Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,588.0 |
5,634.0 |
46.0 |
0.8% |
5,952.0 |
High |
5,598.0 |
5,658.0 |
60.0 |
1.1% |
6,009.0 |
Low |
5,490.0 |
5,502.0 |
12.0 |
0.2% |
5,477.0 |
Close |
5,588.0 |
5,552.0 |
-36.0 |
-0.6% |
5,592.0 |
Range |
108.0 |
156.0 |
48.0 |
44.4% |
532.0 |
ATR |
163.8 |
163.3 |
-0.6 |
-0.3% |
0.0 |
Volume |
28,459 |
29,315 |
856 |
3.0% |
143,979 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,038.7 |
5,951.3 |
5,637.8 |
|
R3 |
5,882.7 |
5,795.3 |
5,594.9 |
|
R2 |
5,726.7 |
5,726.7 |
5,580.6 |
|
R1 |
5,639.3 |
5,639.3 |
5,566.3 |
5,605.0 |
PP |
5,570.7 |
5,570.7 |
5,570.7 |
5,553.5 |
S1 |
5,483.3 |
5,483.3 |
5,537.7 |
5,449.0 |
S2 |
5,414.7 |
5,414.7 |
5,523.4 |
|
S3 |
5,258.7 |
5,327.3 |
5,509.1 |
|
S4 |
5,102.7 |
5,171.3 |
5,466.2 |
|
|
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% |
123.2 |
2.2% |
36% |
False |
False |
25,893 |
10 |
6,009.0 |
5,426.0 |
583.0 |
10.5% |
141.7 |
2.6% |
22% |
False |
False |
31,671 |
20 |
6,009.0 |
5,183.0 |
826.0 |
14.9% |
155.5 |
2.8% |
45% |
False |
False |
35,337 |
40 |
6,633.0 |
5,183.0 |
1,450.0 |
26.1% |
124.8 |
2.2% |
25% |
False |
False |
31,223 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.8% |
95.4 |
1.7% |
24% |
False |
False |
21,024 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
78.4 |
1.4% |
22% |
False |
False |
15,800 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
66.8 |
1.2% |
22% |
False |
False |
12,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,321.0 |
2.618 |
6,066.4 |
1.618 |
5,910.4 |
1.000 |
5,814.0 |
0.618 |
5,754.4 |
HIGH |
5,658.0 |
0.618 |
5,598.4 |
0.500 |
5,580.0 |
0.382 |
5,561.6 |
LOW |
5,502.0 |
0.618 |
5,405.6 |
1.000 |
5,346.0 |
1.618 |
5,249.6 |
2.618 |
5,093.6 |
4.250 |
4,839.0 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,580.0 |
5,572.5 |
PP |
5,570.7 |
5,565.7 |
S1 |
5,561.3 |
5,558.8 |
|