Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,891.0 |
5,861.0 |
-30.0 |
-0.5% |
5,703.0 |
High |
5,911.5 |
5,900.0 |
-11.5 |
-0.2% |
5,911.5 |
Low |
5,830.0 |
5,731.5 |
-98.5 |
-1.7% |
5,654.0 |
Close |
5,856.0 |
5,760.5 |
-95.5 |
-1.6% |
5,760.5 |
Range |
81.5 |
168.5 |
87.0 |
106.7% |
257.5 |
ATR |
148.0 |
149.4 |
1.5 |
1.0% |
0.0 |
Volume |
111,855 |
108,334 |
-3,521 |
-3.1% |
595,661 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,303.0 |
6,200.0 |
5,853.0 |
|
R3 |
6,134.5 |
6,031.5 |
5,807.0 |
|
R2 |
5,966.0 |
5,966.0 |
5,791.5 |
|
R1 |
5,863.0 |
5,863.0 |
5,776.0 |
5,830.0 |
PP |
5,797.5 |
5,797.5 |
5,797.5 |
5,781.0 |
S1 |
5,694.5 |
5,694.5 |
5,745.0 |
5,662.0 |
S2 |
5,629.0 |
5,629.0 |
5,729.5 |
|
S3 |
5,460.5 |
5,526.0 |
5,714.0 |
|
S4 |
5,292.0 |
5,357.5 |
5,668.0 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,548.0 |
6,411.5 |
5,902.0 |
|
R3 |
6,290.5 |
6,154.0 |
5,831.5 |
|
R2 |
6,033.0 |
6,033.0 |
5,807.5 |
|
R1 |
5,896.5 |
5,896.5 |
5,784.0 |
5,965.0 |
PP |
5,775.5 |
5,775.5 |
5,775.5 |
5,809.5 |
S1 |
5,639.0 |
5,639.0 |
5,737.0 |
5,707.0 |
S2 |
5,518.0 |
5,518.0 |
5,713.5 |
|
S3 |
5,260.5 |
5,381.5 |
5,689.5 |
|
S4 |
5,003.0 |
5,124.0 |
5,619.0 |
|
|
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 |
4.5% |
135.0 |
2.3% |
41% |
False |
False |
119,132 |
10 |
6,046.0 |
5,654.0 |
392.0 |
6.8% |
126.5 |
2.2% |
27% |
False |
False |
127,456 |
20 |
6,046.0 |
5,301.5 |
744.5 |
12.9% |
166.0 |
2.9% |
62% |
False |
False |
162,777 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.6% |
134.5 |
2.3% |
37% |
False |
False |
137,303 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
125.0 |
2.2% |
34% |
False |
False |
96,710 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.6% |
116.0 |
2.0% |
31% |
False |
False |
72,581 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
105.5 |
1.8% |
30% |
False |
False |
58,085 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
91.5 |
1.6% |
30% |
False |
False |
48,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,616.0 |
2.618 |
6,341.0 |
1.618 |
6,172.5 |
1.000 |
6,068.5 |
0.618 |
6,004.0 |
HIGH |
5,900.0 |
0.618 |
5,835.5 |
0.500 |
5,816.0 |
0.382 |
5,796.0 |
LOW |
5,731.5 |
0.618 |
5,627.5 |
1.000 |
5,563.0 |
1.618 |
5,459.0 |
2.618 |
5,290.5 |
4.250 |
5,015.5 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,816.0 |
5,821.5 |
PP |
5,797.5 |
5,801.0 |
S1 |
5,779.0 |
5,781.0 |
|