Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,912.0 |
5,871.0 |
-41.0 |
-0.7% |
5,818.0 |
High |
5,981.0 |
5,945.0 |
-36.0 |
-0.6% |
6,006.0 |
Low |
5,887.5 |
5,833.5 |
-54.0 |
-0.9% |
5,804.0 |
Close |
5,904.0 |
5,852.5 |
-51.5 |
-0.9% |
5,852.5 |
Range |
93.5 |
111.5 |
18.0 |
19.3% |
202.0 |
ATR |
144.2 |
141.9 |
-2.3 |
-1.6% |
0.0 |
Volume |
123,864 |
104,655 |
-19,209 |
-15.5% |
552,205 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,211.5 |
6,143.5 |
5,914.0 |
|
R3 |
6,100.0 |
6,032.0 |
5,883.0 |
|
R2 |
5,988.5 |
5,988.5 |
5,873.0 |
|
R1 |
5,920.5 |
5,920.5 |
5,862.5 |
5,899.0 |
PP |
5,877.0 |
5,877.0 |
5,877.0 |
5,866.0 |
S1 |
5,809.0 |
5,809.0 |
5,842.5 |
5,787.0 |
S2 |
5,765.5 |
5,765.5 |
5,832.0 |
|
S3 |
5,654.0 |
5,697.5 |
5,822.0 |
|
S4 |
5,542.5 |
5,586.0 |
5,791.0 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,493.5 |
6,375.0 |
5,963.5 |
|
R3 |
6,291.5 |
6,173.0 |
5,908.0 |
|
R2 |
6,089.5 |
6,089.5 |
5,889.5 |
|
R1 |
5,971.0 |
5,971.0 |
5,871.0 |
6,030.0 |
PP |
5,887.5 |
5,887.5 |
5,887.5 |
5,917.0 |
S1 |
5,769.0 |
5,769.0 |
5,834.0 |
5,828.0 |
S2 |
5,685.5 |
5,685.5 |
5,815.5 |
|
S3 |
5,483.5 |
5,567.0 |
5,797.0 |
|
S4 |
5,281.5 |
5,365.0 |
5,741.5 |
|
|
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 |
5,804.0 |
202.0 |
3.5% |
115.5 |
2.0% |
24% |
False |
False |
110,441 |
10 |
6,006.0 |
5,654.0 |
352.0 |
6.0% |
125.5 |
2.1% |
56% |
False |
False |
114,786 |
20 |
6,046.0 |
5,654.0 |
392.0 |
6.7% |
124.0 |
2.1% |
51% |
False |
False |
125,694 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.3% |
141.5 |
2.4% |
44% |
False |
False |
138,183 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
126.0 |
2.1% |
41% |
False |
False |
105,829 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.2% |
120.5 |
2.1% |
37% |
False |
False |
79,474 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
108.5 |
1.9% |
36% |
False |
False |
63,601 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
95.5 |
1.6% |
36% |
False |
False |
53,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,419.0 |
2.618 |
6,237.0 |
1.618 |
6,125.5 |
1.000 |
6,056.5 |
0.618 |
6,014.0 |
HIGH |
5,945.0 |
0.618 |
5,902.5 |
0.500 |
5,889.0 |
0.382 |
5,876.0 |
LOW |
5,833.5 |
0.618 |
5,764.5 |
1.000 |
5,722.0 |
1.618 |
5,653.0 |
2.618 |
5,541.5 |
4.250 |
5,359.5 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,889.0 |
5,900.5 |
PP |
5,877.0 |
5,884.5 |
S1 |
5,865.0 |
5,868.5 |
|