Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,355.00 |
1,358.25 |
3.25 |
0.2% |
1,329.50 |
High |
1,364.75 |
1,369.25 |
4.50 |
0.3% |
1,371.50 |
Low |
1,332.75 |
1,339.25 |
6.50 |
0.5% |
1,320.25 |
Close |
1,359.00 |
1,347.00 |
-12.00 |
-0.9% |
1,351.25 |
Range |
32.00 |
30.00 |
-2.00 |
-6.3% |
51.25 |
ATR |
31.43 |
31.33 |
-0.10 |
-0.3% |
0.00 |
Volume |
1,718,585 |
2,212,665 |
494,080 |
28.7% |
9,540,815 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.75 |
1,424.50 |
1,363.50 |
|
R3 |
1,411.75 |
1,394.50 |
1,355.25 |
|
R2 |
1,381.75 |
1,381.75 |
1,352.50 |
|
R1 |
1,364.50 |
1,364.50 |
1,349.75 |
1,358.00 |
PP |
1,351.75 |
1,351.75 |
1,351.75 |
1,348.75 |
S1 |
1,334.50 |
1,334.50 |
1,344.25 |
1,328.00 |
S2 |
1,321.75 |
1,321.75 |
1,341.50 |
|
S3 |
1,291.75 |
1,304.50 |
1,338.75 |
|
S4 |
1,261.75 |
1,274.50 |
1,330.50 |
|
|
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% |
26.25 |
1.9% |
37% |
False |
False |
1,827,232 |
10 |
1,371.50 |
1,312.75 |
58.75 |
4.4% |
27.00 |
2.0% |
58% |
False |
False |
2,002,911 |
20 |
1,400.00 |
1,310.25 |
89.75 |
6.7% |
31.00 |
2.3% |
41% |
False |
False |
2,227,419 |
40 |
1,511.00 |
1,255.50 |
255.50 |
19.0% |
32.75 |
2.4% |
36% |
False |
False |
2,134,234 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.0% |
31.00 |
2.3% |
32% |
False |
False |
1,610,867 |
80 |
1,569.00 |
1,255.50 |
313.50 |
23.3% |
30.25 |
2.2% |
29% |
False |
False |
1,209,343 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.5% |
28.25 |
2.1% |
27% |
False |
False |
967,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.75 |
2.618 |
1,447.75 |
1.618 |
1,417.75 |
1.000 |
1,399.25 |
0.618 |
1,387.75 |
HIGH |
1,369.25 |
0.618 |
1,357.75 |
0.500 |
1,354.25 |
0.382 |
1,350.75 |
LOW |
1,339.25 |
0.618 |
1,320.75 |
1.000 |
1,309.25 |
1.618 |
1,290.75 |
2.618 |
1,260.75 |
4.250 |
1,211.75 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,354.25 |
1,351.25 |
PP |
1,351.75 |
1,349.75 |
S1 |
1,349.50 |
1,348.50 |
|