Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,818.0 |
5,880.0 |
62.0 |
1.1% |
5,703.0 |
High |
5,926.5 |
6,006.0 |
79.5 |
1.3% |
5,911.5 |
Low |
5,804.0 |
5,852.0 |
48.0 |
0.8% |
5,654.0 |
Close |
5,920.0 |
5,925.5 |
5.5 |
0.1% |
5,760.5 |
Range |
122.5 |
154.0 |
31.5 |
25.7% |
257.5 |
ATR |
150.6 |
150.9 |
0.2 |
0.2% |
0.0 |
Volume |
123,742 |
70,994 |
-52,748 |
-42.6% |
595,661 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,390.0 |
6,311.5 |
6,010.0 |
|
R3 |
6,236.0 |
6,157.5 |
5,968.0 |
|
R2 |
6,082.0 |
6,082.0 |
5,953.5 |
|
R1 |
6,003.5 |
6,003.5 |
5,939.5 |
6,043.0 |
PP |
5,928.0 |
5,928.0 |
5,928.0 |
5,947.5 |
S1 |
5,849.5 |
5,849.5 |
5,911.5 |
5,889.0 |
S2 |
5,774.0 |
5,774.0 |
5,897.5 |
|
S3 |
5,620.0 |
5,695.5 |
5,883.0 |
|
S4 |
5,466.0 |
5,541.5 |
5,841.0 |
|
|
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 |
6,006.0 |
5,731.5 |
274.5 |
4.6% |
126.5 |
2.1% |
71% |
True |
False |
116,191 |
10 |
6,006.0 |
5,654.0 |
352.0 |
5.9% |
129.5 |
2.2% |
77% |
True |
False |
120,250 |
20 |
6,046.0 |
5,495.0 |
551.0 |
9.3% |
142.5 |
2.4% |
78% |
False |
False |
149,428 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.0% |
137.5 |
2.3% |
50% |
False |
False |
133,823 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.6% |
126.0 |
2.1% |
47% |
False |
False |
99,931 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
24.9% |
118.5 |
2.0% |
42% |
False |
False |
75,008 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
107.5 |
1.8% |
41% |
False |
False |
60,028 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
93.0 |
1.6% |
41% |
False |
False |
50,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,660.5 |
2.618 |
6,409.0 |
1.618 |
6,255.0 |
1.000 |
6,160.0 |
0.618 |
6,101.0 |
HIGH |
6,006.0 |
0.618 |
5,947.0 |
0.500 |
5,929.0 |
0.382 |
5,911.0 |
LOW |
5,852.0 |
0.618 |
5,757.0 |
1.000 |
5,698.0 |
1.618 |
5,603.0 |
2.618 |
5,449.0 |
4.250 |
5,197.5 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,929.0 |
5,906.5 |
PP |
5,928.0 |
5,887.5 |
S1 |
5,926.5 |
5,869.0 |
|