Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,688.0 |
5,710.0 |
22.0 |
0.4% |
5,577.0 |
High |
5,759.0 |
5,714.0 |
-45.0 |
-0.8% |
5,656.0 |
Low |
5,686.0 |
5,612.0 |
-74.0 |
-1.3% |
5,445.0 |
Close |
5,749.0 |
5,644.0 |
-105.0 |
-1.8% |
5,520.0 |
Range |
73.0 |
102.0 |
29.0 |
39.7% |
211.0 |
ATR |
137.4 |
137.4 |
0.0 |
0.0% |
0.0 |
Volume |
24,279 |
27,996 |
3,717 |
15.3% |
132,551 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.7 |
5,905.3 |
5,700.1 |
|
R3 |
5,860.7 |
5,803.3 |
5,672.1 |
|
R2 |
5,758.7 |
5,758.7 |
5,662.7 |
|
R1 |
5,701.3 |
5,701.3 |
5,653.4 |
5,679.0 |
PP |
5,656.7 |
5,656.7 |
5,656.7 |
5,645.5 |
S1 |
5,599.3 |
5,599.3 |
5,634.7 |
5,577.0 |
S2 |
5,554.7 |
5,554.7 |
5,625.3 |
|
S3 |
5,452.7 |
5,497.3 |
5,616.0 |
|
S4 |
5,350.7 |
5,395.3 |
5,587.9 |
|
|
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 |
5.3% |
81.2 |
1.4% |
62% |
False |
False |
26,960 |
10 |
5,759.0 |
5,445.0 |
314.0 |
5.6% |
94.7 |
1.7% |
63% |
False |
False |
26,569 |
20 |
6,009.0 |
5,445.0 |
564.0 |
10.0% |
113.4 |
2.0% |
35% |
False |
False |
28,053 |
40 |
6,365.0 |
5,183.0 |
1,182.0 |
20.9% |
124.1 |
2.2% |
39% |
False |
False |
30,205 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.3% |
106.9 |
1.9% |
30% |
False |
False |
25,936 |
80 |
6,757.0 |
5,183.0 |
1,574.0 |
27.9% |
89.2 |
1.6% |
29% |
False |
False |
19,491 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
29.9% |
75.8 |
1.3% |
27% |
False |
False |
15,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,147.5 |
2.618 |
5,981.0 |
1.618 |
5,879.0 |
1.000 |
5,816.0 |
0.618 |
5,777.0 |
HIGH |
5,714.0 |
0.618 |
5,675.0 |
0.500 |
5,663.0 |
0.382 |
5,651.0 |
LOW |
5,612.0 |
0.618 |
5,549.0 |
1.000 |
5,510.0 |
1.618 |
5,447.0 |
2.618 |
5,345.0 |
4.250 |
5,178.5 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,663.0 |
5,685.5 |
PP |
5,656.7 |
5,671.7 |
S1 |
5,650.3 |
5,657.8 |
|