Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,630.0 |
5,616.0 |
-14.0 |
-0.2% |
5,600.0 |
High |
5,656.0 |
5,624.0 |
-32.0 |
-0.6% |
5,682.0 |
Low |
5,576.0 |
5,445.0 |
-131.0 |
-2.3% |
5,487.0 |
Close |
5,597.0 |
5,452.0 |
-145.0 |
-2.6% |
5,620.0 |
Range |
80.0 |
179.0 |
99.0 |
123.8% |
195.0 |
ATR |
150.4 |
152.4 |
2.0 |
1.4% |
0.0 |
Volume |
21,841 |
29,968 |
8,127 |
37.2% |
137,950 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,044.0 |
5,927.0 |
5,550.5 |
|
R3 |
5,865.0 |
5,748.0 |
5,501.2 |
|
R2 |
5,686.0 |
5,686.0 |
5,484.8 |
|
R1 |
5,569.0 |
5,569.0 |
5,468.4 |
5,538.0 |
PP |
5,507.0 |
5,507.0 |
5,507.0 |
5,491.5 |
S1 |
5,390.0 |
5,390.0 |
5,435.6 |
5,359.0 |
S2 |
5,328.0 |
5,328.0 |
5,419.2 |
|
S3 |
5,149.0 |
5,211.0 |
5,402.8 |
|
S4 |
4,970.0 |
5,032.0 |
5,353.6 |
|
|
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 |
5,445.0 |
237.0 |
4.3% |
110.4 |
2.0% |
3% |
False |
True |
26,258 |
10 |
5,683.0 |
5,445.0 |
238.0 |
4.4% |
116.8 |
2.1% |
3% |
False |
True |
26,075 |
20 |
6,009.0 |
5,361.0 |
648.0 |
11.9% |
147.3 |
2.7% |
14% |
False |
False |
31,838 |
40 |
6,411.0 |
5,183.0 |
1,228.0 |
22.5% |
122.4 |
2.2% |
22% |
False |
False |
27,804 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
28.3% |
102.8 |
1.9% |
17% |
False |
False |
23,204 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.9% |
83.5 |
1.5% |
16% |
False |
False |
17,432 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.9% |
71.0 |
1.3% |
16% |
False |
False |
13,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,384.8 |
2.618 |
6,092.6 |
1.618 |
5,913.6 |
1.000 |
5,803.0 |
0.618 |
5,734.6 |
HIGH |
5,624.0 |
0.618 |
5,555.6 |
0.500 |
5,534.5 |
0.382 |
5,513.4 |
LOW |
5,445.0 |
0.618 |
5,334.4 |
1.000 |
5,266.0 |
1.618 |
5,155.4 |
2.618 |
4,976.4 |
4.250 |
4,684.3 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,534.5 |
5,550.5 |
PP |
5,507.0 |
5,517.7 |
S1 |
5,479.5 |
5,484.8 |
|