Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,380.00 |
1,366.00 |
-14.00 |
-1.0% |
1,354.50 |
High |
1,381.50 |
1,367.00 |
-14.50 |
-1.0% |
1,390.00 |
Low |
1,363.50 |
1,325.25 |
-38.25 |
-2.8% |
1,325.25 |
Close |
1,365.75 |
1,331.25 |
-34.50 |
-2.5% |
1,331.25 |
Range |
18.00 |
41.75 |
23.75 |
131.9% |
64.75 |
ATR |
28.99 |
29.90 |
0.91 |
3.1% |
0.00 |
Volume |
1,835,677 |
1,796,976 |
-38,701 |
-2.1% |
9,794,735 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.50 |
1,440.50 |
1,354.25 |
|
R3 |
1,424.75 |
1,398.75 |
1,342.75 |
|
R2 |
1,383.00 |
1,383.00 |
1,339.00 |
|
R1 |
1,357.00 |
1,357.00 |
1,335.00 |
1,349.00 |
PP |
1,341.25 |
1,341.25 |
1,341.25 |
1,337.25 |
S1 |
1,315.25 |
1,315.25 |
1,327.50 |
1,307.50 |
S2 |
1,299.50 |
1,299.50 |
1,323.50 |
|
S3 |
1,257.75 |
1,273.50 |
1,319.75 |
|
S4 |
1,216.00 |
1,231.75 |
1,308.25 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.00 |
1,502.00 |
1,366.75 |
|
R3 |
1,478.25 |
1,437.25 |
1,349.00 |
|
R2 |
1,413.50 |
1,413.50 |
1,343.00 |
|
R1 |
1,372.50 |
1,372.50 |
1,337.25 |
1,360.50 |
PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,343.00 |
S1 |
1,307.75 |
1,307.75 |
1,325.25 |
1,296.00 |
S2 |
1,284.00 |
1,284.00 |
1,319.50 |
|
S3 |
1,219.25 |
1,243.00 |
1,313.50 |
|
S4 |
1,154.50 |
1,178.25 |
1,295.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,390.00 |
1,325.25 |
64.75 |
4.9% |
26.50 |
2.0% |
9% |
False |
True |
1,958,947 |
10 |
1,390.00 |
1,325.25 |
64.75 |
4.9% |
27.00 |
2.0% |
9% |
False |
True |
1,912,764 |
20 |
1,400.00 |
1,312.75 |
87.25 |
6.6% |
27.75 |
2.1% |
21% |
False |
False |
2,053,813 |
40 |
1,464.75 |
1,255.50 |
209.25 |
15.7% |
33.75 |
2.5% |
36% |
False |
False |
2,325,484 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.75 |
2.3% |
27% |
False |
False |
1,806,457 |
80 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
30.50 |
2.3% |
27% |
False |
False |
1,357,087 |
100 |
1,598.50 |
1,255.50 |
343.00 |
25.8% |
29.00 |
2.2% |
22% |
False |
False |
1,085,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.50 |
2.618 |
1,476.25 |
1.618 |
1,434.50 |
1.000 |
1,408.75 |
0.618 |
1,392.75 |
HIGH |
1,367.00 |
0.618 |
1,351.00 |
0.500 |
1,346.00 |
0.382 |
1,341.25 |
LOW |
1,325.25 |
0.618 |
1,299.50 |
1.000 |
1,283.50 |
1.618 |
1,257.75 |
2.618 |
1,216.00 |
4.250 |
1,147.75 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,346.00 |
1,357.50 |
PP |
1,341.25 |
1,348.75 |
S1 |
1,336.25 |
1,340.00 |
|