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 |
997.8 |
992.0 |
-5.8 |
-0.6% |
991.0 |
High |
998.4 |
997.1 |
-1.3 |
-0.1% |
1,001.2 |
Low |
975.6 |
981.6 |
6.0 |
0.6% |
969.0 |
Close |
986.2 |
983.1 |
-3.1 |
-0.3% |
983.1 |
Range |
22.8 |
15.5 |
-7.3 |
-32.0% |
32.2 |
ATR |
18.0 |
17.8 |
-0.2 |
-1.0% |
0.0 |
Volume |
998 |
1,129 |
131 |
13.1% |
8,369 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.8 |
1,023.9 |
991.6 |
|
R3 |
1,018.3 |
1,008.4 |
987.4 |
|
R2 |
1,002.8 |
1,002.8 |
985.9 |
|
R1 |
992.9 |
992.9 |
984.5 |
990.1 |
PP |
987.3 |
987.3 |
987.3 |
985.9 |
S1 |
977.4 |
977.4 |
981.7 |
974.6 |
S2 |
971.8 |
971.8 |
980.3 |
|
S3 |
956.3 |
961.9 |
978.8 |
|
S4 |
940.8 |
946.4 |
974.6 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.0 |
1,064.3 |
1,000.8 |
|
R3 |
1,048.8 |
1,032.1 |
992.0 |
|
R2 |
1,016.6 |
1,016.6 |
989.0 |
|
R1 |
999.9 |
999.9 |
986.1 |
992.2 |
PP |
984.4 |
984.4 |
984.4 |
980.6 |
S1 |
967.7 |
967.7 |
980.1 |
960.0 |
S2 |
952.2 |
952.2 |
977.2 |
|
S3 |
920.0 |
935.5 |
974.2 |
|
S4 |
887.8 |
903.3 |
965.4 |
|
|
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% |
21.7 |
2.2% |
44% |
False |
False |
1,673 |
10 |
1,001.2 |
940.0 |
61.2 |
6.2% |
18.4 |
1.9% |
70% |
False |
False |
1,566 |
20 |
1,001.2 |
909.7 |
91.5 |
9.3% |
16.0 |
1.6% |
80% |
False |
False |
1,887 |
40 |
1,001.2 |
868.4 |
132.8 |
13.5% |
15.7 |
1.6% |
86% |
False |
False |
1,727 |
60 |
1,001.2 |
812.0 |
189.2 |
19.2% |
14.1 |
1.4% |
90% |
False |
False |
1,428 |
80 |
1,001.2 |
800.7 |
200.5 |
20.4% |
13.2 |
1.3% |
91% |
False |
False |
1,349 |
100 |
1,001.2 |
776.1 |
225.1 |
22.9% |
12.5 |
1.3% |
92% |
False |
False |
1,231 |
120 |
1,001.2 |
752.6 |
248.6 |
25.3% |
10.9 |
1.1% |
93% |
False |
False |
1,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,063.0 |
2.618 |
1,037.7 |
1.618 |
1,022.2 |
1.000 |
1,012.6 |
0.618 |
1,006.7 |
HIGH |
997.1 |
0.618 |
991.2 |
0.500 |
989.4 |
0.382 |
987.5 |
LOW |
981.6 |
0.618 |
972.0 |
1.000 |
966.1 |
1.618 |
956.5 |
2.618 |
941.0 |
4.250 |
915.7 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
989.4 |
986.1 |
PP |
987.3 |
985.1 |
S1 |
985.2 |
984.1 |
|