Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,683.54 |
12,689.28 |
5.74 |
0.0% |
12,349.59 |
High |
12,756.56 |
12,689.44 |
-67.12 |
-0.5% |
12,505.25 |
Low |
12,609.37 |
12,536.43 |
-72.94 |
-0.6% |
12,155.26 |
Close |
12,694.28 |
12,582.18 |
-112.10 |
-0.9% |
12,381.02 |
Range |
147.19 |
153.01 |
5.82 |
4.0% |
349.99 |
ATR |
226.40 |
221.51 |
-4.90 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,061.71 |
12,974.96 |
12,666.34 |
|
R3 |
12,908.70 |
12,821.95 |
12,624.26 |
|
R2 |
12,755.69 |
12,755.69 |
12,610.23 |
|
R1 |
12,668.94 |
12,668.94 |
12,596.21 |
12,635.81 |
PP |
12,602.68 |
12,602.68 |
12,602.68 |
12,586.12 |
S1 |
12,515.93 |
12,515.93 |
12,568.15 |
12,482.80 |
S2 |
12,449.67 |
12,449.67 |
12,554.13 |
|
S3 |
12,296.66 |
12,362.92 |
12,540.10 |
|
S4 |
12,143.65 |
12,209.91 |
12,498.02 |
|
|
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 |
4.8% |
201.62 |
1.6% |
71% |
False |
False |
|
10 |
12,756.56 |
12,155.26 |
601.30 |
4.8% |
199.59 |
1.6% |
71% |
False |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.5% |
216.41 |
1.7% |
73% |
False |
False |
|
40 |
13,279.54 |
11,634.82 |
1,644.72 |
13.1% |
249.51 |
2.0% |
58% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
224.06 |
1.8% |
44% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
225.76 |
1.8% |
44% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
215.66 |
1.7% |
37% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
202.71 |
1.6% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,339.73 |
2.618 |
13,090.02 |
1.618 |
12,937.01 |
1.000 |
12,842.45 |
0.618 |
12,784.00 |
HIGH |
12,689.44 |
0.618 |
12,630.99 |
0.500 |
12,612.94 |
0.382 |
12,594.88 |
LOW |
12,536.43 |
0.618 |
12,441.87 |
1.000 |
12,383.42 |
1.618 |
12,288.86 |
2.618 |
12,135.85 |
4.250 |
11,886.14 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,612.94 |
12,634.49 |
PP |
12,602.68 |
12,617.05 |
S1 |
12,592.43 |
12,599.62 |
|