Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,590.0 |
5,670.0 |
80.0 |
1.4% |
5,577.0 |
High |
5,627.0 |
5,695.0 |
68.0 |
1.2% |
5,656.0 |
Low |
5,553.0 |
5,632.0 |
79.0 |
1.4% |
5,445.0 |
Close |
5,608.0 |
5,656.0 |
48.0 |
0.9% |
5,520.0 |
Range |
74.0 |
63.0 |
-11.0 |
-14.9% |
211.0 |
ATR |
144.1 |
140.0 |
-4.1 |
-2.8% |
0.0 |
Volume |
24,454 |
30,266 |
5,812 |
23.8% |
132,551 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,850.0 |
5,816.0 |
5,690.7 |
|
R3 |
5,787.0 |
5,753.0 |
5,673.3 |
|
R2 |
5,724.0 |
5,724.0 |
5,667.6 |
|
R1 |
5,690.0 |
5,690.0 |
5,661.8 |
5,675.5 |
PP |
5,661.0 |
5,661.0 |
5,661.0 |
5,653.8 |
S1 |
5,627.0 |
5,627.0 |
5,650.2 |
5,612.5 |
S2 |
5,598.0 |
5,598.0 |
5,644.5 |
|
S3 |
5,535.0 |
5,564.0 |
5,638.7 |
|
S4 |
5,472.0 |
5,501.0 |
5,621.4 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,173.3 |
6,057.7 |
5,636.1 |
|
R3 |
5,962.3 |
5,846.7 |
5,578.0 |
|
R2 |
5,751.3 |
5,751.3 |
5,558.7 |
|
R1 |
5,635.7 |
5,635.7 |
5,539.3 |
5,588.0 |
PP |
5,540.3 |
5,540.3 |
5,540.3 |
5,516.5 |
S1 |
5,424.7 |
5,424.7 |
5,500.7 |
5,377.0 |
S2 |
5,329.3 |
5,329.3 |
5,481.3 |
|
S3 |
5,118.3 |
5,213.7 |
5,462.0 |
|
S4 |
4,907.3 |
5,002.7 |
5,404.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,695.0 |
5,445.0 |
250.0 |
4.4% |
104.8 |
1.9% |
84% |
True |
False |
28,559 |
10 |
5,695.0 |
5,445.0 |
250.0 |
4.4% |
105.3 |
1.9% |
84% |
True |
False |
27,343 |
20 |
6,009.0 |
5,426.0 |
583.0 |
10.3% |
128.3 |
2.3% |
39% |
False |
False |
29,662 |
40 |
6,411.0 |
5,183.0 |
1,228.0 |
21.7% |
123.1 |
2.2% |
39% |
False |
False |
29,509 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.3% |
105.2 |
1.9% |
31% |
False |
False |
25,076 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
29.8% |
87.1 |
1.5% |
28% |
False |
False |
18,839 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
29.8% |
74.1 |
1.3% |
28% |
False |
False |
15,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.8 |
2.618 |
5,859.9 |
1.618 |
5,796.9 |
1.000 |
5,758.0 |
0.618 |
5,733.9 |
HIGH |
5,695.0 |
0.618 |
5,670.9 |
0.500 |
5,663.5 |
0.382 |
5,656.1 |
LOW |
5,632.0 |
0.618 |
5,593.1 |
1.000 |
5,569.0 |
1.618 |
5,530.1 |
2.618 |
5,467.1 |
4.250 |
5,364.3 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,663.5 |
5,629.8 |
PP |
5,661.0 |
5,603.7 |
S1 |
5,658.5 |
5,577.5 |
|