Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,822.5 |
5,891.0 |
68.5 |
1.2% |
6,029.5 |
High |
5,893.5 |
5,911.5 |
18.0 |
0.3% |
6,046.0 |
Low |
5,787.5 |
5,830.0 |
42.5 |
0.7% |
5,677.5 |
Close |
5,850.5 |
5,856.0 |
5.5 |
0.1% |
5,757.0 |
Range |
106.0 |
81.5 |
-24.5 |
-23.1% |
368.5 |
ATR |
153.1 |
148.0 |
-5.1 |
-3.3% |
0.0 |
Volume |
166,031 |
111,855 |
-54,176 |
-32.6% |
678,905 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,110.5 |
6,064.5 |
5,901.0 |
|
R3 |
6,029.0 |
5,983.0 |
5,878.5 |
|
R2 |
5,947.5 |
5,947.5 |
5,871.0 |
|
R1 |
5,901.5 |
5,901.5 |
5,863.5 |
5,884.0 |
PP |
5,866.0 |
5,866.0 |
5,866.0 |
5,857.0 |
S1 |
5,820.0 |
5,820.0 |
5,848.5 |
5,802.0 |
S2 |
5,784.5 |
5,784.5 |
5,841.0 |
|
S3 |
5,703.0 |
5,738.5 |
5,833.5 |
|
S4 |
5,621.5 |
5,657.0 |
5,811.0 |
|
|
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 |
5,911.5 |
5,654.0 |
257.5 |
4.4% |
122.0 |
2.1% |
78% |
True |
False |
126,862 |
10 |
6,046.0 |
5,654.0 |
392.0 |
6.7% |
120.0 |
2.1% |
52% |
False |
False |
135,516 |
20 |
6,046.0 |
5,301.5 |
744.5 |
12.7% |
166.5 |
2.8% |
74% |
False |
False |
166,748 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.3% |
133.0 |
2.3% |
45% |
False |
False |
138,568 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
124.5 |
2.1% |
41% |
False |
False |
94,909 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.2% |
115.0 |
2.0% |
38% |
False |
False |
71,227 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
104.5 |
1.8% |
36% |
False |
False |
57,004 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
90.0 |
1.5% |
36% |
False |
False |
47,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,258.0 |
2.618 |
6,125.0 |
1.618 |
6,043.5 |
1.000 |
5,993.0 |
0.618 |
5,962.0 |
HIGH |
5,911.5 |
0.618 |
5,880.5 |
0.500 |
5,871.0 |
0.382 |
5,861.0 |
LOW |
5,830.0 |
0.618 |
5,779.5 |
1.000 |
5,748.5 |
1.618 |
5,698.0 |
2.618 |
5,616.5 |
4.250 |
5,483.5 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,871.0 |
5,836.0 |
PP |
5,866.0 |
5,816.0 |
S1 |
5,861.0 |
5,796.0 |
|