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 |
997.3 |
975.4 |
-21.9 |
-2.2% |
959.2 |
High |
998.8 |
1,001.2 |
2.4 |
0.2% |
985.5 |
Low |
969.0 |
971.0 |
2.0 |
0.2% |
940.0 |
Close |
975.1 |
997.8 |
22.7 |
2.3% |
984.0 |
Range |
29.8 |
30.2 |
0.4 |
1.3% |
45.5 |
ATR |
16.6 |
17.6 |
1.0 |
5.8% |
0.0 |
Volume |
1,529 |
1,249 |
-280 |
-18.3% |
7,291 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,080.6 |
1,069.4 |
1,014.4 |
|
R3 |
1,050.4 |
1,039.2 |
1,006.1 |
|
R2 |
1,020.2 |
1,020.2 |
1,003.3 |
|
R1 |
1,009.0 |
1,009.0 |
1,000.6 |
1,014.6 |
PP |
990.0 |
990.0 |
990.0 |
992.8 |
S1 |
978.8 |
978.8 |
995.0 |
984.4 |
S2 |
959.8 |
959.8 |
992.3 |
|
S3 |
929.6 |
948.6 |
989.5 |
|
S4 |
899.4 |
918.4 |
981.2 |
|
|
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 |
1,001.2 |
966.5 |
34.7 |
3.5% |
19.3 |
1.9% |
90% |
True |
False |
1,765 |
10 |
1,001.2 |
940.0 |
61.2 |
6.1% |
17.1 |
1.7% |
94% |
True |
False |
1,897 |
20 |
1,001.2 |
909.7 |
91.5 |
9.2% |
15.1 |
1.5% |
96% |
True |
False |
2,055 |
40 |
1,001.2 |
868.4 |
132.8 |
13.3% |
15.5 |
1.6% |
97% |
True |
False |
1,725 |
60 |
1,001.2 |
812.0 |
189.2 |
19.0% |
13.8 |
1.4% |
98% |
True |
False |
1,457 |
80 |
1,001.2 |
800.7 |
200.5 |
20.1% |
13.1 |
1.3% |
98% |
True |
False |
1,340 |
100 |
1,001.2 |
776.1 |
225.1 |
22.6% |
12.1 |
1.2% |
98% |
True |
False |
1,222 |
120 |
1,001.2 |
747.0 |
254.2 |
25.5% |
10.6 |
1.1% |
99% |
True |
False |
1,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,129.6 |
2.618 |
1,080.3 |
1.618 |
1,050.1 |
1.000 |
1,031.4 |
0.618 |
1,019.9 |
HIGH |
1,001.2 |
0.618 |
989.7 |
0.500 |
986.1 |
0.382 |
982.5 |
LOW |
971.0 |
0.618 |
952.3 |
1.000 |
940.8 |
1.618 |
922.1 |
2.618 |
891.9 |
4.250 |
842.7 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
993.9 |
993.6 |
PP |
990.0 |
989.3 |
S1 |
986.1 |
985.1 |
|