| 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 |
1,003.7 |
1,001.4 |
-2.3 |
-0.2% |
960.6 |
| High |
1,006.0 |
1,001.4 |
-4.6 |
-0.5% |
994.7 |
| Low |
1,001.6 |
983.5 |
-18.1 |
-1.8% |
958.1 |
| Close |
1,003.5 |
984.9 |
-18.6 |
-1.9% |
994.1 |
| Range |
4.4 |
17.9 |
13.5 |
306.8% |
36.6 |
| ATR |
10.7 |
11.3 |
0.7 |
6.3% |
0.0 |
| Volume |
732 |
1,212 |
480 |
65.6% |
2,476 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,043.6 |
1,032.2 |
994.7 |
|
| R3 |
1,025.7 |
1,014.3 |
989.8 |
|
| R2 |
1,007.8 |
1,007.8 |
988.2 |
|
| R1 |
996.4 |
996.4 |
986.5 |
993.2 |
| PP |
989.9 |
989.9 |
989.9 |
988.3 |
| S1 |
978.5 |
978.5 |
983.3 |
975.3 |
| S2 |
972.0 |
972.0 |
981.6 |
|
| S3 |
954.1 |
960.6 |
980.0 |
|
| S4 |
936.2 |
942.7 |
975.1 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.1 |
1,079.7 |
1,014.2 |
|
| R3 |
1,055.5 |
1,043.1 |
1,004.2 |
|
| R2 |
1,018.9 |
1,018.9 |
1,000.8 |
|
| R1 |
1,006.5 |
1,006.5 |
997.5 |
1,012.7 |
| PP |
982.3 |
982.3 |
982.3 |
985.4 |
| S1 |
969.9 |
969.9 |
990.7 |
976.1 |
| S2 |
945.7 |
945.7 |
987.4 |
|
| S3 |
909.1 |
933.3 |
984.0 |
|
| S4 |
872.5 |
896.7 |
974.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,077.5 |
|
2.618 |
1,048.3 |
|
1.618 |
1,030.4 |
|
1.000 |
1,019.3 |
|
0.618 |
1,012.5 |
|
HIGH |
1,001.4 |
|
0.618 |
994.6 |
|
0.500 |
992.5 |
|
0.382 |
990.3 |
|
LOW |
983.5 |
|
0.618 |
972.4 |
|
1.000 |
965.6 |
|
1.618 |
954.5 |
|
2.618 |
936.6 |
|
4.250 |
907.4 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
992.5 |
994.8 |
| PP |
989.9 |
991.5 |
| S1 |
987.4 |
988.2 |
|