Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,281.09 |
12,380.77 |
99.68 |
0.8% |
12,349.59 |
High |
12,397.79 |
12,584.62 |
186.83 |
1.5% |
12,505.25 |
Low |
12,155.26 |
12,341.04 |
185.78 |
1.5% |
12,155.26 |
Close |
12,381.02 |
12,570.22 |
189.20 |
1.5% |
12,381.02 |
Range |
242.53 |
243.58 |
1.05 |
0.4% |
349.99 |
ATR |
232.53 |
233.32 |
0.79 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,229.37 |
13,143.37 |
12,704.19 |
|
R3 |
12,985.79 |
12,899.79 |
12,637.20 |
|
R2 |
12,742.21 |
12,742.21 |
12,614.88 |
|
R1 |
12,656.21 |
12,656.21 |
12,592.55 |
12,699.21 |
PP |
12,498.63 |
12,498.63 |
12,498.63 |
12,520.13 |
S1 |
12,412.63 |
12,412.63 |
12,547.89 |
12,455.63 |
S2 |
12,255.05 |
12,255.05 |
12,525.56 |
|
S3 |
12,011.47 |
12,169.05 |
12,503.24 |
|
S4 |
11,767.89 |
11,925.47 |
12,436.25 |
|
|
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 |
12,584.62 |
12,155.26 |
429.36 |
3.4% |
235.95 |
1.9% |
97% |
True |
False |
|
10 |
12,584.62 |
12,069.47 |
515.15 |
4.1% |
208.98 |
1.7% |
97% |
True |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.6% |
225.57 |
1.8% |
72% |
False |
False |
|
40 |
13,551.04 |
11,634.82 |
1,916.22 |
15.2% |
248.29 |
2.0% |
49% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
226.77 |
1.8% |
44% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.5% |
227.50 |
1.8% |
40% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
212.89 |
1.7% |
36% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
202.48 |
1.6% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,619.84 |
2.618 |
13,222.31 |
1.618 |
12,978.73 |
1.000 |
12,828.20 |
0.618 |
12,735.15 |
HIGH |
12,584.62 |
0.618 |
12,491.57 |
0.500 |
12,462.83 |
0.382 |
12,434.09 |
LOW |
12,341.04 |
0.618 |
12,190.51 |
1.000 |
12,097.46 |
1.618 |
11,946.93 |
2.618 |
11,703.35 |
4.250 |
11,305.83 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,534.42 |
12,503.46 |
PP |
12,498.63 |
12,436.70 |
S1 |
12,462.83 |
12,369.94 |
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