Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,333.31 |
12,426.85 |
93.54 |
0.8% |
12,181.89 |
High |
12,464.06 |
12,503.46 |
39.40 |
0.3% |
12,573.13 |
Low |
12,227.72 |
12,247.34 |
19.62 |
0.2% |
12,069.47 |
Close |
12,427.26 |
12,284.30 |
-142.96 |
-1.2% |
12,348.21 |
Range |
236.34 |
256.12 |
19.78 |
8.4% |
503.66 |
ATR |
229.89 |
231.76 |
1.87 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,113.39 |
12,954.97 |
12,425.17 |
|
R3 |
12,857.27 |
12,698.85 |
12,354.73 |
|
R2 |
12,601.15 |
12,601.15 |
12,331.26 |
|
R1 |
12,442.73 |
12,442.73 |
12,307.78 |
12,393.88 |
PP |
12,345.03 |
12,345.03 |
12,345.03 |
12,320.61 |
S1 |
12,186.61 |
12,186.61 |
12,260.82 |
12,137.76 |
S2 |
12,088.91 |
12,088.91 |
12,237.34 |
|
S3 |
11,832.79 |
11,930.49 |
12,213.87 |
|
S4 |
11,576.67 |
11,674.37 |
12,143.43 |
|
|
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 |
12,557.61 |
12,227.72 |
329.89 |
2.7% |
197.56 |
1.6% |
17% |
False |
False |
|
10 |
12,573.13 |
12,069.47 |
503.66 |
4.1% |
199.42 |
1.6% |
43% |
False |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.7% |
224.30 |
1.8% |
31% |
False |
False |
|
40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
240.75 |
2.0% |
34% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
228.01 |
1.9% |
30% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.9% |
224.32 |
1.8% |
28% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
210.99 |
1.7% |
25% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
201.09 |
1.6% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,591.97 |
2.618 |
13,173.98 |
1.618 |
12,917.86 |
1.000 |
12,759.58 |
0.618 |
12,661.74 |
HIGH |
12,503.46 |
0.618 |
12,405.62 |
0.500 |
12,375.40 |
0.382 |
12,345.18 |
LOW |
12,247.34 |
0.618 |
12,089.06 |
1.000 |
11,991.22 |
1.618 |
11,832.94 |
2.618 |
11,576.82 |
4.250 |
11,158.83 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,375.40 |
12,366.49 |
PP |
12,345.03 |
12,339.09 |
S1 |
12,314.67 |
12,311.70 |
|