Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,013.0 |
6,972.5 |
-40.5 |
-0.6% |
6,929.0 |
High |
7,038.5 |
7,014.5 |
-24.0 |
-0.3% |
7,108.0 |
Low |
6,898.0 |
6,866.0 |
-32.0 |
-0.5% |
6,781.5 |
Close |
7,015.0 |
6,880.0 |
-135.0 |
-1.9% |
6,809.0 |
Range |
140.5 |
148.5 |
8.0 |
5.7% |
326.5 |
ATR |
174.0 |
172.3 |
-1.8 |
-1.0% |
0.0 |
Volume |
182,723 |
167,611 |
-15,112 |
-8.3% |
650,725 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,365.7 |
7,271.3 |
6,961.7 |
|
R3 |
7,217.2 |
7,122.8 |
6,920.8 |
|
R2 |
7,068.7 |
7,068.7 |
6,907.2 |
|
R1 |
6,974.3 |
6,974.3 |
6,893.6 |
6,947.3 |
PP |
6,920.2 |
6,920.2 |
6,920.2 |
6,906.6 |
S1 |
6,825.8 |
6,825.8 |
6,866.4 |
6,798.8 |
S2 |
6,771.7 |
6,771.7 |
6,852.8 |
|
S3 |
6,623.2 |
6,677.3 |
6,839.2 |
|
S4 |
6,474.7 |
6,528.8 |
6,798.3 |
|
|
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 |
3.9% |
129.6 |
1.9% |
37% |
False |
False |
170,535 |
10 |
7,108.0 |
6,781.5 |
326.5 |
4.7% |
141.1 |
2.1% |
30% |
False |
False |
132,702 |
20 |
7,108.0 |
6,686.0 |
422.0 |
6.1% |
158.0 |
2.3% |
46% |
False |
False |
155,421 |
40 |
7,996.0 |
6,448.5 |
1,547.5 |
22.5% |
190.0 |
2.8% |
28% |
False |
False |
178,177 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
166.6 |
2.4% |
24% |
False |
False |
131,835 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
155.0 |
2.3% |
24% |
False |
False |
99,092 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
140.5 |
2.0% |
24% |
False |
False |
79,386 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
128.8 |
1.9% |
24% |
False |
False |
66,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,645.6 |
2.618 |
7,403.3 |
1.618 |
7,254.8 |
1.000 |
7,163.0 |
0.618 |
7,106.3 |
HIGH |
7,014.5 |
0.618 |
6,957.8 |
0.500 |
6,940.3 |
0.382 |
6,922.7 |
LOW |
6,866.0 |
0.618 |
6,774.2 |
1.000 |
6,717.5 |
1.618 |
6,625.7 |
2.618 |
6,477.2 |
4.250 |
6,234.9 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,940.3 |
6,957.3 |
PP |
6,920.2 |
6,931.5 |
S1 |
6,900.1 |
6,905.8 |
|