| 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 |
12,260 |
12,223 |
-37 |
-0.3% |
12,394 |
| High |
12,291 |
12,355 |
64 |
0.5% |
12,762 |
| Low |
12,032 |
12,149 |
117 |
1.0% |
12,228 |
| Close |
12,222 |
12,276 |
54 |
0.4% |
12,306 |
| Range |
259 |
206 |
-53 |
-20.5% |
534 |
| ATR |
242 |
239 |
-3 |
-1.1% |
0 |
| Volume |
176,886 |
244,269 |
67,383 |
38.1% |
935,228 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,878 |
12,783 |
12,389 |
|
| R3 |
12,672 |
12,577 |
12,333 |
|
| R2 |
12,466 |
12,466 |
12,314 |
|
| R1 |
12,371 |
12,371 |
12,295 |
12,419 |
| PP |
12,260 |
12,260 |
12,260 |
12,284 |
| S1 |
12,165 |
12,165 |
12,257 |
12,213 |
| S2 |
12,054 |
12,054 |
12,238 |
|
| S3 |
11,848 |
11,959 |
12,219 |
|
| S4 |
11,642 |
11,753 |
12,163 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034 |
13,704 |
12,600 |
|
| R3 |
13,500 |
13,170 |
12,453 |
|
| R2 |
12,966 |
12,966 |
12,404 |
|
| R1 |
12,636 |
12,636 |
12,355 |
12,534 |
| PP |
12,432 |
12,432 |
12,432 |
12,381 |
| S1 |
12,102 |
12,102 |
12,257 |
12,000 |
| S2 |
11,898 |
11,898 |
12,208 |
|
| S3 |
11,364 |
11,568 |
12,159 |
|
| S4 |
10,830 |
11,034 |
12,012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,697 |
12,032 |
665 |
5.4% |
220 |
1.8% |
37% |
False |
False |
187,502 |
| 10 |
12,762 |
12,032 |
730 |
5.9% |
224 |
1.8% |
33% |
False |
False |
195,845 |
| 20 |
12,762 |
12,032 |
730 |
5.9% |
222 |
1.8% |
33% |
False |
False |
186,442 |
| 40 |
12,984 |
11,456 |
1,528 |
12.4% |
274 |
2.2% |
54% |
False |
False |
204,560 |
| 60 |
13,879 |
11,456 |
2,423 |
19.7% |
252 |
2.0% |
34% |
False |
False |
166,570 |
| 80 |
13,879 |
11,456 |
2,423 |
19.7% |
239 |
1.9% |
34% |
False |
False |
124,998 |
| 100 |
14,297 |
11,456 |
2,841 |
23.1% |
225 |
1.8% |
29% |
False |
False |
100,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,231 |
|
2.618 |
12,894 |
|
1.618 |
12,688 |
|
1.000 |
12,561 |
|
0.618 |
12,482 |
|
HIGH |
12,355 |
|
0.618 |
12,276 |
|
0.500 |
12,252 |
|
0.382 |
12,228 |
|
LOW |
12,149 |
|
0.618 |
12,022 |
|
1.000 |
11,943 |
|
1.618 |
11,816 |
|
2.618 |
11,610 |
|
4.250 |
11,274 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,268 |
12,249 |
| PP |
12,260 |
12,221 |
| S1 |
12,252 |
12,194 |
|