Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,426.85 |
12,281.09 |
-145.76 |
-1.2% |
12,349.59 |
High |
12,503.46 |
12,397.79 |
-105.67 |
-0.8% |
12,505.25 |
Low |
12,247.34 |
12,155.26 |
-92.08 |
-0.8% |
12,155.26 |
Close |
12,284.30 |
12,381.02 |
96.72 |
0.8% |
12,381.02 |
Range |
256.12 |
242.53 |
-13.59 |
-5.3% |
349.99 |
ATR |
231.76 |
232.53 |
0.77 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,038.95 |
12,952.51 |
12,514.41 |
|
R3 |
12,796.42 |
12,709.98 |
12,447.72 |
|
R2 |
12,553.89 |
12,553.89 |
12,425.48 |
|
R1 |
12,467.45 |
12,467.45 |
12,403.25 |
12,510.67 |
PP |
12,311.36 |
12,311.36 |
12,311.36 |
12,332.97 |
S1 |
12,224.92 |
12,224.92 |
12,358.79 |
12,268.14 |
S2 |
12,068.83 |
12,068.83 |
12,336.56 |
|
S3 |
11,826.30 |
11,982.39 |
12,314.32 |
|
S4 |
11,583.77 |
11,739.86 |
12,247.63 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,397.15 |
13,239.07 |
12,573.51 |
|
R3 |
13,047.16 |
12,889.08 |
12,477.27 |
|
R2 |
12,697.17 |
12,697.17 |
12,445.18 |
|
R1 |
12,539.09 |
12,539.09 |
12,413.10 |
12,618.13 |
PP |
12,347.18 |
12,347.18 |
12,347.18 |
12,386.70 |
S1 |
12,189.10 |
12,189.10 |
12,348.94 |
12,268.14 |
S2 |
11,997.19 |
11,997.19 |
12,316.86 |
|
S3 |
11,647.20 |
11,839.11 |
12,284.77 |
|
S4 |
11,297.21 |
11,489.12 |
12,188.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,505.25 |
12,155.26 |
349.99 |
2.8% |
206.84 |
1.7% |
65% |
False |
True |
|
10 |
12,573.13 |
12,069.47 |
503.66 |
4.1% |
202.47 |
1.6% |
62% |
False |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.6% |
228.56 |
1.8% |
45% |
False |
False |
|
40 |
13,563.32 |
11,634.82 |
1,928.50 |
15.6% |
243.96 |
2.0% |
39% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
226.83 |
1.8% |
35% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
225.65 |
1.8% |
32% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
212.67 |
1.7% |
29% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
202.02 |
1.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,428.54 |
2.618 |
13,032.73 |
1.618 |
12,790.20 |
1.000 |
12,640.32 |
0.618 |
12,547.67 |
HIGH |
12,397.79 |
0.618 |
12,305.14 |
0.500 |
12,276.53 |
0.382 |
12,247.91 |
LOW |
12,155.26 |
0.618 |
12,005.38 |
1.000 |
11,912.73 |
1.618 |
11,762.85 |
2.618 |
11,520.32 |
4.250 |
11,124.51 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,346.19 |
12,363.80 |
PP |
12,311.36 |
12,346.58 |
S1 |
12,276.53 |
12,329.36 |
|