Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,689.28 |
12,579.58 |
-109.70 |
-0.9% |
12,380.77 |
High |
12,689.44 |
12,580.15 |
-109.29 |
-0.9% |
12,756.56 |
Low |
12,536.43 |
12,223.57 |
-312.86 |
-2.5% |
12,223.57 |
Close |
12,582.18 |
12,266.39 |
-315.79 |
-2.5% |
12,266.39 |
Range |
153.01 |
356.58 |
203.57 |
133.0% |
532.99 |
ATR |
221.51 |
231.30 |
9.79 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,426.44 |
13,203.00 |
12,462.51 |
|
R3 |
13,069.86 |
12,846.42 |
12,364.45 |
|
R2 |
12,713.28 |
12,713.28 |
12,331.76 |
|
R1 |
12,489.84 |
12,489.84 |
12,299.08 |
12,423.27 |
PP |
12,356.70 |
12,356.70 |
12,356.70 |
12,323.42 |
S1 |
12,133.26 |
12,133.26 |
12,233.70 |
12,066.69 |
S2 |
12,000.12 |
12,000.12 |
12,201.02 |
|
S3 |
11,643.54 |
11,776.68 |
12,168.33 |
|
S4 |
11,286.96 |
11,420.10 |
12,070.27 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,014.48 |
13,673.42 |
12,559.53 |
|
R3 |
13,481.49 |
13,140.43 |
12,412.96 |
|
R2 |
12,948.50 |
12,948.50 |
12,364.10 |
|
R1 |
12,607.44 |
12,607.44 |
12,315.25 |
12,511.48 |
PP |
12,415.51 |
12,415.51 |
12,415.51 |
12,367.52 |
S1 |
12,074.45 |
12,074.45 |
12,217.53 |
11,978.49 |
S2 |
11,882.52 |
11,882.52 |
12,168.68 |
|
S3 |
11,349.53 |
11,541.46 |
12,119.82 |
|
S4 |
10,816.54 |
11,008.47 |
11,973.25 |
|
|
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 |
12,223.57 |
532.99 |
4.3% |
224.43 |
1.8% |
8% |
False |
True |
|
10 |
12,756.56 |
12,155.26 |
601.30 |
4.9% |
215.63 |
1.8% |
18% |
False |
False |
|
20 |
12,767.74 |
12,069.47 |
698.27 |
5.7% |
211.62 |
1.7% |
28% |
False |
False |
|
40 |
13,137.93 |
11,634.82 |
1,503.11 |
12.3% |
251.22 |
2.0% |
42% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
228.15 |
1.9% |
29% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
227.88 |
1.9% |
29% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
217.66 |
1.8% |
25% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
203.35 |
1.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,095.62 |
2.618 |
13,513.68 |
1.618 |
13,157.10 |
1.000 |
12,936.73 |
0.618 |
12,800.52 |
HIGH |
12,580.15 |
0.618 |
12,443.94 |
0.500 |
12,401.86 |
0.382 |
12,359.78 |
LOW |
12,223.57 |
0.618 |
12,003.20 |
1.000 |
11,866.99 |
1.618 |
11,646.62 |
2.618 |
11,290.04 |
4.250 |
10,708.11 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,401.86 |
12,490.07 |
PP |
12,356.70 |
12,415.51 |
S1 |
12,311.55 |
12,340.95 |
|