Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,376.66 |
12,349.59 |
-27.07 |
-0.2% |
12,181.89 |
High |
12,376.66 |
12,505.25 |
128.59 |
1.0% |
12,573.13 |
Low |
12,278.62 |
12,304.08 |
25.46 |
0.2% |
12,069.47 |
Close |
12,348.21 |
12,336.65 |
-11.56 |
-0.1% |
12,348.21 |
Range |
98.04 |
201.17 |
103.13 |
105.2% |
503.66 |
ATR |
231.56 |
229.39 |
-2.17 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,985.50 |
12,862.25 |
12,447.29 |
|
R3 |
12,784.33 |
12,661.08 |
12,391.97 |
|
R2 |
12,583.16 |
12,583.16 |
12,373.53 |
|
R1 |
12,459.91 |
12,459.91 |
12,355.09 |
12,420.95 |
PP |
12,381.99 |
12,381.99 |
12,381.99 |
12,362.52 |
S1 |
12,258.74 |
12,258.74 |
12,318.21 |
12,219.78 |
S2 |
12,180.82 |
12,180.82 |
12,299.77 |
|
S3 |
11,979.65 |
12,057.57 |
12,281.33 |
|
S4 |
11,778.48 |
11,856.40 |
12,226.01 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,841.25 |
13,598.39 |
12,625.22 |
|
R3 |
13,337.59 |
13,094.73 |
12,486.72 |
|
R2 |
12,833.93 |
12,833.93 |
12,440.55 |
|
R1 |
12,591.07 |
12,591.07 |
12,394.38 |
12,712.50 |
PP |
12,330.27 |
12,330.27 |
12,330.27 |
12,390.99 |
S1 |
12,087.41 |
12,087.41 |
12,302.04 |
12,208.84 |
S2 |
11,826.61 |
11,826.61 |
12,255.87 |
|
S3 |
11,322.95 |
11,583.75 |
12,209.70 |
|
S4 |
10,819.29 |
11,080.09 |
12,071.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,573.13 |
12,241.56 |
331.57 |
2.7% |
185.71 |
1.5% |
29% |
False |
False |
|
10 |
12,631.93 |
12,069.47 |
562.46 |
4.6% |
208.18 |
1.7% |
48% |
False |
False |
|
20 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
254.16 |
2.1% |
62% |
False |
False |
|
40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
237.62 |
1.9% |
36% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
226.57 |
1.8% |
33% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.9% |
223.34 |
1.8% |
30% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.8% |
207.96 |
1.7% |
27% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.8% |
201.44 |
1.6% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,360.22 |
2.618 |
13,031.91 |
1.618 |
12,830.74 |
1.000 |
12,706.42 |
0.618 |
12,629.57 |
HIGH |
12,505.25 |
0.618 |
12,428.40 |
0.500 |
12,404.67 |
0.382 |
12,380.93 |
LOW |
12,304.08 |
0.618 |
12,179.76 |
1.000 |
12,102.91 |
1.618 |
11,978.59 |
2.618 |
11,777.42 |
4.250 |
11,449.11 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,404.67 |
12,418.12 |
PP |
12,381.99 |
12,390.96 |
S1 |
12,359.32 |
12,363.81 |
|