Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,248.47 |
12,181.89 |
-66.58 |
-0.5% |
12,743.11 |
High |
12,281.88 |
12,252.12 |
-29.76 |
-0.2% |
12,749.78 |
Low |
12,103.37 |
12,069.47 |
-33.90 |
-0.3% |
12,103.37 |
Close |
12,182.14 |
12,240.01 |
57.87 |
0.5% |
12,182.14 |
Range |
178.51 |
182.65 |
4.14 |
2.3% |
646.41 |
ATR |
255.03 |
249.86 |
-5.17 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,735.15 |
12,670.23 |
12,340.47 |
|
R3 |
12,552.50 |
12,487.58 |
12,290.24 |
|
R2 |
12,369.85 |
12,369.85 |
12,273.50 |
|
R1 |
12,304.93 |
12,304.93 |
12,256.75 |
12,337.39 |
PP |
12,187.20 |
12,187.20 |
12,187.20 |
12,203.43 |
S1 |
12,122.28 |
12,122.28 |
12,223.27 |
12,154.74 |
S2 |
12,004.55 |
12,004.55 |
12,206.52 |
|
S3 |
11,821.90 |
11,939.63 |
12,189.78 |
|
S4 |
11,639.25 |
11,756.98 |
12,139.55 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,284.33 |
13,879.64 |
12,537.67 |
|
R3 |
13,637.92 |
13,233.23 |
12,359.90 |
|
R2 |
12,991.51 |
12,991.51 |
12,300.65 |
|
R1 |
12,586.82 |
12,586.82 |
12,241.39 |
12,465.96 |
PP |
12,345.10 |
12,345.10 |
12,345.10 |
12,284.67 |
S1 |
11,940.41 |
11,940.41 |
12,122.89 |
11,819.55 |
S2 |
11,698.69 |
11,698.69 |
12,063.63 |
|
S3 |
11,052.28 |
11,294.00 |
12,004.38 |
|
S4 |
10,405.87 |
10,647.59 |
11,826.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,631.93 |
12,069.47 |
562.46 |
4.6% |
230.65 |
1.9% |
30% |
False |
True |
|
10 |
12,767.74 |
12,069.47 |
698.27 |
5.7% |
233.05 |
1.9% |
24% |
False |
True |
|
20 |
12,794.57 |
11,634.82 |
1,159.75 |
9.5% |
277.81 |
2.3% |
52% |
False |
False |
|
40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.8% |
236.39 |
1.9% |
31% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
228.48 |
1.9% |
28% |
False |
False |
|
80 |
14,012.84 |
11,634.82 |
2,378.02 |
19.4% |
224.63 |
1.8% |
25% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
203.99 |
1.7% |
24% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
199.28 |
1.6% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,028.38 |
2.618 |
12,730.30 |
1.618 |
12,547.65 |
1.000 |
12,434.77 |
0.618 |
12,365.00 |
HIGH |
12,252.12 |
0.618 |
12,182.35 |
0.500 |
12,160.80 |
0.382 |
12,139.24 |
LOW |
12,069.47 |
0.618 |
11,956.59 |
1.000 |
11,886.82 |
1.618 |
11,773.94 |
2.618 |
11,591.29 |
4.250 |
11,293.21 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,213.61 |
12,227.01 |
PP |
12,187.20 |
12,214.00 |
S1 |
12,160.80 |
12,201.00 |
|