Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,748.5 |
5,822.5 |
74.0 |
1.3% |
6,029.5 |
High |
5,888.0 |
5,893.5 |
5.5 |
0.1% |
6,046.0 |
Low |
5,680.5 |
5,787.5 |
107.0 |
1.9% |
5,677.5 |
Close |
5,866.5 |
5,850.5 |
-16.0 |
-0.3% |
5,757.0 |
Range |
207.5 |
106.0 |
-101.5 |
-48.9% |
368.5 |
ATR |
156.7 |
153.1 |
-3.6 |
-2.3% |
0.0 |
Volume |
103,843 |
166,031 |
62,188 |
59.9% |
678,905 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.0 |
6,112.0 |
5,909.0 |
|
R3 |
6,056.0 |
6,006.0 |
5,879.5 |
|
R2 |
5,950.0 |
5,950.0 |
5,870.0 |
|
R1 |
5,900.0 |
5,900.0 |
5,860.0 |
5,925.0 |
PP |
5,844.0 |
5,844.0 |
5,844.0 |
5,856.0 |
S1 |
5,794.0 |
5,794.0 |
5,841.0 |
5,819.0 |
S2 |
5,738.0 |
5,738.0 |
5,831.0 |
|
S3 |
5,632.0 |
5,688.0 |
5,821.5 |
|
S4 |
5,526.0 |
5,582.0 |
5,792.0 |
|
|
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 |
5,893.5 |
5,654.0 |
239.5 |
4.1% |
137.5 |
2.3% |
82% |
True |
False |
129,794 |
10 |
6,046.0 |
5,654.0 |
392.0 |
6.7% |
135.0 |
2.3% |
50% |
False |
False |
133,129 |
20 |
6,046.0 |
5,301.5 |
744.5 |
12.7% |
170.5 |
2.9% |
74% |
False |
False |
171,146 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.3% |
132.5 |
2.3% |
44% |
False |
False |
136,844 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
126.5 |
2.2% |
41% |
False |
False |
93,049 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.2% |
115.0 |
2.0% |
37% |
False |
False |
69,831 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
104.0 |
1.8% |
36% |
False |
False |
55,886 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
89.5 |
1.5% |
36% |
False |
False |
46,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,344.0 |
2.618 |
6,171.0 |
1.618 |
6,065.0 |
1.000 |
5,999.5 |
0.618 |
5,959.0 |
HIGH |
5,893.5 |
0.618 |
5,853.0 |
0.500 |
5,840.5 |
0.382 |
5,828.0 |
LOW |
5,787.5 |
0.618 |
5,722.0 |
1.000 |
5,681.5 |
1.618 |
5,616.0 |
2.618 |
5,510.0 |
4.250 |
5,337.0 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,847.0 |
5,825.0 |
PP |
5,844.0 |
5,799.5 |
S1 |
5,840.5 |
5,774.0 |
|