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 |
5,797.5 |
5,874.5 |
77.0 |
1.3% |
5,983.5 |
High |
5,879.0 |
5,874.5 |
-4.5 |
-0.1% |
6,099.5 |
Low |
5,780.0 |
5,748.0 |
-32.0 |
-0.6% |
5,850.0 |
Close |
5,874.0 |
5,779.5 |
-94.5 |
-1.6% |
5,852.0 |
Range |
99.0 |
126.5 |
27.5 |
27.8% |
249.5 |
ATR |
118.9 |
119.4 |
0.5 |
0.5% |
0.0 |
Volume |
3,465 |
1,642 |
-1,823 |
-52.6% |
2,460 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,180.0 |
6,106.5 |
5,849.0 |
|
R3 |
6,053.5 |
5,980.0 |
5,814.5 |
|
R2 |
5,927.0 |
5,927.0 |
5,802.5 |
|
R1 |
5,853.5 |
5,853.5 |
5,791.0 |
5,827.0 |
PP |
5,800.5 |
5,800.5 |
5,800.5 |
5,787.5 |
S1 |
5,727.0 |
5,727.0 |
5,768.0 |
5,700.5 |
S2 |
5,674.0 |
5,674.0 |
5,756.5 |
|
S3 |
5,547.5 |
5,600.5 |
5,744.5 |
|
S4 |
5,421.0 |
5,474.0 |
5,710.0 |
|
|
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 |
5,971.0 |
5,704.0 |
267.0 |
4.6% |
116.5 |
2.0% |
28% |
False |
False |
1,192 |
10 |
6,099.5 |
5,704.0 |
395.5 |
6.8% |
104.5 |
1.8% |
19% |
False |
False |
863 |
20 |
6,099.5 |
5,701.5 |
398.0 |
6.9% |
102.5 |
1.8% |
20% |
False |
False |
633 |
40 |
6,263.5 |
5,325.0 |
938.5 |
16.2% |
117.5 |
2.0% |
48% |
False |
False |
466 |
60 |
6,622.0 |
5,325.0 |
1,297.0 |
22.4% |
91.5 |
1.6% |
35% |
False |
False |
339 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
22.8% |
72.5 |
1.3% |
34% |
False |
False |
284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,412.0 |
2.618 |
6,205.5 |
1.618 |
6,079.0 |
1.000 |
6,001.0 |
0.618 |
5,952.5 |
HIGH |
5,874.5 |
0.618 |
5,826.0 |
0.500 |
5,811.0 |
0.382 |
5,796.5 |
LOW |
5,748.0 |
0.618 |
5,670.0 |
1.000 |
5,621.5 |
1.618 |
5,543.5 |
2.618 |
5,417.0 |
4.250 |
5,210.5 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,811.0 |
5,791.5 |
PP |
5,800.5 |
5,787.5 |
S1 |
5,790.0 |
5,783.5 |
|