| 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 |
6,692.5 |
6,700.0 |
7.5 |
0.1% |
6,906.0 |
| High |
6,735.0 |
6,703.0 |
-32.0 |
-0.5% |
7,048.5 |
| Low |
6,530.0 |
6,543.0 |
13.0 |
0.2% |
6,690.5 |
| Close |
6,553.0 |
6,603.0 |
50.0 |
0.8% |
6,748.5 |
| Range |
205.0 |
160.0 |
-45.0 |
-22.0% |
358.0 |
| ATR |
175.5 |
174.4 |
-1.1 |
-0.6% |
0.0 |
| Volume |
0 |
177,246 |
177,246 |
|
874,337 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,096.3 |
7,009.7 |
6,691.0 |
|
| R3 |
6,936.3 |
6,849.7 |
6,647.0 |
|
| R2 |
6,776.3 |
6,776.3 |
6,632.3 |
|
| R1 |
6,689.7 |
6,689.7 |
6,617.7 |
6,653.0 |
| PP |
6,616.3 |
6,616.3 |
6,616.3 |
6,598.0 |
| S1 |
6,529.7 |
6,529.7 |
6,588.3 |
6,493.0 |
| S2 |
6,456.3 |
6,456.3 |
6,573.7 |
|
| S3 |
6,296.3 |
6,369.7 |
6,559.0 |
|
| S4 |
6,136.3 |
6,209.7 |
6,515.0 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,903.2 |
7,683.8 |
6,945.4 |
|
| R3 |
7,545.2 |
7,325.8 |
6,847.0 |
|
| R2 |
7,187.2 |
7,187.2 |
6,814.1 |
|
| R1 |
6,967.8 |
6,967.8 |
6,781.3 |
6,898.5 |
| PP |
6,829.2 |
6,829.2 |
6,829.2 |
6,794.5 |
| S1 |
6,609.8 |
6,609.8 |
6,715.7 |
6,540.5 |
| S2 |
6,471.2 |
6,471.2 |
6,682.9 |
|
| S3 |
6,113.2 |
6,251.8 |
6,650.1 |
|
| S4 |
5,755.2 |
5,893.8 |
6,551.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,883.0 |
6,530.0 |
353.0 |
5.3% |
177.2 |
2.7% |
21% |
False |
False |
150,774 |
| 10 |
7,048.5 |
6,530.0 |
518.5 |
7.9% |
153.4 |
2.3% |
14% |
False |
False |
160,655 |
| 20 |
7,108.0 |
6,530.0 |
578.0 |
8.8% |
156.4 |
2.4% |
13% |
False |
False |
145,718 |
| 40 |
7,826.5 |
6,448.5 |
1,378.0 |
20.9% |
195.8 |
3.0% |
11% |
False |
False |
173,875 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
27.3% |
174.2 |
2.6% |
9% |
False |
False |
144,203 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
27.3% |
159.3 |
2.4% |
9% |
False |
False |
108,500 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
27.3% |
145.8 |
2.2% |
9% |
False |
False |
86,893 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
27.3% |
133.2 |
2.0% |
9% |
False |
False |
72,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,383.0 |
|
2.618 |
7,121.9 |
|
1.618 |
6,961.9 |
|
1.000 |
6,863.0 |
|
0.618 |
6,801.9 |
|
HIGH |
6,703.0 |
|
0.618 |
6,641.9 |
|
0.500 |
6,623.0 |
|
0.382 |
6,604.1 |
|
LOW |
6,543.0 |
|
0.618 |
6,444.1 |
|
1.000 |
6,383.0 |
|
1.618 |
6,284.1 |
|
2.618 |
6,124.1 |
|
4.250 |
5,863.0 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,623.0 |
6,632.5 |
| PP |
6,616.3 |
6,622.7 |
| S1 |
6,609.7 |
6,612.8 |
|