Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,569.48 |
12,683.54 |
114.06 |
0.9% |
12,349.59 |
High |
12,734.18 |
12,756.56 |
22.38 |
0.2% |
12,505.25 |
Low |
12,512.41 |
12,609.37 |
96.96 |
0.8% |
12,155.26 |
Close |
12,684.92 |
12,694.28 |
9.36 |
0.1% |
12,381.02 |
Range |
221.77 |
147.19 |
-74.58 |
-33.6% |
349.99 |
ATR |
232.50 |
226.40 |
-6.09 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,128.31 |
13,058.48 |
12,775.23 |
|
R3 |
12,981.12 |
12,911.29 |
12,734.76 |
|
R2 |
12,833.93 |
12,833.93 |
12,721.26 |
|
R1 |
12,764.10 |
12,764.10 |
12,707.77 |
12,799.02 |
PP |
12,686.74 |
12,686.74 |
12,686.74 |
12,704.19 |
S1 |
12,616.91 |
12,616.91 |
12,680.79 |
12,651.83 |
S2 |
12,539.55 |
12,539.55 |
12,667.30 |
|
S3 |
12,392.36 |
12,469.72 |
12,653.80 |
|
S4 |
12,245.17 |
12,322.53 |
12,613.33 |
|
|
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 |
12,756.56 |
12,155.26 |
601.30 |
4.7% |
222.24 |
1.8% |
90% |
True |
False |
|
10 |
12,756.56 |
12,155.26 |
601.30 |
4.7% |
204.82 |
1.6% |
90% |
True |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.5% |
222.52 |
1.8% |
89% |
False |
False |
|
40 |
13,364.73 |
11,634.82 |
1,729.91 |
13.6% |
248.63 |
2.0% |
61% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
16.9% |
224.60 |
1.8% |
49% |
False |
False |
|
80 |
13,924.16 |
11,634.82 |
2,289.34 |
18.0% |
228.54 |
1.8% |
46% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.2% |
214.71 |
1.7% |
41% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.2% |
202.46 |
1.6% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,382.12 |
2.618 |
13,141.90 |
1.618 |
12,994.71 |
1.000 |
12,903.75 |
0.618 |
12,847.52 |
HIGH |
12,756.56 |
0.618 |
12,700.33 |
0.500 |
12,682.97 |
0.382 |
12,665.60 |
LOW |
12,609.37 |
0.618 |
12,518.41 |
1.000 |
12,462.18 |
1.618 |
12,371.22 |
2.618 |
12,224.03 |
4.250 |
11,983.81 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,690.51 |
12,645.79 |
PP |
12,686.74 |
12,597.29 |
S1 |
12,682.97 |
12,548.80 |
|