Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,703.0 |
5,748.5 |
45.5 |
0.8% |
6,029.5 |
High |
5,766.5 |
5,888.0 |
121.5 |
2.1% |
6,046.0 |
Low |
5,654.0 |
5,680.5 |
26.5 |
0.5% |
5,677.5 |
Close |
5,688.5 |
5,866.5 |
178.0 |
3.1% |
5,757.0 |
Range |
112.5 |
207.5 |
95.0 |
84.4% |
368.5 |
ATR |
152.8 |
156.7 |
3.9 |
2.6% |
0.0 |
Volume |
105,598 |
103,843 |
-1,755 |
-1.7% |
678,905 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,434.0 |
6,358.0 |
5,980.5 |
|
R3 |
6,226.5 |
6,150.5 |
5,923.5 |
|
R2 |
6,019.0 |
6,019.0 |
5,904.5 |
|
R1 |
5,943.0 |
5,943.0 |
5,885.5 |
5,981.0 |
PP |
5,811.5 |
5,811.5 |
5,811.5 |
5,831.0 |
S1 |
5,735.5 |
5,735.5 |
5,847.5 |
5,773.5 |
S2 |
5,604.0 |
5,604.0 |
5,828.5 |
|
S3 |
5,396.5 |
5,528.0 |
5,809.5 |
|
S4 |
5,189.0 |
5,320.5 |
5,752.5 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,932.5 |
6,713.0 |
5,959.5 |
|
R3 |
6,564.0 |
6,344.5 |
5,858.5 |
|
R2 |
6,195.5 |
6,195.5 |
5,824.5 |
|
R1 |
5,976.0 |
5,976.0 |
5,791.0 |
5,901.5 |
PP |
5,827.0 |
5,827.0 |
5,827.0 |
5,789.5 |
S1 |
5,607.5 |
5,607.5 |
5,723.0 |
5,533.0 |
S2 |
5,458.5 |
5,458.5 |
5,689.5 |
|
S3 |
5,090.0 |
5,239.0 |
5,655.5 |
|
S4 |
4,721.5 |
4,870.5 |
5,554.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,888.0 |
5,654.0 |
234.0 |
4.0% |
132.5 |
2.3% |
91% |
True |
False |
124,309 |
10 |
6,046.0 |
5,654.0 |
392.0 |
6.7% |
131.0 |
2.2% |
54% |
False |
False |
128,460 |
20 |
6,046.0 |
5,301.5 |
744.5 |
12.7% |
171.5 |
2.9% |
76% |
False |
False |
171,090 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.2% |
132.0 |
2.3% |
45% |
False |
False |
133,301 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
126.0 |
2.1% |
42% |
False |
False |
90,285 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.1% |
114.5 |
2.0% |
38% |
False |
False |
67,762 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
103.0 |
1.8% |
37% |
False |
False |
54,226 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
89.0 |
1.5% |
37% |
False |
False |
45,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,770.0 |
2.618 |
6,431.0 |
1.618 |
6,223.5 |
1.000 |
6,095.5 |
0.618 |
6,016.0 |
HIGH |
5,888.0 |
0.618 |
5,808.5 |
0.500 |
5,784.0 |
0.382 |
5,760.0 |
LOW |
5,680.5 |
0.618 |
5,552.5 |
1.000 |
5,473.0 |
1.618 |
5,345.0 |
2.618 |
5,137.5 |
4.250 |
4,798.5 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,839.0 |
5,834.5 |
PP |
5,811.5 |
5,803.0 |
S1 |
5,784.0 |
5,771.0 |
|