Trading Metrics calculated at close of trading on 18-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,078.5 |
6,929.0 |
-149.5 |
-2.1% |
6,758.5 |
High |
7,090.0 |
7,025.5 |
-64.5 |
-0.9% |
7,090.0 |
Low |
6,946.0 |
6,899.0 |
-47.0 |
-0.7% |
6,718.0 |
Close |
6,980.0 |
6,998.0 |
18.0 |
0.3% |
6,980.0 |
Range |
144.0 |
126.5 |
-17.5 |
-12.2% |
372.0 |
ATR |
194.5 |
189.6 |
-4.9 |
-2.5% |
0.0 |
Volume |
0 |
82,254 |
82,254 |
|
663,609 |
|
Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,353.7 |
7,302.3 |
7,067.6 |
|
R3 |
7,227.2 |
7,175.8 |
7,032.8 |
|
R2 |
7,100.7 |
7,100.7 |
7,021.2 |
|
R1 |
7,049.3 |
7,049.3 |
7,009.6 |
7,075.0 |
PP |
6,974.2 |
6,974.2 |
6,974.2 |
6,987.0 |
S1 |
6,922.8 |
6,922.8 |
6,986.4 |
6,948.5 |
S2 |
6,847.7 |
6,847.7 |
6,974.8 |
|
S3 |
6,721.2 |
6,796.3 |
6,963.2 |
|
S4 |
6,594.7 |
6,669.8 |
6,928.4 |
|
|
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 |
6,776.5 |
313.5 |
4.5% |
162.4 |
2.3% |
71% |
False |
False |
120,075 |
10 |
7,090.0 |
6,686.0 |
404.0 |
5.8% |
177.4 |
2.5% |
77% |
False |
False |
152,960 |
20 |
7,334.5 |
6,448.5 |
886.0 |
12.7% |
218.5 |
3.1% |
62% |
False |
False |
158,709 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
185.4 |
2.6% |
30% |
False |
False |
160,571 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
164.2 |
2.3% |
30% |
False |
False |
111,242 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
149.9 |
2.1% |
30% |
False |
False |
83,579 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
133.7 |
1.9% |
30% |
False |
False |
66,997 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
126.7 |
1.8% |
30% |
False |
False |
56,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,563.1 |
2.618 |
7,356.7 |
1.618 |
7,230.2 |
1.000 |
7,152.0 |
0.618 |
7,103.7 |
HIGH |
7,025.5 |
0.618 |
6,977.2 |
0.500 |
6,962.3 |
0.382 |
6,947.3 |
LOW |
6,899.0 |
0.618 |
6,820.8 |
1.000 |
6,772.5 |
1.618 |
6,694.3 |
2.618 |
6,567.8 |
4.250 |
6,361.4 |
|
|
Fisher Pivots for day following 18-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,986.1 |
6,996.8 |
PP |
6,974.2 |
6,995.7 |
S1 |
6,962.3 |
6,994.5 |
|