Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,758.5 |
6,813.0 |
54.5 |
0.8% |
7,061.5 |
High |
6,844.5 |
7,012.5 |
168.0 |
2.5% |
7,096.0 |
Low |
6,718.0 |
6,776.5 |
58.5 |
0.9% |
6,686.0 |
Close |
6,775.0 |
6,990.5 |
215.5 |
3.2% |
6,809.5 |
Range |
126.5 |
236.0 |
109.5 |
86.6% |
410.0 |
ATR |
203.3 |
205.7 |
2.4 |
1.2% |
0.0 |
Volume |
145,488 |
199,443 |
53,955 |
37.1% |
906,605 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.5 |
7,548.5 |
7,120.3 |
|
R3 |
7,398.5 |
7,312.5 |
7,055.4 |
|
R2 |
7,162.5 |
7,162.5 |
7,033.8 |
|
R1 |
7,076.5 |
7,076.5 |
7,012.1 |
7,119.5 |
PP |
6,926.5 |
6,926.5 |
6,926.5 |
6,948.0 |
S1 |
6,840.5 |
6,840.5 |
6,968.9 |
6,883.5 |
S2 |
6,690.5 |
6,690.5 |
6,947.2 |
|
S3 |
6,454.5 |
6,604.5 |
6,925.6 |
|
S4 |
6,218.5 |
6,368.5 |
6,860.7 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,093.8 |
7,861.7 |
7,035.0 |
|
R3 |
7,683.8 |
7,451.7 |
6,922.3 |
|
R2 |
7,273.8 |
7,273.8 |
6,884.7 |
|
R1 |
7,041.7 |
7,041.7 |
6,847.1 |
6,952.8 |
PP |
6,863.8 |
6,863.8 |
6,863.8 |
6,819.4 |
S1 |
6,631.7 |
6,631.7 |
6,771.9 |
6,542.8 |
S2 |
6,453.8 |
6,453.8 |
6,734.3 |
|
S3 |
6,043.8 |
6,221.7 |
6,696.8 |
|
S4 |
5,633.8 |
5,811.7 |
6,584.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,012.5 |
6,686.0 |
326.5 |
4.7% |
179.4 |
2.6% |
93% |
True |
False |
184,602 |
10 |
7,096.0 |
6,686.0 |
410.0 |
5.9% |
186.4 |
2.7% |
74% |
False |
False |
186,766 |
20 |
7,618.0 |
6,448.5 |
1,169.5 |
16.7% |
244.4 |
3.5% |
46% |
False |
False |
200,866 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
183.2 |
2.6% |
30% |
False |
False |
155,723 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
161.6 |
2.3% |
30% |
False |
False |
104,635 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
146.9 |
2.1% |
30% |
False |
False |
78,600 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
130.1 |
1.9% |
30% |
False |
False |
63,068 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
124.7 |
1.8% |
30% |
False |
False |
52,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,015.5 |
2.618 |
7,630.3 |
1.618 |
7,394.3 |
1.000 |
7,248.5 |
0.618 |
7,158.3 |
HIGH |
7,012.5 |
0.618 |
6,922.3 |
0.500 |
6,894.5 |
0.382 |
6,866.7 |
LOW |
6,776.5 |
0.618 |
6,630.7 |
1.000 |
6,540.5 |
1.618 |
6,394.7 |
2.618 |
6,158.7 |
4.250 |
5,773.5 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,958.5 |
6,948.8 |
PP |
6,926.5 |
6,907.0 |
S1 |
6,894.5 |
6,865.3 |
|