Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,925.5 |
5,992.5 |
67.0 |
1.1% |
5,818.0 |
High |
5,986.0 |
6,090.0 |
104.0 |
1.7% |
6,006.0 |
Low |
5,892.5 |
5,963.0 |
70.5 |
1.2% |
5,804.0 |
Close |
5,968.5 |
6,056.5 |
88.0 |
1.5% |
5,852.5 |
Range |
93.5 |
127.0 |
33.5 |
35.8% |
202.0 |
ATR |
141.3 |
140.3 |
-1.0 |
-0.7% |
0.0 |
Volume |
97,590 |
103,381 |
5,791 |
5.9% |
552,205 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,417.5 |
6,364.0 |
6,126.5 |
|
R3 |
6,290.5 |
6,237.0 |
6,091.5 |
|
R2 |
6,163.5 |
6,163.5 |
6,080.0 |
|
R1 |
6,110.0 |
6,110.0 |
6,068.0 |
6,137.0 |
PP |
6,036.5 |
6,036.5 |
6,036.5 |
6,050.0 |
S1 |
5,983.0 |
5,983.0 |
6,045.0 |
6,010.0 |
S2 |
5,909.5 |
5,909.5 |
6,033.0 |
|
S3 |
5,782.5 |
5,856.0 |
6,021.5 |
|
S4 |
5,655.5 |
5,729.0 |
5,986.5 |
|
|
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 |
6,090.0 |
5,820.0 |
270.0 |
4.5% |
104.5 |
1.7% |
88% |
True |
False |
111,688 |
10 |
6,090.0 |
5,731.5 |
358.5 |
5.9% |
115.5 |
1.9% |
91% |
True |
False |
113,939 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.2% |
123.0 |
2.0% |
92% |
True |
False |
121,199 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
20.6% |
144.5 |
2.4% |
61% |
False |
False |
141,193 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.1% |
125.5 |
2.1% |
56% |
False |
False |
109,166 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
22.1% |
120.5 |
2.0% |
56% |
False |
False |
81,985 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.1% |
109.5 |
1.8% |
50% |
False |
False |
65,609 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.1% |
97.0 |
1.6% |
50% |
False |
False |
54,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,630.0 |
2.618 |
6,422.5 |
1.618 |
6,295.5 |
1.000 |
6,217.0 |
0.618 |
6,168.5 |
HIGH |
6,090.0 |
0.618 |
6,041.5 |
0.500 |
6,026.5 |
0.382 |
6,011.5 |
LOW |
5,963.0 |
0.618 |
5,884.5 |
1.000 |
5,836.0 |
1.618 |
5,757.5 |
2.618 |
5,630.5 |
4.250 |
5,423.0 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,046.5 |
6,025.0 |
PP |
6,036.5 |
5,993.5 |
S1 |
6,026.5 |
5,962.0 |
|