Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,358.25 |
1,346.50 |
-11.75 |
-0.9% |
1,350.00 |
High |
1,369.25 |
1,357.50 |
-11.75 |
-0.9% |
1,369.75 |
Low |
1,339.25 |
1,327.00 |
-12.25 |
-0.9% |
1,327.00 |
Close |
1,347.00 |
1,355.50 |
8.50 |
0.6% |
1,355.50 |
Range |
30.00 |
30.50 |
0.50 |
1.7% |
42.75 |
ATR |
31.33 |
31.27 |
-0.06 |
-0.2% |
0.00 |
Volume |
2,212,665 |
2,032,644 |
-180,021 |
-8.1% |
7,430,803 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.25 |
1,427.25 |
1,372.25 |
|
R3 |
1,407.75 |
1,396.75 |
1,364.00 |
|
R2 |
1,377.25 |
1,377.25 |
1,361.00 |
|
R1 |
1,366.25 |
1,366.25 |
1,358.25 |
1,371.75 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,349.50 |
S1 |
1,335.75 |
1,335.75 |
1,352.75 |
1,341.25 |
S2 |
1,316.25 |
1,316.25 |
1,350.00 |
|
S3 |
1,285.75 |
1,305.25 |
1,347.00 |
|
S4 |
1,255.25 |
1,274.75 |
1,338.75 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.00 |
1,460.00 |
1,379.00 |
|
R3 |
1,436.25 |
1,417.25 |
1,367.25 |
|
R2 |
1,393.50 |
1,393.50 |
1,363.25 |
|
R1 |
1,374.50 |
1,374.50 |
1,359.50 |
1,384.00 |
PP |
1,350.75 |
1,350.75 |
1,350.75 |
1,355.50 |
S1 |
1,331.75 |
1,331.75 |
1,351.50 |
1,341.25 |
S2 |
1,308.00 |
1,308.00 |
1,347.75 |
|
S3 |
1,265.25 |
1,289.00 |
1,343.75 |
|
S4 |
1,222.50 |
1,246.25 |
1,332.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,369.75 |
1,327.00 |
42.75 |
3.2% |
27.50 |
2.0% |
67% |
False |
True |
1,866,581 |
10 |
1,371.50 |
1,320.25 |
51.25 |
3.8% |
26.50 |
1.9% |
69% |
False |
False |
1,989,904 |
20 |
1,400.00 |
1,310.25 |
89.75 |
6.6% |
31.25 |
2.3% |
50% |
False |
False |
2,123,061 |
40 |
1,511.00 |
1,255.50 |
255.50 |
18.8% |
33.25 |
2.4% |
39% |
False |
False |
2,155,165 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.75 |
2.3% |
35% |
False |
False |
1,644,710 |
80 |
1,569.00 |
1,255.50 |
313.50 |
23.1% |
30.50 |
2.3% |
32% |
False |
False |
1,234,735 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.3% |
28.25 |
2.1% |
29% |
False |
False |
988,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.00 |
2.618 |
1,437.25 |
1.618 |
1,406.75 |
1.000 |
1,388.00 |
0.618 |
1,376.25 |
HIGH |
1,357.50 |
0.618 |
1,345.75 |
0.500 |
1,342.25 |
0.382 |
1,338.75 |
LOW |
1,327.00 |
0.618 |
1,308.25 |
1.000 |
1,296.50 |
1.618 |
1,277.75 |
2.618 |
1,247.25 |
4.250 |
1,197.50 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,351.00 |
1,353.00 |
PP |
1,346.75 |
1,350.50 |
S1 |
1,342.25 |
1,348.00 |
|