Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,972.5 |
6,866.0 |
-106.5 |
-1.5% |
6,906.0 |
High |
7,014.5 |
6,883.0 |
-131.5 |
-1.9% |
7,048.5 |
Low |
6,866.0 |
6,690.5 |
-175.5 |
-2.6% |
6,690.5 |
Close |
6,880.0 |
6,748.5 |
-131.5 |
-1.9% |
6,748.5 |
Range |
148.5 |
192.5 |
44.0 |
29.6% |
358.0 |
ATR |
172.3 |
173.7 |
1.4 |
0.8% |
0.0 |
Volume |
167,611 |
198,041 |
30,430 |
18.2% |
874,337 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,351.5 |
7,242.5 |
6,854.4 |
|
R3 |
7,159.0 |
7,050.0 |
6,801.4 |
|
R2 |
6,966.5 |
6,966.5 |
6,783.8 |
|
R1 |
6,857.5 |
6,857.5 |
6,766.1 |
6,815.8 |
PP |
6,774.0 |
6,774.0 |
6,774.0 |
6,753.1 |
S1 |
6,665.0 |
6,665.0 |
6,730.9 |
6,623.3 |
S2 |
6,581.5 |
6,581.5 |
6,713.2 |
|
S3 |
6,389.0 |
6,472.5 |
6,695.6 |
|
S4 |
6,196.5 |
6,280.0 |
6,642.6 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.2 |
7,683.8 |
6,945.4 |
|
R3 |
7,545.2 |
7,325.8 |
6,847.0 |
|
R2 |
7,187.2 |
7,187.2 |
6,814.1 |
|
R1 |
6,967.8 |
6,967.8 |
6,781.3 |
6,898.5 |
PP |
6,829.2 |
6,829.2 |
6,829.2 |
6,794.5 |
S1 |
6,609.8 |
6,609.8 |
6,715.7 |
6,540.5 |
S2 |
6,471.2 |
6,471.2 |
6,682.9 |
|
S3 |
6,113.2 |
6,251.8 |
6,650.1 |
|
S4 |
5,755.2 |
5,893.8 |
6,551.6 |
|
|
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 |
6,690.5 |
358.0 |
5.3% |
143.5 |
2.1% |
16% |
False |
True |
174,867 |
10 |
7,108.0 |
6,690.5 |
417.5 |
6.2% |
146.0 |
2.2% |
14% |
False |
True |
152,506 |
20 |
7,108.0 |
6,686.0 |
422.0 |
6.3% |
160.9 |
2.4% |
15% |
False |
False |
154,763 |
40 |
7,996.0 |
6,448.5 |
1,547.5 |
22.9% |
191.0 |
2.8% |
19% |
False |
False |
178,984 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
168.8 |
2.5% |
17% |
False |
False |
135,110 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
156.8 |
2.3% |
17% |
False |
False |
101,567 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
141.8 |
2.1% |
17% |
False |
False |
81,365 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
130.0 |
1.9% |
17% |
False |
False |
68,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,701.1 |
2.618 |
7,387.0 |
1.618 |
7,194.5 |
1.000 |
7,075.5 |
0.618 |
7,002.0 |
HIGH |
6,883.0 |
0.618 |
6,809.5 |
0.500 |
6,786.8 |
0.382 |
6,764.0 |
LOW |
6,690.5 |
0.618 |
6,571.5 |
1.000 |
6,498.0 |
1.618 |
6,379.0 |
2.618 |
6,186.5 |
4.250 |
5,872.4 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,786.8 |
6,864.5 |
PP |
6,774.0 |
6,825.8 |
S1 |
6,761.3 |
6,787.2 |
|