Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,354.50 |
1,371.00 |
16.50 |
1.2% |
1,350.00 |
High |
1,375.50 |
1,388.50 |
13.00 |
0.9% |
1,369.75 |
Low |
1,346.25 |
1,363.75 |
17.50 |
1.3% |
1,327.00 |
Close |
1,371.50 |
1,382.75 |
11.25 |
0.8% |
1,355.50 |
Range |
29.25 |
24.75 |
-4.50 |
-15.4% |
42.75 |
ATR |
31.12 |
30.67 |
-0.46 |
-1.5% |
0.00 |
Volume |
2,024,736 |
2,041,157 |
16,421 |
0.8% |
7,430,803 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.50 |
1,442.50 |
1,396.25 |
|
R3 |
1,427.75 |
1,417.75 |
1,389.50 |
|
R2 |
1,403.00 |
1,403.00 |
1,387.25 |
|
R1 |
1,393.00 |
1,393.00 |
1,385.00 |
1,398.00 |
PP |
1,378.25 |
1,378.25 |
1,378.25 |
1,381.00 |
S1 |
1,368.25 |
1,368.25 |
1,380.50 |
1,373.25 |
S2 |
1,353.50 |
1,353.50 |
1,378.25 |
|
S3 |
1,328.75 |
1,343.50 |
1,376.00 |
|
S4 |
1,304.00 |
1,318.75 |
1,369.25 |
|
|
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 |
1,388.50 |
1,327.00 |
61.50 |
4.4% |
29.25 |
2.1% |
91% |
True |
False |
2,005,957 |
10 |
1,388.50 |
1,327.00 |
61.50 |
4.4% |
27.25 |
2.0% |
91% |
True |
False |
1,932,879 |
20 |
1,400.00 |
1,312.75 |
87.25 |
6.3% |
29.50 |
2.1% |
80% |
False |
False |
2,077,609 |
40 |
1,503.00 |
1,255.50 |
247.50 |
17.9% |
33.50 |
2.4% |
51% |
False |
False |
2,241,387 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.4% |
30.25 |
2.2% |
45% |
False |
False |
1,711,888 |
80 |
1,564.25 |
1,255.50 |
308.75 |
22.3% |
30.75 |
2.2% |
41% |
False |
False |
1,285,542 |
100 |
1,598.50 |
1,255.50 |
343.00 |
24.8% |
28.50 |
2.1% |
37% |
False |
False |
1,028,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.75 |
2.618 |
1,453.25 |
1.618 |
1,428.50 |
1.000 |
1,413.25 |
0.618 |
1,403.75 |
HIGH |
1,388.50 |
0.618 |
1,379.00 |
0.500 |
1,376.00 |
0.382 |
1,373.25 |
LOW |
1,363.75 |
0.618 |
1,348.50 |
1.000 |
1,339.00 |
1.618 |
1,323.75 |
2.618 |
1,299.00 |
4.250 |
1,258.50 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,380.50 |
1,374.50 |
PP |
1,378.25 |
1,366.00 |
S1 |
1,376.00 |
1,357.75 |
|