Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,880.0 |
5,872.0 |
-8.0 |
-0.1% |
5,703.0 |
High |
6,006.0 |
5,917.0 |
-89.0 |
-1.5% |
5,911.5 |
Low |
5,852.0 |
5,820.0 |
-32.0 |
-0.5% |
5,654.0 |
Close |
5,925.5 |
5,881.0 |
-44.5 |
-0.8% |
5,760.5 |
Range |
154.0 |
97.0 |
-57.0 |
-37.0% |
257.5 |
ATR |
150.9 |
147.6 |
-3.2 |
-2.1% |
0.0 |
Volume |
70,994 |
128,950 |
57,956 |
81.6% |
595,661 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,163.5 |
6,119.5 |
5,934.5 |
|
R3 |
6,066.5 |
6,022.5 |
5,907.5 |
|
R2 |
5,969.5 |
5,969.5 |
5,899.0 |
|
R1 |
5,925.5 |
5,925.5 |
5,890.0 |
5,947.5 |
PP |
5,872.5 |
5,872.5 |
5,872.5 |
5,884.0 |
S1 |
5,828.5 |
5,828.5 |
5,872.0 |
5,850.5 |
S2 |
5,775.5 |
5,775.5 |
5,863.0 |
|
S3 |
5,678.5 |
5,731.5 |
5,854.5 |
|
S4 |
5,581.5 |
5,634.5 |
5,827.5 |
|
|
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 |
6,006.0 |
5,731.5 |
274.5 |
4.7% |
124.5 |
2.1% |
54% |
False |
False |
108,775 |
10 |
6,006.0 |
5,654.0 |
352.0 |
6.0% |
131.0 |
2.2% |
64% |
False |
False |
119,284 |
20 |
6,046.0 |
5,654.0 |
392.0 |
6.7% |
130.0 |
2.2% |
58% |
False |
False |
139,008 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.2% |
138.5 |
2.4% |
47% |
False |
False |
135,063 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
126.5 |
2.1% |
43% |
False |
False |
102,062 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.1% |
118.5 |
2.0% |
39% |
False |
False |
76,619 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.8% |
107.5 |
1.8% |
38% |
False |
False |
61,317 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.8% |
93.5 |
1.6% |
38% |
False |
False |
51,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,329.0 |
2.618 |
6,171.0 |
1.618 |
6,074.0 |
1.000 |
6,014.0 |
0.618 |
5,977.0 |
HIGH |
5,917.0 |
0.618 |
5,880.0 |
0.500 |
5,868.5 |
0.382 |
5,857.0 |
LOW |
5,820.0 |
0.618 |
5,760.0 |
1.000 |
5,723.0 |
1.618 |
5,663.0 |
2.618 |
5,566.0 |
4.250 |
5,408.0 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,877.0 |
5,905.0 |
PP |
5,872.5 |
5,897.0 |
S1 |
5,868.5 |
5,889.0 |
|