Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,380.77 |
12,569.48 |
188.71 |
1.5% |
12,349.59 |
High |
12,584.62 |
12,734.18 |
149.56 |
1.2% |
12,505.25 |
Low |
12,341.04 |
12,512.41 |
171.37 |
1.4% |
12,155.26 |
Close |
12,570.22 |
12,684.92 |
114.70 |
0.9% |
12,381.02 |
Range |
243.58 |
221.77 |
-21.81 |
-9.0% |
349.99 |
ATR |
233.32 |
232.50 |
-0.83 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,309.15 |
13,218.80 |
12,806.89 |
|
R3 |
13,087.38 |
12,997.03 |
12,745.91 |
|
R2 |
12,865.61 |
12,865.61 |
12,725.58 |
|
R1 |
12,775.26 |
12,775.26 |
12,705.25 |
12,820.44 |
PP |
12,643.84 |
12,643.84 |
12,643.84 |
12,666.42 |
S1 |
12,553.49 |
12,553.49 |
12,664.59 |
12,598.67 |
S2 |
12,422.07 |
12,422.07 |
12,644.26 |
|
S3 |
12,200.30 |
12,331.72 |
12,623.93 |
|
S4 |
11,978.53 |
12,109.95 |
12,562.95 |
|
|
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 |
12,734.18 |
12,155.26 |
578.92 |
4.6% |
240.07 |
1.9% |
91% |
True |
False |
|
10 |
12,734.18 |
12,155.26 |
578.92 |
4.6% |
212.89 |
1.7% |
91% |
True |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.5% |
222.97 |
1.8% |
88% |
False |
False |
|
40 |
13,451.38 |
11,634.82 |
1,816.56 |
14.3% |
248.79 |
2.0% |
58% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
16.9% |
224.34 |
1.8% |
49% |
False |
False |
|
80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.4% |
229.13 |
1.8% |
45% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.2% |
214.15 |
1.7% |
41% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.2% |
202.86 |
1.6% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,676.70 |
2.618 |
13,314.77 |
1.618 |
13,093.00 |
1.000 |
12,955.95 |
0.618 |
12,871.23 |
HIGH |
12,734.18 |
0.618 |
12,649.46 |
0.500 |
12,623.30 |
0.382 |
12,597.13 |
LOW |
12,512.41 |
0.618 |
12,375.36 |
1.000 |
12,290.64 |
1.618 |
12,153.59 |
2.618 |
11,931.82 |
4.250 |
11,569.89 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,664.38 |
12,604.85 |
PP |
12,643.84 |
12,524.79 |
S1 |
12,623.30 |
12,444.72 |
|