Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,944.0 |
7,013.0 |
69.0 |
1.0% |
6,929.0 |
High |
7,048.5 |
7,038.5 |
-10.0 |
-0.1% |
7,108.0 |
Low |
6,924.0 |
6,898.0 |
-26.0 |
-0.4% |
6,781.5 |
Close |
7,004.0 |
7,015.0 |
11.0 |
0.2% |
6,809.0 |
Range |
124.5 |
140.5 |
16.0 |
12.9% |
326.5 |
ATR |
176.6 |
174.0 |
-2.6 |
-1.5% |
0.0 |
Volume |
179,040 |
182,723 |
3,683 |
2.1% |
650,725 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,405.3 |
7,350.7 |
7,092.3 |
|
R3 |
7,264.8 |
7,210.2 |
7,053.6 |
|
R2 |
7,124.3 |
7,124.3 |
7,040.8 |
|
R1 |
7,069.7 |
7,069.7 |
7,027.9 |
7,097.0 |
PP |
6,983.8 |
6,983.8 |
6,983.8 |
6,997.5 |
S1 |
6,929.2 |
6,929.2 |
7,002.1 |
6,956.5 |
S2 |
6,843.3 |
6,843.3 |
6,989.2 |
|
S3 |
6,702.8 |
6,788.7 |
6,976.4 |
|
S4 |
6,562.3 |
6,648.2 |
6,937.7 |
|
|
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 |
7,048.5 |
6,781.5 |
267.0 |
3.8% |
129.8 |
1.9% |
87% |
False |
False |
137,013 |
10 |
7,108.0 |
6,781.5 |
326.5 |
4.7% |
140.7 |
2.0% |
72% |
False |
False |
132,122 |
20 |
7,108.0 |
6,686.0 |
422.0 |
6.0% |
163.8 |
2.3% |
78% |
False |
False |
158,825 |
40 |
8,045.0 |
6,448.5 |
1,596.5 |
22.8% |
189.1 |
2.7% |
35% |
False |
False |
177,378 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
165.1 |
2.4% |
31% |
False |
False |
129,057 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
154.0 |
2.2% |
31% |
False |
False |
97,000 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
139.4 |
2.0% |
31% |
False |
False |
77,711 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
128.1 |
1.8% |
31% |
False |
False |
65,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,635.6 |
2.618 |
7,406.3 |
1.618 |
7,265.8 |
1.000 |
7,179.0 |
0.618 |
7,125.3 |
HIGH |
7,038.5 |
0.618 |
6,984.8 |
0.500 |
6,968.3 |
0.382 |
6,951.7 |
LOW |
6,898.0 |
0.618 |
6,811.2 |
1.000 |
6,757.5 |
1.618 |
6,670.7 |
2.618 |
6,530.2 |
4.250 |
6,300.9 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,999.4 |
6,992.3 |
PP |
6,983.8 |
6,969.7 |
S1 |
6,968.3 |
6,947.0 |
|