Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,960.0 |
6,960.0 |
0.0 |
0.0% |
6,758.5 |
High |
7,022.5 |
7,022.5 |
0.0 |
0.0% |
7,090.0 |
Low |
6,873.0 |
6,873.0 |
0.0 |
0.0% |
6,718.0 |
Close |
6,924.0 |
6,924.0 |
0.0 |
0.0% |
6,980.0 |
Range |
149.5 |
149.5 |
0.0 |
0.0% |
372.0 |
ATR |
187.3 |
184.6 |
-2.7 |
-1.4% |
0.0 |
Volume |
197,938 |
0 |
-197,938 |
-100.0% |
663,609 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,388.3 |
7,305.7 |
7,006.2 |
|
R3 |
7,238.8 |
7,156.2 |
6,965.1 |
|
R2 |
7,089.3 |
7,089.3 |
6,951.4 |
|
R1 |
7,006.7 |
7,006.7 |
6,937.7 |
6,973.3 |
PP |
6,939.8 |
6,939.8 |
6,939.8 |
6,923.1 |
S1 |
6,857.2 |
6,857.2 |
6,910.3 |
6,823.8 |
S2 |
6,790.3 |
6,790.3 |
6,896.6 |
|
S3 |
6,640.8 |
6,707.7 |
6,882.9 |
|
S4 |
6,491.3 |
6,558.2 |
6,841.8 |
|
|
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 |
7,108.0 |
6,873.0 |
235.0 |
3.4% |
152.6 |
2.2% |
22% |
False |
True |
94,868 |
10 |
7,108.0 |
6,718.0 |
390.0 |
5.6% |
159.4 |
2.3% |
53% |
False |
False |
130,781 |
20 |
7,108.0 |
6,608.0 |
500.0 |
7.2% |
182.9 |
2.6% |
63% |
False |
False |
164,197 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
190.6 |
2.8% |
26% |
False |
False |
165,882 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
165.7 |
2.4% |
26% |
False |
False |
117,718 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
153.3 |
2.2% |
26% |
False |
False |
88,452 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
136.1 |
2.0% |
26% |
False |
False |
70,893 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
128.7 |
1.9% |
26% |
False |
False |
59,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,657.9 |
2.618 |
7,413.9 |
1.618 |
7,264.4 |
1.000 |
7,172.0 |
0.618 |
7,114.9 |
HIGH |
7,022.5 |
0.618 |
6,965.4 |
0.500 |
6,947.8 |
0.382 |
6,930.1 |
LOW |
6,873.0 |
0.618 |
6,780.6 |
1.000 |
6,723.5 |
1.618 |
6,631.1 |
2.618 |
6,481.6 |
4.250 |
6,237.6 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,947.8 |
6,990.5 |
PP |
6,939.8 |
6,968.3 |
S1 |
6,931.9 |
6,946.2 |
|