Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
991.0 |
997.3 |
6.3 |
0.6% |
959.2 |
High |
1,000.9 |
998.8 |
-2.1 |
-0.2% |
985.5 |
Low |
990.8 |
969.0 |
-21.8 |
-2.2% |
940.0 |
Close |
993.2 |
975.1 |
-18.1 |
-1.8% |
984.0 |
Range |
10.1 |
29.8 |
19.7 |
195.0% |
45.5 |
ATR |
15.6 |
16.6 |
1.0 |
6.5% |
0.0 |
Volume |
3,464 |
1,529 |
-1,935 |
-55.9% |
7,291 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.4 |
1,052.5 |
991.5 |
|
R3 |
1,040.6 |
1,022.7 |
983.3 |
|
R2 |
1,010.8 |
1,010.8 |
980.6 |
|
R1 |
992.9 |
992.9 |
977.8 |
987.0 |
PP |
981.0 |
981.0 |
981.0 |
978.0 |
S1 |
963.1 |
963.1 |
972.4 |
957.2 |
S2 |
951.2 |
951.2 |
969.6 |
|
S3 |
921.4 |
933.3 |
966.9 |
|
S4 |
891.6 |
903.5 |
958.7 |
|
|
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 |
962.9 |
38.0 |
3.9% |
15.7 |
1.6% |
32% |
False |
False |
1,724 |
10 |
1,000.9 |
932.6 |
68.3 |
7.0% |
16.6 |
1.7% |
62% |
False |
False |
2,164 |
20 |
1,000.9 |
900.6 |
100.3 |
10.3% |
14.4 |
1.5% |
74% |
False |
False |
2,083 |
40 |
1,000.9 |
868.4 |
132.5 |
13.6% |
15.2 |
1.6% |
81% |
False |
False |
1,706 |
60 |
1,000.9 |
812.0 |
188.9 |
19.4% |
13.4 |
1.4% |
86% |
False |
False |
1,480 |
80 |
1,000.9 |
800.7 |
200.2 |
20.5% |
12.8 |
1.3% |
87% |
False |
False |
1,337 |
100 |
1,000.9 |
776.1 |
224.8 |
23.1% |
11.8 |
1.2% |
89% |
False |
False |
1,211 |
120 |
1,000.9 |
738.1 |
262.8 |
27.0% |
10.3 |
1.1% |
90% |
False |
False |
1,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.5 |
2.618 |
1,076.8 |
1.618 |
1,047.0 |
1.000 |
1,028.6 |
0.618 |
1,017.2 |
HIGH |
998.8 |
0.618 |
987.4 |
0.500 |
983.9 |
0.382 |
980.4 |
LOW |
969.0 |
0.618 |
950.6 |
1.000 |
939.2 |
1.618 |
920.8 |
2.618 |
891.0 |
4.250 |
842.4 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
983.9 |
985.0 |
PP |
981.0 |
981.7 |
S1 |
978.0 |
978.4 |
|