Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,350.00 |
1,355.00 |
5.00 |
0.4% |
1,329.50 |
High |
1,369.75 |
1,364.75 |
-5.00 |
-0.4% |
1,371.50 |
Low |
1,345.25 |
1,332.75 |
-12.50 |
-0.9% |
1,320.25 |
Close |
1,355.50 |
1,359.00 |
3.50 |
0.3% |
1,351.25 |
Range |
24.50 |
32.00 |
7.50 |
30.6% |
51.25 |
ATR |
31.38 |
31.43 |
0.04 |
0.1% |
0.00 |
Volume |
1,466,909 |
1,718,585 |
251,676 |
17.2% |
9,540,815 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.25 |
1,435.50 |
1,376.50 |
|
R3 |
1,416.25 |
1,403.50 |
1,367.75 |
|
R2 |
1,384.25 |
1,384.25 |
1,364.75 |
|
R1 |
1,371.50 |
1,371.50 |
1,362.00 |
1,378.00 |
PP |
1,352.25 |
1,352.25 |
1,352.25 |
1,355.25 |
S1 |
1,339.50 |
1,339.50 |
1,356.00 |
1,346.00 |
S2 |
1,320.25 |
1,320.25 |
1,353.25 |
|
S3 |
1,288.25 |
1,307.50 |
1,350.25 |
|
S4 |
1,256.25 |
1,275.50 |
1,341.50 |
|
|
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% |
25.50 |
1.9% |
68% |
False |
True |
1,835,053 |
10 |
1,371.50 |
1,312.75 |
58.75 |
4.3% |
26.75 |
2.0% |
79% |
False |
False |
2,033,421 |
20 |
1,400.00 |
1,261.00 |
139.00 |
10.2% |
33.50 |
2.5% |
71% |
False |
False |
2,353,529 |
40 |
1,511.00 |
1,255.50 |
255.50 |
18.8% |
32.75 |
2.4% |
41% |
False |
False |
2,119,082 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.8% |
30.75 |
2.3% |
37% |
False |
False |
1,574,056 |
80 |
1,569.00 |
1,255.50 |
313.50 |
23.1% |
30.25 |
2.2% |
33% |
False |
False |
1,181,698 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.2% |
28.00 |
2.1% |
30% |
False |
False |
945,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.75 |
2.618 |
1,448.50 |
1.618 |
1,416.50 |
1.000 |
1,396.75 |
0.618 |
1,384.50 |
HIGH |
1,364.75 |
0.618 |
1,352.50 |
0.500 |
1,348.75 |
0.382 |
1,345.00 |
LOW |
1,332.75 |
0.618 |
1,313.00 |
1.000 |
1,300.75 |
1.618 |
1,281.00 |
2.618 |
1,249.00 |
4.250 |
1,196.75 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,355.50 |
1,356.50 |
PP |
1,352.25 |
1,353.75 |
S1 |
1,348.75 |
1,351.25 |
|