Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,600.0 |
5,588.0 |
-12.0 |
-0.2% |
5,952.0 |
High |
5,630.0 |
5,598.0 |
-32.0 |
-0.6% |
6,009.0 |
Low |
5,487.0 |
5,490.0 |
3.0 |
0.1% |
5,477.0 |
Close |
5,544.0 |
5,588.0 |
44.0 |
0.8% |
5,592.0 |
Range |
143.0 |
108.0 |
-35.0 |
-24.5% |
532.0 |
ATR |
168.1 |
163.8 |
-4.3 |
-2.6% |
0.0 |
Volume |
23,329 |
28,459 |
5,130 |
22.0% |
143,979 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.7 |
5,843.3 |
5,647.4 |
|
R3 |
5,774.7 |
5,735.3 |
5,617.7 |
|
R2 |
5,666.7 |
5,666.7 |
5,607.8 |
|
R1 |
5,627.3 |
5,627.3 |
5,597.9 |
5,642.0 |
PP |
5,558.7 |
5,558.7 |
5,558.7 |
5,566.0 |
S1 |
5,519.3 |
5,519.3 |
5,578.1 |
5,534.0 |
S2 |
5,450.7 |
5,450.7 |
5,568.2 |
|
S3 |
5,342.7 |
5,411.3 |
5,558.3 |
|
S4 |
5,234.7 |
5,303.3 |
5,528.6 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,288.7 |
6,972.3 |
5,884.6 |
|
R3 |
6,756.7 |
6,440.3 |
5,738.3 |
|
R2 |
6,224.7 |
6,224.7 |
5,689.5 |
|
R1 |
5,908.3 |
5,908.3 |
5,640.8 |
5,800.5 |
PP |
5,692.7 |
5,692.7 |
5,692.7 |
5,638.8 |
S1 |
5,376.3 |
5,376.3 |
5,543.2 |
5,268.5 |
S2 |
5,160.7 |
5,160.7 |
5,494.5 |
|
S3 |
4,628.7 |
4,844.3 |
5,445.7 |
|
S4 |
4,096.7 |
4,312.3 |
5,299.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,683.0 |
5,477.0 |
206.0 |
3.7% |
108.0 |
1.9% |
54% |
False |
False |
25,711 |
10 |
6,009.0 |
5,426.0 |
583.0 |
10.4% |
151.3 |
2.7% |
28% |
False |
False |
31,981 |
20 |
6,043.0 |
5,183.0 |
860.0 |
15.4% |
153.4 |
2.7% |
47% |
False |
False |
35,316 |
40 |
6,681.0 |
5,183.0 |
1,498.0 |
26.8% |
122.4 |
2.2% |
27% |
False |
False |
30,602 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
92.8 |
1.7% |
26% |
False |
False |
20,536 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
77.5 |
1.4% |
24% |
False |
False |
15,435 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
65.3 |
1.2% |
24% |
False |
False |
12,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,057.0 |
2.618 |
5,880.7 |
1.618 |
5,772.7 |
1.000 |
5,706.0 |
0.618 |
5,664.7 |
HIGH |
5,598.0 |
0.618 |
5,556.7 |
0.500 |
5,544.0 |
0.382 |
5,531.3 |
LOW |
5,490.0 |
0.618 |
5,423.3 |
1.000 |
5,382.0 |
1.618 |
5,315.3 |
2.618 |
5,207.3 |
4.250 |
5,031.0 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,573.3 |
5,587.0 |
PP |
5,558.7 |
5,586.0 |
S1 |
5,544.0 |
5,585.0 |
|