Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,670.0 |
5,688.0 |
18.0 |
0.3% |
5,577.0 |
High |
5,695.0 |
5,759.0 |
64.0 |
1.1% |
5,656.0 |
Low |
5,632.0 |
5,686.0 |
54.0 |
1.0% |
5,445.0 |
Close |
5,656.0 |
5,749.0 |
93.0 |
1.6% |
5,520.0 |
Range |
63.0 |
73.0 |
10.0 |
15.9% |
211.0 |
ATR |
140.0 |
137.4 |
-2.6 |
-1.9% |
0.0 |
Volume |
30,266 |
24,279 |
-5,987 |
-19.8% |
132,551 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,950.3 |
5,922.7 |
5,789.2 |
|
R3 |
5,877.3 |
5,849.7 |
5,769.1 |
|
R2 |
5,804.3 |
5,804.3 |
5,762.4 |
|
R1 |
5,776.7 |
5,776.7 |
5,755.7 |
5,790.5 |
PP |
5,731.3 |
5,731.3 |
5,731.3 |
5,738.3 |
S1 |
5,703.7 |
5,703.7 |
5,742.3 |
5,717.5 |
S2 |
5,658.3 |
5,658.3 |
5,735.6 |
|
S3 |
5,585.3 |
5,630.7 |
5,728.9 |
|
S4 |
5,512.3 |
5,557.7 |
5,708.9 |
|
|
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 |
5,759.0 |
5,460.0 |
299.0 |
5.2% |
83.6 |
1.5% |
97% |
True |
False |
27,421 |
10 |
5,759.0 |
5,445.0 |
314.0 |
5.5% |
97.0 |
1.7% |
97% |
True |
False |
26,839 |
20 |
6,009.0 |
5,426.0 |
583.0 |
10.1% |
119.4 |
2.1% |
55% |
False |
False |
29,255 |
40 |
6,411.0 |
5,183.0 |
1,228.0 |
21.4% |
123.7 |
2.2% |
46% |
False |
False |
29,829 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
26.8% |
106.0 |
1.8% |
37% |
False |
False |
25,471 |
80 |
6,769.0 |
5,183.0 |
1,586.0 |
27.6% |
88.0 |
1.5% |
36% |
False |
False |
19,141 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
29.3% |
74.8 |
1.3% |
34% |
False |
False |
15,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,069.3 |
2.618 |
5,950.1 |
1.618 |
5,877.1 |
1.000 |
5,832.0 |
0.618 |
5,804.1 |
HIGH |
5,759.0 |
0.618 |
5,731.1 |
0.500 |
5,722.5 |
0.382 |
5,713.9 |
LOW |
5,686.0 |
0.618 |
5,640.9 |
1.000 |
5,613.0 |
1.618 |
5,567.9 |
2.618 |
5,494.9 |
4.250 |
5,375.8 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,740.2 |
5,718.0 |
PP |
5,731.3 |
5,687.0 |
S1 |
5,722.5 |
5,656.0 |
|