Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,710.0 |
5,600.0 |
-110.0 |
-1.9% |
5,590.0 |
High |
5,714.0 |
5,600.0 |
-114.0 |
-2.0% |
5,759.0 |
Low |
5,612.0 |
5,500.0 |
-112.0 |
-2.0% |
5,500.0 |
Close |
5,644.0 |
5,564.0 |
-80.0 |
-1.4% |
5,564.0 |
Range |
102.0 |
100.0 |
-2.0 |
-2.0% |
259.0 |
ATR |
137.4 |
137.8 |
0.5 |
0.3% |
0.0 |
Volume |
27,996 |
28,481 |
485 |
1.7% |
135,476 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,854.7 |
5,809.3 |
5,619.0 |
|
R3 |
5,754.7 |
5,709.3 |
5,591.5 |
|
R2 |
5,654.7 |
5,654.7 |
5,582.3 |
|
R1 |
5,609.3 |
5,609.3 |
5,573.2 |
5,582.0 |
PP |
5,554.7 |
5,554.7 |
5,554.7 |
5,541.0 |
S1 |
5,509.3 |
5,509.3 |
5,554.8 |
5,482.0 |
S2 |
5,454.7 |
5,454.7 |
5,545.7 |
|
S3 |
5,354.7 |
5,409.3 |
5,536.5 |
|
S4 |
5,254.7 |
5,309.3 |
5,509.0 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,384.7 |
6,233.3 |
5,706.5 |
|
R3 |
6,125.7 |
5,974.3 |
5,635.2 |
|
R2 |
5,866.7 |
5,866.7 |
5,611.5 |
|
R1 |
5,715.3 |
5,715.3 |
5,587.7 |
5,661.5 |
PP |
5,607.7 |
5,607.7 |
5,607.7 |
5,580.8 |
S1 |
5,456.3 |
5,456.3 |
5,540.3 |
5,402.5 |
S2 |
5,348.7 |
5,348.7 |
5,516.5 |
|
S3 |
5,089.7 |
5,197.3 |
5,492.8 |
|
S4 |
4,830.7 |
4,938.3 |
5,421.6 |
|
|
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 |
5,500.0 |
259.0 |
4.7% |
82.4 |
1.5% |
25% |
False |
True |
27,095 |
10 |
5,759.0 |
5,445.0 |
314.0 |
5.6% |
93.8 |
1.7% |
38% |
False |
False |
26,802 |
20 |
6,009.0 |
5,445.0 |
564.0 |
10.1% |
109.6 |
2.0% |
21% |
False |
False |
27,497 |
40 |
6,365.0 |
5,183.0 |
1,182.0 |
21.2% |
124.7 |
2.2% |
32% |
False |
False |
30,435 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.7% |
108.0 |
1.9% |
25% |
False |
False |
26,410 |
80 |
6,738.0 |
5,183.0 |
1,555.0 |
27.9% |
88.8 |
1.6% |
25% |
False |
False |
19,847 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.3% |
76.8 |
1.4% |
23% |
False |
False |
15,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,025.0 |
2.618 |
5,861.8 |
1.618 |
5,761.8 |
1.000 |
5,700.0 |
0.618 |
5,661.8 |
HIGH |
5,600.0 |
0.618 |
5,561.8 |
0.500 |
5,550.0 |
0.382 |
5,538.2 |
LOW |
5,500.0 |
0.618 |
5,438.2 |
1.000 |
5,400.0 |
1.618 |
5,338.2 |
2.618 |
5,238.2 |
4.250 |
5,075.0 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,559.3 |
5,629.5 |
PP |
5,554.7 |
5,607.7 |
S1 |
5,550.0 |
5,585.8 |
|