Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,634.0 |
5,615.0 |
-19.0 |
-0.3% |
5,952.0 |
High |
5,658.0 |
5,682.0 |
24.0 |
0.4% |
6,009.0 |
Low |
5,502.0 |
5,557.0 |
55.0 |
1.0% |
5,477.0 |
Close |
5,552.0 |
5,666.0 |
114.0 |
2.1% |
5,592.0 |
Range |
156.0 |
125.0 |
-31.0 |
-19.9% |
532.0 |
ATR |
163.3 |
160.9 |
-2.4 |
-1.5% |
0.0 |
Volume |
29,315 |
30,696 |
1,381 |
4.7% |
143,979 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,010.0 |
5,963.0 |
5,734.8 |
|
R3 |
5,885.0 |
5,838.0 |
5,700.4 |
|
R2 |
5,760.0 |
5,760.0 |
5,688.9 |
|
R1 |
5,713.0 |
5,713.0 |
5,677.5 |
5,736.5 |
PP |
5,635.0 |
5,635.0 |
5,635.0 |
5,646.8 |
S1 |
5,588.0 |
5,588.0 |
5,654.5 |
5,611.5 |
S2 |
5,510.0 |
5,510.0 |
5,643.1 |
|
S3 |
5,385.0 |
5,463.0 |
5,631.6 |
|
S4 |
5,260.0 |
5,338.0 |
5,597.3 |
|
|
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 |
5,487.0 |
196.0 |
3.5% |
126.4 |
2.2% |
91% |
False |
False |
26,537 |
10 |
6,009.0 |
5,477.0 |
532.0 |
9.4% |
132.0 |
2.3% |
36% |
False |
False |
29,536 |
20 |
6,009.0 |
5,183.0 |
826.0 |
14.6% |
158.3 |
2.8% |
58% |
False |
False |
34,938 |
40 |
6,455.0 |
5,183.0 |
1,272.0 |
22.4% |
124.3 |
2.2% |
38% |
False |
False |
31,623 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.2% |
97.2 |
1.7% |
31% |
False |
False |
21,532 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
29.8% |
79.9 |
1.4% |
29% |
False |
False |
16,184 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
29.8% |
67.9 |
1.2% |
29% |
False |
False |
12,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,213.3 |
2.618 |
6,009.3 |
1.618 |
5,884.3 |
1.000 |
5,807.0 |
0.618 |
5,759.3 |
HIGH |
5,682.0 |
0.618 |
5,634.3 |
0.500 |
5,619.5 |
0.382 |
5,604.8 |
LOW |
5,557.0 |
0.618 |
5,479.8 |
1.000 |
5,432.0 |
1.618 |
5,354.8 |
2.618 |
5,229.8 |
4.250 |
5,025.8 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,650.5 |
5,639.3 |
PP |
5,635.0 |
5,612.7 |
S1 |
5,619.5 |
5,586.0 |
|