,099.5 |
5,701.5 |
398.0 |
6.8% |
103.5 |
1.8% |
43% |
False |
False |
561 |
40 |
6,327.0 |
5,325.0 |
1,002.0 |
17.1% |
116.5 |
2.0% |
55% |
False |
False |
446 |
60 |
6,643.5 |
5,325.0 |
1,318.5 |
22.4% |
89.5 |
1.5% |
42% |
False |
False |
312 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.4% |
71.0 |
1.2% |
42% |
False |
False |
264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,300.0 |
2.618 |
6,138.0 |
1.618 |
6,039.0 |
1.000 |
5,978.0 |
0.618 |
5,940.0 |
HIGH |
5,879.0 |
0.618 |
5,841.0 |
0.500 |
5,829.5 |
0.382 |
5,818.0 |
LOW |
5,780.0 |
0.618 |
5,719.0 |
1.000 |
5,681.0 |
1.618 |
5,620.0 |
2.618 |
5,521.0 |
4.250 |
5,359.0 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,859.0 |
5,846.5 |
PP |
5,844.5 |
5,819.0 |
S1 |
5,829.5 |
5,791.5 |
|