Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,350.25 |
1,350.00 |
-0.25 |
0.0% |
1,329.50 |
High |
1,357.25 |
1,369.75 |
12.50 |
0.9% |
1,371.50 |
Low |
1,337.00 |
1,345.25 |
8.25 |
0.6% |
1,320.25 |
Close |
1,351.25 |
1,355.50 |
4.25 |
0.3% |
1,351.25 |
Range |
20.25 |
24.50 |
4.25 |
21.0% |
51.25 |
ATR |
31.91 |
31.38 |
-0.53 |
-1.7% |
0.00 |
Volume |
1,902,103 |
1,466,909 |
-435,194 |
-22.9% |
9,540,815 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.25 |
1,417.50 |
1,369.00 |
|
R3 |
1,405.75 |
1,393.00 |
1,362.25 |
|
R2 |
1,381.25 |
1,381.25 |
1,360.00 |
|
R1 |
1,368.50 |
1,368.50 |
1,357.75 |
1,375.00 |
PP |
1,356.75 |
1,356.75 |
1,356.75 |
1,360.00 |
S1 |
1,344.00 |
1,344.00 |
1,353.25 |
1,350.50 |
S2 |
1,332.25 |
1,332.25 |
1,351.00 |
|
S3 |
1,307.75 |
1,319.50 |
1,348.75 |
|
S4 |
1,283.25 |
1,295.00 |
1,342.00 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.50 |
1,477.50 |
1,379.50 |
|
R3 |
1,450.25 |
1,426.25 |
1,365.25 |
|
R2 |
1,399.00 |
1,399.00 |
1,360.75 |
|
R1 |
1,375.00 |
1,375.00 |
1,356.00 |
1,387.00 |
PP |
1,347.75 |
1,347.75 |
1,347.75 |
1,353.50 |
S1 |
1,323.75 |
1,323.75 |
1,346.50 |
1,335.75 |
S2 |
1,296.50 |
1,296.50 |
1,341.75 |
|
S3 |
1,245.25 |
1,272.50 |
1,337.25 |
|
S4 |
1,194.00 |
1,221.25 |
1,323.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,371.50 |
1,332.75 |
38.75 |
2.9% |
25.25 |
1.9% |
59% |
False |
False |
1,859,801 |
10 |
1,381.25 |
1,312.75 |
68.50 |
5.1% |
28.00 |
2.1% |
62% |
False |
False |
1,983,430 |
20 |
1,400.00 |
1,255.50 |
144.50 |
10.7% |
35.75 |
2.6% |
69% |
False |
False |
2,428,577 |
40 |
1,511.00 |
1,255.50 |
255.50 |
18.8% |
32.50 |
2.4% |
39% |
False |
False |
2,126,025 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.25 |
2.2% |
35% |
False |
False |
1,545,632 |
80 |
1,569.00 |
1,255.50 |
313.50 |
23.1% |
30.00 |
2.2% |
32% |
False |
False |
1,160,281 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.3% |
27.75 |
2.0% |
29% |
False |
False |
928,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.00 |
2.618 |
1,434.00 |
1.618 |
1,409.50 |
1.000 |
1,394.25 |
0.618 |
1,385.00 |
HIGH |
1,369.75 |
0.618 |
1,360.50 |
0.500 |
1,357.50 |
0.382 |
1,354.50 |
LOW |
1,345.25 |
0.618 |
1,330.00 |
1.000 |
1,320.75 |
1.618 |
1,305.50 |
2.618 |
1,281.00 |
4.250 |
1,241.00 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,357.50 |
1,355.00 |
PP |
1,356.75 |
1,354.75 |
S1 |
1,356.25 |
1,354.25 |
|