Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
976.0 |
991.9 |
15.9 |
1.6% |
965.0 |
High |
991.0 |
994.0 |
3.0 |
0.3% |
994.0 |
Low |
972.0 |
984.0 |
12.0 |
1.2% |
947.0 |
Close |
983.7 |
990.7 |
7.0 |
0.7% |
990.7 |
Range |
19.0 |
10.0 |
-9.0 |
-47.4% |
47.0 |
ATR |
18.3 |
17.8 |
-0.6 |
-3.1% |
0.0 |
Volume |
617 |
805 |
188 |
30.5% |
5,224 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.6 |
1,015.1 |
996.2 |
|
R3 |
1,009.6 |
1,005.1 |
993.5 |
|
R2 |
999.6 |
999.6 |
992.5 |
|
R1 |
995.1 |
995.1 |
991.6 |
992.4 |
PP |
989.6 |
989.6 |
989.6 |
988.2 |
S1 |
985.1 |
985.1 |
989.8 |
982.4 |
S2 |
979.6 |
979.6 |
988.9 |
|
S3 |
969.6 |
975.1 |
988.0 |
|
S4 |
959.6 |
965.1 |
985.2 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.2 |
1,101.5 |
1,016.6 |
|
R3 |
1,071.2 |
1,054.5 |
1,003.6 |
|
R2 |
1,024.2 |
1,024.2 |
999.3 |
|
R1 |
1,007.5 |
1,007.5 |
995.0 |
1,015.9 |
PP |
977.2 |
977.2 |
977.2 |
981.4 |
S1 |
960.5 |
960.5 |
986.4 |
968.9 |
S2 |
930.2 |
930.2 |
982.1 |
|
S3 |
883.2 |
913.5 |
977.8 |
|
S4 |
836.2 |
866.5 |
964.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
994.0 |
947.0 |
47.0 |
4.7% |
15.9 |
1.6% |
93% |
True |
False |
1,044 |
10 |
994.0 |
919.3 |
74.7 |
7.5% |
17.5 |
1.8% |
96% |
True |
False |
953 |
20 |
994.0 |
903.8 |
90.2 |
9.1% |
16.7 |
1.7% |
96% |
True |
False |
973 |
40 |
994.0 |
872.0 |
122.0 |
12.3% |
18.2 |
1.8% |
97% |
True |
False |
956 |
60 |
994.0 |
818.9 |
175.1 |
17.7% |
16.0 |
1.6% |
98% |
True |
False |
924 |
80 |
994.0 |
807.6 |
186.4 |
18.8% |
16.3 |
1.6% |
98% |
True |
False |
1,053 |
100 |
994.0 |
779.5 |
214.5 |
21.7% |
15.0 |
1.5% |
98% |
True |
False |
1,122 |
120 |
994.0 |
747.1 |
246.9 |
24.9% |
14.1 |
1.4% |
99% |
True |
False |
1,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.5 |
2.618 |
1,020.2 |
1.618 |
1,010.2 |
1.000 |
1,004.0 |
0.618 |
1,000.2 |
HIGH |
994.0 |
0.618 |
990.2 |
0.500 |
989.0 |
0.382 |
987.8 |
LOW |
984.0 |
0.618 |
977.8 |
1.000 |
974.0 |
1.618 |
967.8 |
2.618 |
957.8 |
4.250 |
941.5 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
990.1 |
987.8 |
PP |
989.6 |
984.9 |
S1 |
989.0 |
982.0 |
|