Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,181.89 |
12,241.56 |
59.67 |
0.5% |
12,743.11 |
High |
12,252.12 |
12,469.41 |
217.29 |
1.8% |
12,749.78 |
Low |
12,069.47 |
12,241.56 |
172.09 |
1.4% |
12,103.37 |
Close |
12,240.01 |
12,373.41 |
133.40 |
1.1% |
12,182.14 |
Range |
182.65 |
227.85 |
45.20 |
24.7% |
646.41 |
ATR |
249.86 |
248.40 |
-1.46 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,045.01 |
12,937.06 |
12,498.73 |
|
R3 |
12,817.16 |
12,709.21 |
12,436.07 |
|
R2 |
12,589.31 |
12,589.31 |
12,415.18 |
|
R1 |
12,481.36 |
12,481.36 |
12,394.30 |
12,535.34 |
PP |
12,361.46 |
12,361.46 |
12,361.46 |
12,388.45 |
S1 |
12,253.51 |
12,253.51 |
12,352.52 |
12,307.49 |
S2 |
12,133.61 |
12,133.61 |
12,331.64 |
|
S3 |
11,905.76 |
12,025.66 |
12,310.75 |
|
S4 |
11,677.91 |
11,797.81 |
12,248.09 |
|
|
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 |
12,469.41 |
12,069.47 |
399.94 |
3.2% |
202.65 |
1.6% |
76% |
True |
False |
|
10 |
12,767.74 |
12,069.47 |
698.27 |
5.6% |
240.22 |
1.9% |
44% |
False |
False |
|
20 |
12,777.50 |
11,634.82 |
1,142.68 |
9.2% |
280.16 |
2.3% |
65% |
False |
False |
|
40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
237.74 |
1.9% |
38% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
229.45 |
1.9% |
34% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
224.50 |
1.8% |
32% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
204.99 |
1.7% |
29% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
200.13 |
1.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,437.77 |
2.618 |
13,065.92 |
1.618 |
12,838.07 |
1.000 |
12,697.26 |
0.618 |
12,610.22 |
HIGH |
12,469.41 |
0.618 |
12,382.37 |
0.500 |
12,355.49 |
0.382 |
12,328.60 |
LOW |
12,241.56 |
0.618 |
12,100.75 |
1.000 |
12,013.71 |
1.618 |
11,872.90 |
2.618 |
11,645.05 |
4.250 |
11,273.20 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,367.44 |
12,338.75 |
PP |
12,361.46 |
12,304.10 |
S1 |
12,355.49 |
12,269.44 |
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