Trading Metrics calculated at close of trading on 18-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,861.0 |
5,818.0 |
-43.0 |
-0.7% |
5,703.0 |
High |
5,900.0 |
5,926.5 |
26.5 |
0.4% |
5,911.5 |
Low |
5,731.5 |
5,804.0 |
72.5 |
1.3% |
5,654.0 |
Close |
5,760.5 |
5,920.0 |
159.5 |
2.8% |
5,760.5 |
Range |
168.5 |
122.5 |
-46.0 |
-27.3% |
257.5 |
ATR |
149.4 |
150.6 |
1.2 |
0.8% |
0.0 |
Volume |
108,334 |
123,742 |
15,408 |
14.2% |
595,661 |
|
Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,251.0 |
6,208.0 |
5,987.5 |
|
R3 |
6,128.5 |
6,085.5 |
5,953.5 |
|
R2 |
6,006.0 |
6,006.0 |
5,942.5 |
|
R1 |
5,963.0 |
5,963.0 |
5,931.0 |
5,984.5 |
PP |
5,883.5 |
5,883.5 |
5,883.5 |
5,894.0 |
S1 |
5,840.5 |
5,840.5 |
5,909.0 |
5,862.0 |
S2 |
5,761.0 |
5,761.0 |
5,897.5 |
|
S3 |
5,638.5 |
5,718.0 |
5,886.5 |
|
S4 |
5,516.0 |
5,595.5 |
5,852.5 |
|
|
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 |
5,926.5 |
5,680.5 |
246.0 |
4.2% |
137.0 |
2.3% |
97% |
True |
False |
122,761 |
10 |
5,994.0 |
5,654.0 |
340.0 |
5.7% |
131.5 |
2.2% |
78% |
False |
False |
121,612 |
20 |
6,046.0 |
5,301.5 |
744.5 |
12.6% |
159.0 |
2.7% |
83% |
False |
False |
158,483 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.0% |
135.5 |
2.3% |
50% |
False |
False |
136,424 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.6% |
125.5 |
2.1% |
46% |
False |
False |
98,760 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
24.9% |
117.0 |
2.0% |
42% |
False |
False |
74,127 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
106.0 |
1.8% |
41% |
False |
False |
59,319 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
92.0 |
1.6% |
41% |
False |
False |
49,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,447.0 |
2.618 |
6,247.0 |
1.618 |
6,124.5 |
1.000 |
6,049.0 |
0.618 |
6,002.0 |
HIGH |
5,926.5 |
0.618 |
5,879.5 |
0.500 |
5,865.0 |
0.382 |
5,851.0 |
LOW |
5,804.0 |
0.618 |
5,728.5 |
1.000 |
5,681.5 |
1.618 |
5,606.0 |
2.618 |
5,483.5 |
4.250 |
5,283.5 |
|
|
Fisher Pivots for day following 18-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,902.0 |
5,889.5 |
PP |
5,883.5 |
5,859.5 |
S1 |
5,865.0 |
5,829.0 |
|