Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
970.0 |
976.0 |
6.0 |
0.6% |
921.7 |
High |
980.0 |
991.0 |
11.0 |
1.1% |
973.2 |
Low |
970.0 |
972.0 |
2.0 |
0.2% |
919.3 |
Close |
977.4 |
983.7 |
6.3 |
0.6% |
963.6 |
Range |
10.0 |
19.0 |
9.0 |
90.0% |
53.9 |
ATR |
18.3 |
18.3 |
0.1 |
0.3% |
0.0 |
Volume |
1,207 |
617 |
-590 |
-48.9% |
4,309 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.2 |
1,030.5 |
994.2 |
|
R3 |
1,020.2 |
1,011.5 |
988.9 |
|
R2 |
1,001.2 |
1,001.2 |
987.2 |
|
R1 |
992.5 |
992.5 |
985.4 |
996.9 |
PP |
982.2 |
982.2 |
982.2 |
984.4 |
S1 |
973.5 |
973.5 |
982.0 |
977.9 |
S2 |
963.2 |
963.2 |
980.2 |
|
S3 |
944.2 |
954.5 |
978.5 |
|
S4 |
925.2 |
935.5 |
973.3 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.7 |
1,092.6 |
993.2 |
|
R3 |
1,059.8 |
1,038.7 |
978.4 |
|
R2 |
1,005.9 |
1,005.9 |
973.5 |
|
R1 |
984.8 |
984.8 |
968.5 |
995.4 |
PP |
952.0 |
952.0 |
952.0 |
957.3 |
S1 |
930.9 |
930.9 |
958.7 |
941.5 |
S2 |
898.1 |
898.1 |
953.7 |
|
S3 |
844.2 |
877.0 |
948.8 |
|
S4 |
790.3 |
823.1 |
934.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
991.0 |
947.0 |
44.0 |
4.5% |
16.7 |
1.7% |
83% |
True |
False |
1,070 |
10 |
991.0 |
916.2 |
74.8 |
7.6% |
18.2 |
1.9% |
90% |
True |
False |
922 |
20 |
991.0 |
903.8 |
87.2 |
8.9% |
17.8 |
1.8% |
92% |
True |
False |
948 |
40 |
991.0 |
872.0 |
119.0 |
12.1% |
18.3 |
1.9% |
94% |
True |
False |
964 |
60 |
991.0 |
818.9 |
172.1 |
17.5% |
16.0 |
1.6% |
96% |
True |
False |
921 |
80 |
991.0 |
807.6 |
183.4 |
18.6% |
16.3 |
1.7% |
96% |
True |
False |
1,062 |
100 |
991.0 |
769.4 |
221.6 |
22.5% |
15.0 |
1.5% |
97% |
True |
False |
1,120 |
120 |
991.0 |
744.4 |
246.6 |
25.1% |
14.2 |
1.4% |
97% |
True |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.8 |
2.618 |
1,040.7 |
1.618 |
1,021.7 |
1.000 |
1,010.0 |
0.618 |
1,002.7 |
HIGH |
991.0 |
0.618 |
983.7 |
0.500 |
981.5 |
0.382 |
979.3 |
LOW |
972.0 |
0.618 |
960.3 |
1.000 |
953.0 |
1.618 |
941.3 |
2.618 |
922.3 |
4.250 |
891.3 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
983.0 |
978.8 |
PP |
982.2 |
973.9 |
S1 |
981.5 |
969.0 |
|