Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,874.5 |
5,725.0 |
-149.5 |
-2.5% |
5,795.0 |
High |
5,874.5 |
5,760.0 |
-114.5 |
-1.9% |
5,879.0 |
Low |
5,748.0 |
5,664.0 |
-84.0 |
-1.5% |
5,664.0 |
Close |
5,779.5 |
5,702.5 |
-77.0 |
-1.3% |
5,702.5 |
Range |
126.5 |
96.0 |
-30.5 |
-24.1% |
215.0 |
ATR |
119.4 |
119.1 |
-0.3 |
-0.2% |
0.0 |
Volume |
1,642 |
3,545 |
1,903 |
115.9% |
9,232 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,997.0 |
5,945.5 |
5,755.5 |
|
R3 |
5,901.0 |
5,849.5 |
5,729.0 |
|
R2 |
5,805.0 |
5,805.0 |
5,720.0 |
|
R1 |
5,753.5 |
5,753.5 |
5,711.5 |
5,731.0 |
PP |
5,709.0 |
5,709.0 |
5,709.0 |
5,697.5 |
S1 |
5,657.5 |
5,657.5 |
5,693.5 |
5,635.0 |
S2 |
5,613.0 |
5,613.0 |
5,685.0 |
|
S3 |
5,517.0 |
5,561.5 |
5,676.0 |
|
S4 |
5,421.0 |
5,465.5 |
5,649.5 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,393.5 |
6,263.0 |
5,821.0 |
|
R3 |
6,178.5 |
6,048.0 |
5,761.5 |
|
R2 |
5,963.5 |
5,963.5 |
5,742.0 |
|
R1 |
5,833.0 |
5,833.0 |
5,722.0 |
5,791.0 |
PP |
5,748.5 |
5,748.5 |
5,748.5 |
5,727.5 |
S1 |
5,618.0 |
5,618.0 |
5,683.0 |
5,576.0 |
S2 |
5,533.5 |
5,533.5 |
5,663.0 |
|
S3 |
5,318.5 |
5,403.0 |
5,643.5 |
|
S4 |
5,103.5 |
5,188.0 |
5,584.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,879.0 |
5,664.0 |
215.0 |
3.8% |
111.5 |
2.0% |
18% |
False |
True |
1,846 |
10 |
6,099.5 |
5,664.0 |
435.5 |
7.6% |
105.5 |
1.9% |
9% |
False |
True |
1,169 |
20 |
6,099.5 |
5,664.0 |
435.5 |
7.6% |
103.5 |
1.8% |
9% |
False |
True |
807 |
40 |
6,263.5 |
5,325.0 |
938.5 |
16.5% |
118.0 |
2.1% |
40% |
False |
False |
545 |
60 |
6,622.0 |
5,325.0 |
1,297.0 |
22.7% |
93.0 |
1.6% |
29% |
False |
False |
398 |
80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
74.0 |
1.3% |
29% |
False |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.0 |
2.618 |
6,011.5 |
1.618 |
5,915.5 |
1.000 |
5,856.0 |
0.618 |
5,819.5 |
HIGH |
5,760.0 |
0.618 |
5,723.5 |
0.500 |
5,712.0 |
0.382 |
5,700.5 |
LOW |
5,664.0 |
0.618 |
5,604.5 |
1.000 |
5,568.0 |
1.618 |
5,508.5 |
2.618 |
5,412.5 |
4.250 |
5,256.0 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
5,712.0 |
5,771.5 |
PP |
5,709.0 |
5,748.5 |
S1 |
5,705.5 |
5,725.5 |
|