Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,349.59 |
12,333.31 |
-16.28 |
-0.1% |
12,181.89 |
High |
12,505.25 |
12,464.06 |
-41.19 |
-0.3% |
12,573.13 |
Low |
12,304.08 |
12,227.72 |
-76.36 |
-0.6% |
12,069.47 |
Close |
12,336.65 |
12,427.26 |
90.61 |
0.7% |
12,348.21 |
Range |
201.17 |
236.34 |
35.17 |
17.5% |
503.66 |
ATR |
229.39 |
229.89 |
0.50 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,082.03 |
12,990.99 |
12,557.25 |
|
R3 |
12,845.69 |
12,754.65 |
12,492.25 |
|
R2 |
12,609.35 |
12,609.35 |
12,470.59 |
|
R1 |
12,518.31 |
12,518.31 |
12,448.92 |
12,563.83 |
PP |
12,373.01 |
12,373.01 |
12,373.01 |
12,395.78 |
S1 |
12,281.97 |
12,281.97 |
12,405.60 |
12,327.49 |
S2 |
12,136.67 |
12,136.67 |
12,383.93 |
|
S3 |
11,900.33 |
12,045.63 |
12,362.27 |
|
S4 |
11,663.99 |
11,809.29 |
12,297.27 |
|
|
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 |
12,227.72 |
345.41 |
2.8% |
187.41 |
1.5% |
58% |
False |
True |
|
10 |
12,573.13 |
12,069.47 |
503.66 |
4.1% |
195.03 |
1.6% |
71% |
False |
False |
|
20 |
12,767.74 |
11,644.81 |
1,122.93 |
9.0% |
243.08 |
2.0% |
70% |
False |
False |
|
40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.5% |
240.16 |
1.9% |
41% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
226.82 |
1.8% |
37% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.7% |
223.54 |
1.8% |
34% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
208.95 |
1.7% |
31% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
201.04 |
1.6% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,468.51 |
2.618 |
13,082.80 |
1.618 |
12,846.46 |
1.000 |
12,700.40 |
0.618 |
12,610.12 |
HIGH |
12,464.06 |
0.618 |
12,373.78 |
0.500 |
12,345.89 |
0.382 |
12,318.00 |
LOW |
12,227.72 |
0.618 |
12,081.66 |
1.000 |
11,991.38 |
1.618 |
11,845.32 |
2.618 |
11,608.98 |
4.250 |
11,223.28 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,400.14 |
12,407.00 |
PP |
12,373.01 |
12,386.74 |
S1 |
12,345.89 |
12,366.49 |
|