Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,078.5 |
7,078.5 |
0.0 |
0.0% |
6,758.5 |
High |
7,090.0 |
7,090.0 |
0.0 |
0.0% |
7,090.0 |
Low |
6,946.0 |
6,946.0 |
0.0 |
0.0% |
6,718.0 |
Close |
6,980.0 |
6,980.0 |
0.0 |
0.0% |
6,980.0 |
Range |
144.0 |
144.0 |
0.0 |
0.0% |
372.0 |
ATR |
198.4 |
194.5 |
-3.9 |
-2.0% |
0.0 |
Volume |
161,815 |
0 |
-161,815 |
-100.0% |
663,609 |
|
Daily Pivots for day following 15-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 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,045.3 |
7,884.7 |
7,184.6 |
|
R3 |
7,673.3 |
7,512.7 |
7,082.3 |
|
R2 |
7,301.3 |
7,301.3 |
7,048.2 |
|
R1 |
7,140.7 |
7,140.7 |
7,014.1 |
7,221.0 |
PP |
6,929.3 |
6,929.3 |
6,929.3 |
6,969.5 |
S1 |
6,768.7 |
6,768.7 |
6,945.9 |
6,849.0 |
S2 |
6,557.3 |
6,557.3 |
6,911.8 |
|
S3 |
6,185.3 |
6,396.7 |
6,877.7 |
|
S4 |
5,813.3 |
6,024.7 |
6,775.4 |
|
|
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% |
162.4 |
2.3% |
70% |
True |
False |
132,721 |
10 |
7,096.0 |
6,686.0 |
410.0 |
5.9% |
175.8 |
2.5% |
72% |
False |
False |
157,021 |
20 |
7,334.5 |
6,448.5 |
886.0 |
12.7% |
238.8 |
3.4% |
60% |
False |
False |
175,110 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
184.8 |
2.6% |
29% |
False |
False |
160,678 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
163.5 |
2.3% |
29% |
False |
False |
109,900 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
149.4 |
2.1% |
29% |
False |
False |
82,556 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
132.7 |
1.9% |
29% |
False |
False |
66,178 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.9% |
126.7 |
1.8% |
29% |
False |
False |
55,407 |
|
|
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 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,018.0 |
6,994.0 |
PP |
7,005.3 |
6,989.3 |
S1 |
6,992.7 |
6,984.7 |
|