Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,889.0 |
6,906.0 |
17.0 |
0.2% |
6,929.0 |
High |
6,904.5 |
6,957.0 |
52.5 |
0.8% |
7,108.0 |
Low |
6,781.5 |
6,845.5 |
64.0 |
0.9% |
6,781.5 |
Close |
6,809.0 |
6,905.5 |
96.5 |
1.4% |
6,809.0 |
Range |
123.0 |
111.5 |
-11.5 |
-9.3% |
326.5 |
ATR |
181.6 |
179.2 |
-2.4 |
-1.3% |
0.0 |
Volume |
176,383 |
146,922 |
-29,461 |
-16.7% |
650,725 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,237.2 |
7,182.8 |
6,966.8 |
|
R3 |
7,125.7 |
7,071.3 |
6,936.2 |
|
R2 |
7,014.2 |
7,014.2 |
6,925.9 |
|
R1 |
6,959.8 |
6,959.8 |
6,915.7 |
6,931.3 |
PP |
6,902.7 |
6,902.7 |
6,902.7 |
6,888.4 |
S1 |
6,848.3 |
6,848.3 |
6,895.3 |
6,819.8 |
S2 |
6,791.2 |
6,791.2 |
6,885.1 |
|
S3 |
6,679.7 |
6,736.8 |
6,874.8 |
|
S4 |
6,568.2 |
6,625.3 |
6,844.2 |
|
|
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 |
4.7% |
145.4 |
2.1% |
38% |
False |
False |
143,078 |
10 |
7,108.0 |
6,776.5 |
331.5 |
4.8% |
153.9 |
2.2% |
39% |
False |
False |
131,576 |
20 |
7,108.0 |
6,686.0 |
422.0 |
6.1% |
164.1 |
2.4% |
52% |
False |
False |
157,945 |
40 |
8,180.5 |
6,448.5 |
1,732.0 |
25.1% |
189.6 |
2.7% |
26% |
False |
False |
171,708 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
163.6 |
2.4% |
25% |
False |
False |
123,054 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
154.4 |
2.2% |
25% |
False |
False |
92,486 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
137.8 |
2.0% |
25% |
False |
False |
74,106 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
128.2 |
1.9% |
25% |
False |
False |
62,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,430.9 |
2.618 |
7,248.9 |
1.618 |
7,137.4 |
1.000 |
7,068.5 |
0.618 |
7,025.9 |
HIGH |
6,957.0 |
0.618 |
6,914.4 |
0.500 |
6,901.3 |
0.382 |
6,888.1 |
LOW |
6,845.5 |
0.618 |
6,776.6 |
1.000 |
6,734.0 |
1.618 |
6,665.1 |
2.618 |
6,553.6 |
4.250 |
6,371.6 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,904.1 |
6,904.3 |
PP |
6,902.7 |
6,903.2 |
S1 |
6,901.3 |
6,902.0 |
|