Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,928.5 |
7,078.5 |
150.0 |
2.2% |
7,061.5 |
High |
7,059.5 |
7,090.0 |
30.5 |
0.4% |
7,096.0 |
Low |
6,898.0 |
6,946.0 |
48.0 |
0.7% |
6,686.0 |
Close |
7,009.0 |
6,980.0 |
-29.0 |
-0.4% |
6,809.5 |
Range |
161.5 |
144.0 |
-17.5 |
-10.8% |
410.0 |
ATR |
202.6 |
198.4 |
-4.2 |
-2.1% |
0.0 |
Volume |
156,863 |
161,815 |
4,952 |
3.2% |
906,605 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,437.3 |
7,352.7 |
7,059.2 |
|
R3 |
7,293.3 |
7,208.7 |
7,019.6 |
|
R2 |
7,149.3 |
7,149.3 |
7,006.4 |
|
R1 |
7,064.7 |
7,064.7 |
6,993.2 |
7,035.0 |
PP |
7,005.3 |
7,005.3 |
7,005.3 |
6,990.5 |
S1 |
6,920.7 |
6,920.7 |
6,966.8 |
6,891.0 |
S2 |
6,861.3 |
6,861.3 |
6,953.6 |
|
S3 |
6,717.3 |
6,776.7 |
6,940.4 |
|
S4 |
6,573.3 |
6,632.7 |
6,900.8 |
|
|
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 |
7,090.0 |
6,718.0 |
372.0 |
5.3% |
166.2 |
2.4% |
70% |
True |
False |
166,693 |
10 |
7,096.0 |
6,686.0 |
410.0 |
5.9% |
174.9 |
2.5% |
72% |
False |
False |
178,141 |
20 |
7,561.5 |
6,448.5 |
1,113.0 |
15.9% |
242.5 |
3.5% |
48% |
False |
False |
189,804 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
185.4 |
2.7% |
29% |
False |
False |
162,423 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
162.8 |
2.3% |
29% |
False |
False |
109,912 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
148.2 |
2.1% |
29% |
False |
False |
82,565 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
131.9 |
1.9% |
29% |
False |
False |
66,180 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
125.9 |
1.8% |
29% |
False |
False |
55,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,702.0 |
2.618 |
7,467.0 |
1.618 |
7,323.0 |
1.000 |
7,234.0 |
0.618 |
7,179.0 |
HIGH |
7,090.0 |
0.618 |
7,035.0 |
0.500 |
7,018.0 |
0.382 |
7,001.0 |
LOW |
6,946.0 |
0.618 |
6,857.0 |
1.000 |
6,802.0 |
1.618 |
6,713.0 |
2.618 |
6,569.0 |
4.250 |
6,334.0 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,018.0 |
6,964.4 |
PP |
7,005.3 |
6,948.8 |
S1 |
6,992.7 |
6,933.3 |
|