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 |
975.4 |
997.8 |
22.4 |
2.3% |
959.2 |
High |
1,001.2 |
998.4 |
-2.8 |
-0.3% |
985.5 |
Low |
971.0 |
975.6 |
4.6 |
0.5% |
940.0 |
Close |
997.8 |
986.2 |
-11.6 |
-1.2% |
984.0 |
Range |
30.2 |
22.8 |
-7.4 |
-24.5% |
45.5 |
ATR |
17.6 |
18.0 |
0.4 |
2.1% |
0.0 |
Volume |
1,249 |
998 |
-251 |
-20.1% |
7,291 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.1 |
1,043.5 |
998.7 |
|
R3 |
1,032.3 |
1,020.7 |
992.5 |
|
R2 |
1,009.5 |
1,009.5 |
990.4 |
|
R1 |
997.9 |
997.9 |
988.3 |
992.3 |
PP |
986.7 |
986.7 |
986.7 |
984.0 |
S1 |
975.1 |
975.1 |
984.1 |
969.5 |
S2 |
963.9 |
963.9 |
982.0 |
|
S3 |
941.1 |
952.3 |
979.9 |
|
S4 |
918.3 |
929.5 |
973.7 |
|
|
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 |
1,001.2 |
969.0 |
32.2 |
3.3% |
20.4 |
2.1% |
53% |
False |
False |
1,812 |
10 |
1,001.2 |
940.0 |
61.2 |
6.2% |
18.1 |
1.8% |
75% |
False |
False |
1,598 |
20 |
1,001.2 |
909.7 |
91.5 |
9.3% |
15.6 |
1.6% |
84% |
False |
False |
1,862 |
40 |
1,001.2 |
868.4 |
132.8 |
13.5% |
15.7 |
1.6% |
89% |
False |
False |
1,737 |
60 |
1,001.2 |
812.0 |
189.2 |
19.2% |
13.9 |
1.4% |
92% |
False |
False |
1,416 |
80 |
1,001.2 |
800.7 |
200.5 |
20.3% |
13.1 |
1.3% |
93% |
False |
False |
1,336 |
100 |
1,001.2 |
776.1 |
225.1 |
22.8% |
12.3 |
1.3% |
93% |
False |
False |
1,228 |
120 |
1,001.2 |
747.0 |
254.2 |
25.8% |
10.8 |
1.1% |
94% |
False |
False |
1,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.3 |
2.618 |
1,058.1 |
1.618 |
1,035.3 |
1.000 |
1,021.2 |
0.618 |
1,012.5 |
HIGH |
998.4 |
0.618 |
989.7 |
0.500 |
987.0 |
0.382 |
984.3 |
LOW |
975.6 |
0.618 |
961.5 |
1.000 |
952.8 |
1.618 |
938.7 |
2.618 |
915.9 |
4.250 |
878.7 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
987.0 |
985.8 |
PP |
986.7 |
985.5 |
S1 |
986.5 |
985.1 |
|