Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
984.5 |
991.0 |
6.5 |
0.7% |
959.2 |
High |
985.5 |
1,000.9 |
15.4 |
1.6% |
985.5 |
Low |
976.6 |
990.8 |
14.2 |
1.5% |
940.0 |
Close |
984.0 |
993.2 |
9.2 |
0.9% |
984.0 |
Range |
8.9 |
10.1 |
1.2 |
13.5% |
45.5 |
ATR |
15.5 |
15.6 |
0.1 |
0.6% |
0.0 |
Volume |
1,824 |
3,464 |
1,640 |
89.9% |
7,291 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.3 |
1,019.3 |
998.8 |
|
R3 |
1,015.2 |
1,009.2 |
996.0 |
|
R2 |
1,005.1 |
1,005.1 |
995.1 |
|
R1 |
999.1 |
999.1 |
994.1 |
1,002.1 |
PP |
995.0 |
995.0 |
995.0 |
996.5 |
S1 |
989.0 |
989.0 |
992.3 |
992.0 |
S2 |
984.9 |
984.9 |
991.3 |
|
S3 |
974.8 |
978.9 |
990.4 |
|
S4 |
964.7 |
968.8 |
987.6 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.3 |
1,090.7 |
1,009.0 |
|
R3 |
1,060.8 |
1,045.2 |
996.5 |
|
R2 |
1,015.3 |
1,015.3 |
992.3 |
|
R1 |
999.7 |
999.7 |
988.2 |
1,007.5 |
PP |
969.8 |
969.8 |
969.8 |
973.8 |
S1 |
954.2 |
954.2 |
979.8 |
962.0 |
S2 |
924.3 |
924.3 |
975.7 |
|
S3 |
878.8 |
908.7 |
971.5 |
|
S4 |
833.3 |
863.2 |
959.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,000.9 |
940.0 |
60.9 |
6.1% |
14.2 |
1.4% |
87% |
True |
False |
1,624 |
10 |
1,000.9 |
914.2 |
86.7 |
8.7% |
16.2 |
1.6% |
91% |
True |
False |
2,219 |
20 |
1,000.9 |
900.4 |
100.5 |
10.1% |
13.8 |
1.4% |
92% |
True |
False |
2,022 |
40 |
1,000.9 |
868.4 |
132.5 |
13.3% |
14.6 |
1.5% |
94% |
True |
False |
1,784 |
60 |
1,000.9 |
812.0 |
188.9 |
19.0% |
13.1 |
1.3% |
96% |
True |
False |
1,481 |
80 |
1,000.9 |
800.7 |
200.2 |
20.2% |
12.6 |
1.3% |
96% |
True |
False |
1,352 |
100 |
1,000.9 |
771.6 |
229.3 |
23.1% |
11.6 |
1.2% |
97% |
True |
False |
1,199 |
120 |
1,000.9 |
738.1 |
262.8 |
26.5% |
10.1 |
1.0% |
97% |
True |
False |
1,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,043.8 |
2.618 |
1,027.3 |
1.618 |
1,017.2 |
1.000 |
1,011.0 |
0.618 |
1,007.1 |
HIGH |
1,000.9 |
0.618 |
997.0 |
0.500 |
995.9 |
0.382 |
994.7 |
LOW |
990.8 |
0.618 |
984.6 |
1.000 |
980.7 |
1.618 |
974.5 |
2.618 |
964.4 |
4.250 |
947.9 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
995.9 |
990.0 |
PP |
995.0 |
986.9 |
S1 |
994.1 |
983.7 |
|