Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,577.0 |
5,630.0 |
53.0 |
1.0% |
5,600.0 |
High |
5,584.0 |
5,656.0 |
72.0 |
1.3% |
5,682.0 |
Low |
5,525.0 |
5,576.0 |
51.0 |
0.9% |
5,487.0 |
Close |
5,578.0 |
5,597.0 |
19.0 |
0.3% |
5,620.0 |
Range |
59.0 |
80.0 |
21.0 |
35.6% |
195.0 |
ATR |
155.8 |
150.4 |
-5.4 |
-3.5% |
0.0 |
Volume |
22,634 |
21,841 |
-793 |
-3.5% |
137,950 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,849.7 |
5,803.3 |
5,641.0 |
|
R3 |
5,769.7 |
5,723.3 |
5,619.0 |
|
R2 |
5,689.7 |
5,689.7 |
5,611.7 |
|
R1 |
5,643.3 |
5,643.3 |
5,604.3 |
5,626.5 |
PP |
5,609.7 |
5,609.7 |
5,609.7 |
5,601.3 |
S1 |
5,563.3 |
5,563.3 |
5,589.7 |
5,546.5 |
S2 |
5,529.7 |
5,529.7 |
5,582.3 |
|
S3 |
5,449.7 |
5,483.3 |
5,575.0 |
|
S4 |
5,369.7 |
5,403.3 |
5,553.0 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,181.3 |
6,095.7 |
5,727.3 |
|
R3 |
5,986.3 |
5,900.7 |
5,673.6 |
|
R2 |
5,791.3 |
5,791.3 |
5,655.8 |
|
R1 |
5,705.7 |
5,705.7 |
5,637.9 |
5,748.5 |
PP |
5,596.3 |
5,596.3 |
5,596.3 |
5,617.8 |
S1 |
5,510.7 |
5,510.7 |
5,602.1 |
5,553.5 |
S2 |
5,401.3 |
5,401.3 |
5,584.3 |
|
S3 |
5,206.3 |
5,315.7 |
5,566.4 |
|
S4 |
5,011.3 |
5,120.7 |
5,512.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,682.0 |
5,502.0 |
180.0 |
3.2% |
105.8 |
1.9% |
53% |
False |
False |
26,127 |
10 |
5,683.0 |
5,477.0 |
206.0 |
3.7% |
106.9 |
1.9% |
58% |
False |
False |
25,919 |
20 |
6,009.0 |
5,183.0 |
826.0 |
14.8% |
150.6 |
2.7% |
50% |
False |
False |
33,472 |
40 |
6,411.0 |
5,183.0 |
1,228.0 |
21.9% |
120.3 |
2.1% |
34% |
False |
False |
27,742 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
100.3 |
1.8% |
27% |
False |
False |
22,706 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
81.3 |
1.5% |
25% |
False |
False |
17,063 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
69.2 |
1.2% |
25% |
False |
False |
13,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,996.0 |
2.618 |
5,865.4 |
1.618 |
5,785.4 |
1.000 |
5,736.0 |
0.618 |
5,705.4 |
HIGH |
5,656.0 |
0.618 |
5,625.4 |
0.500 |
5,616.0 |
0.382 |
5,606.6 |
LOW |
5,576.0 |
0.618 |
5,526.6 |
1.000 |
5,496.0 |
1.618 |
5,446.6 |
2.618 |
5,366.6 |
4.250 |
5,236.0 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,616.0 |
5,592.5 |
PP |
5,609.7 |
5,588.0 |
S1 |
5,603.3 |
5,583.5 |
|