Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,960.0 |
6,889.0 |
-71.0 |
-1.0% |
6,929.0 |
High |
7,022.5 |
6,904.5 |
-118.0 |
-1.7% |
7,108.0 |
Low |
6,873.0 |
6,781.5 |
-91.5 |
-1.3% |
6,781.5 |
Close |
6,924.0 |
6,809.0 |
-115.0 |
-1.7% |
6,809.0 |
Range |
149.5 |
123.0 |
-26.5 |
-17.7% |
326.5 |
ATR |
184.6 |
181.6 |
-3.0 |
-1.6% |
0.0 |
Volume |
0 |
176,383 |
176,383 |
|
650,725 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,200.7 |
7,127.8 |
6,876.7 |
|
R3 |
7,077.7 |
7,004.8 |
6,842.8 |
|
R2 |
6,954.7 |
6,954.7 |
6,831.6 |
|
R1 |
6,881.8 |
6,881.8 |
6,820.3 |
6,856.8 |
PP |
6,831.7 |
6,831.7 |
6,831.7 |
6,819.1 |
S1 |
6,758.8 |
6,758.8 |
6,797.7 |
6,733.8 |
S2 |
6,708.7 |
6,708.7 |
6,786.5 |
|
S3 |
6,585.7 |
6,635.8 |
6,775.2 |
|
S4 |
6,462.7 |
6,512.8 |
6,741.4 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,879.0 |
7,670.5 |
6,988.6 |
|
R3 |
7,552.5 |
7,344.0 |
6,898.8 |
|
R2 |
7,226.0 |
7,226.0 |
6,868.9 |
|
R1 |
7,017.5 |
7,017.5 |
6,838.9 |
6,958.5 |
PP |
6,899.5 |
6,899.5 |
6,899.5 |
6,870.0 |
S1 |
6,691.0 |
6,691.0 |
6,779.1 |
6,632.0 |
S2 |
6,573.0 |
6,573.0 |
6,749.1 |
|
S3 |
6,246.5 |
6,364.5 |
6,719.2 |
|
S4 |
5,920.0 |
6,038.0 |
6,629.4 |
|
|
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 |
6,781.5 |
326.5 |
4.8% |
148.4 |
2.2% |
8% |
False |
True |
130,145 |
10 |
7,108.0 |
6,718.0 |
390.0 |
5.7% |
155.4 |
2.3% |
23% |
False |
False |
131,433 |
20 |
7,108.0 |
6,608.0 |
500.0 |
7.3% |
174.7 |
2.6% |
40% |
False |
False |
161,671 |
40 |
8,180.5 |
6,448.5 |
1,732.0 |
25.4% |
188.8 |
2.8% |
21% |
False |
False |
168,730 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
165.8 |
2.4% |
20% |
False |
False |
120,635 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
154.2 |
2.3% |
20% |
False |
False |
90,654 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
137.0 |
2.0% |
20% |
False |
False |
72,639 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
128.4 |
1.9% |
20% |
False |
False |
60,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,427.3 |
2.618 |
7,226.5 |
1.618 |
7,103.5 |
1.000 |
7,027.5 |
0.618 |
6,980.5 |
HIGH |
6,904.5 |
0.618 |
6,857.5 |
0.500 |
6,843.0 |
0.382 |
6,828.5 |
LOW |
6,781.5 |
0.618 |
6,705.5 |
1.000 |
6,658.5 |
1.618 |
6,582.5 |
2.618 |
6,459.5 |
4.250 |
6,258.8 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,843.0 |
6,902.0 |
PP |
6,831.7 |
6,871.0 |
S1 |
6,820.3 |
6,840.0 |
|