Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,871.0 |
5,925.5 |
54.5 |
0.9% |
5,818.0 |
High |
5,945.0 |
5,986.0 |
41.0 |
0.7% |
6,006.0 |
Low |
5,833.5 |
5,892.5 |
59.0 |
1.0% |
5,804.0 |
Close |
5,852.5 |
5,968.5 |
116.0 |
2.0% |
5,852.5 |
Range |
111.5 |
93.5 |
-18.0 |
-16.1% |
202.0 |
ATR |
141.9 |
141.3 |
-0.6 |
-0.4% |
0.0 |
Volume |
104,655 |
97,590 |
-7,065 |
-6.8% |
552,205 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,229.5 |
6,192.5 |
6,020.0 |
|
R3 |
6,136.0 |
6,099.0 |
5,994.0 |
|
R2 |
6,042.5 |
6,042.5 |
5,985.5 |
|
R1 |
6,005.5 |
6,005.5 |
5,977.0 |
6,024.0 |
PP |
5,949.0 |
5,949.0 |
5,949.0 |
5,958.0 |
S1 |
5,912.0 |
5,912.0 |
5,960.0 |
5,930.5 |
S2 |
5,855.5 |
5,855.5 |
5,951.5 |
|
S3 |
5,762.0 |
5,818.5 |
5,943.0 |
|
S4 |
5,668.5 |
5,725.0 |
5,917.0 |
|
|
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 |
5,820.0 |
186.0 |
3.1% |
110.0 |
1.8% |
80% |
False |
False |
105,210 |
10 |
6,006.0 |
5,680.5 |
325.5 |
5.5% |
123.5 |
2.1% |
88% |
False |
False |
113,985 |
20 |
6,046.0 |
5,654.0 |
392.0 |
6.6% |
121.5 |
2.0% |
80% |
False |
False |
123,006 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
20.9% |
142.0 |
2.4% |
54% |
False |
False |
139,662 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.4% |
125.0 |
2.1% |
50% |
False |
False |
107,452 |
80 |
6,775.5 |
5,301.5 |
1,474.0 |
24.7% |
121.0 |
2.0% |
45% |
False |
False |
80,694 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.5% |
109.0 |
1.8% |
44% |
False |
False |
64,577 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.5% |
96.0 |
1.6% |
44% |
False |
False |
53,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,383.5 |
2.618 |
6,231.0 |
1.618 |
6,137.5 |
1.000 |
6,079.5 |
0.618 |
6,044.0 |
HIGH |
5,986.0 |
0.618 |
5,950.5 |
0.500 |
5,939.0 |
0.382 |
5,928.0 |
LOW |
5,892.5 |
0.618 |
5,834.5 |
1.000 |
5,799.0 |
1.618 |
5,741.0 |
2.618 |
5,647.5 |
4.250 |
5,495.0 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,959.0 |
5,949.0 |
PP |
5,949.0 |
5,929.5 |
S1 |
5,939.0 |
5,910.0 |
|