Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,872.0 |
5,912.0 |
40.0 |
0.7% |
5,703.0 |
High |
5,917.0 |
5,981.0 |
64.0 |
1.1% |
5,911.5 |
Low |
5,820.0 |
5,887.5 |
67.5 |
1.2% |
5,654.0 |
Close |
5,881.0 |
5,904.0 |
23.0 |
0.4% |
5,760.5 |
Range |
97.0 |
93.5 |
-3.5 |
-3.6% |
257.5 |
ATR |
147.6 |
144.2 |
-3.4 |
-2.3% |
0.0 |
Volume |
128,950 |
123,864 |
-5,086 |
-3.9% |
595,661 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,204.5 |
6,148.0 |
5,955.5 |
|
R3 |
6,111.0 |
6,054.5 |
5,929.5 |
|
R2 |
6,017.5 |
6,017.5 |
5,921.0 |
|
R1 |
5,961.0 |
5,961.0 |
5,912.5 |
5,942.5 |
PP |
5,924.0 |
5,924.0 |
5,924.0 |
5,915.0 |
S1 |
5,867.5 |
5,867.5 |
5,895.5 |
5,849.0 |
S2 |
5,830.5 |
5,830.5 |
5,887.0 |
|
S3 |
5,737.0 |
5,774.0 |
5,878.5 |
|
S4 |
5,643.5 |
5,680.5 |
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 |
6,006.0 |
5,731.5 |
274.5 |
4.6% |
127.0 |
2.2% |
63% |
False |
False |
111,176 |
10 |
6,006.0 |
5,654.0 |
352.0 |
6.0% |
124.5 |
2.1% |
71% |
False |
False |
119,019 |
20 |
6,046.0 |
5,654.0 |
392.0 |
6.6% |
126.5 |
2.1% |
64% |
False |
False |
131,796 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.1% |
139.5 |
2.4% |
48% |
False |
False |
135,783 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.7% |
126.0 |
2.1% |
45% |
False |
False |
104,104 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.0% |
119.5 |
2.0% |
41% |
False |
False |
78,166 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
108.0 |
1.8% |
40% |
False |
False |
62,556 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.7% |
94.5 |
1.6% |
40% |
False |
False |
52,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,378.5 |
2.618 |
6,226.0 |
1.618 |
6,132.5 |
1.000 |
6,074.5 |
0.618 |
6,039.0 |
HIGH |
5,981.0 |
0.618 |
5,945.5 |
0.500 |
5,934.0 |
0.382 |
5,923.0 |
LOW |
5,887.5 |
0.618 |
5,829.5 |
1.000 |
5,794.0 |
1.618 |
5,736.0 |
2.618 |
5,642.5 |
4.250 |
5,490.0 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,934.0 |
5,913.0 |
PP |
5,924.0 |
5,910.0 |
S1 |
5,914.0 |
5,907.0 |
|