Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,992.5 |
6,087.0 |
94.5 |
1.6% |
5,818.0 |
High |
6,090.0 |
6,087.0 |
-3.0 |
0.0% |
6,006.0 |
Low |
5,963.0 |
5,958.5 |
-4.5 |
-0.1% |
5,804.0 |
Close |
6,056.5 |
6,050.0 |
-6.5 |
-0.1% |
5,852.5 |
Range |
127.0 |
128.5 |
1.5 |
1.2% |
202.0 |
ATR |
140.3 |
139.4 |
-0.8 |
-0.6% |
0.0 |
Volume |
103,381 |
129,243 |
25,862 |
25.0% |
552,205 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,417.5 |
6,362.0 |
6,120.5 |
|
R3 |
6,289.0 |
6,233.5 |
6,085.5 |
|
R2 |
6,160.5 |
6,160.5 |
6,073.5 |
|
R1 |
6,105.0 |
6,105.0 |
6,062.0 |
6,068.5 |
PP |
6,032.0 |
6,032.0 |
6,032.0 |
6,013.5 |
S1 |
5,976.5 |
5,976.5 |
6,038.0 |
5,940.0 |
S2 |
5,903.5 |
5,903.5 |
6,026.5 |
|
S3 |
5,775.0 |
5,848.0 |
6,014.5 |
|
S4 |
5,646.5 |
5,719.5 |
5,979.5 |
|
|
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 |
5,833.5 |
256.5 |
4.2% |
111.0 |
1.8% |
84% |
False |
False |
111,746 |
10 |
6,090.0 |
5,731.5 |
358.5 |
5.9% |
118.0 |
1.9% |
89% |
False |
False |
110,260 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.2% |
126.5 |
2.1% |
91% |
False |
False |
121,695 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
20.6% |
144.5 |
2.4% |
60% |
False |
False |
143,967 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.1% |
126.0 |
2.1% |
56% |
False |
False |
111,284 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
22.1% |
121.5 |
2.0% |
56% |
False |
False |
83,600 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.1% |
110.5 |
1.8% |
49% |
False |
False |
66,900 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.1% |
98.0 |
1.6% |
49% |
False |
False |
55,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,633.0 |
2.618 |
6,423.5 |
1.618 |
6,295.0 |
1.000 |
6,215.5 |
0.618 |
6,166.5 |
HIGH |
6,087.0 |
0.618 |
6,038.0 |
0.500 |
6,023.0 |
0.382 |
6,007.5 |
LOW |
5,958.5 |
0.618 |
5,879.0 |
1.000 |
5,830.0 |
1.618 |
5,750.5 |
2.618 |
5,622.0 |
4.250 |
5,412.5 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,041.0 |
6,030.5 |
PP |
6,032.0 |
6,011.0 |
S1 |
6,023.0 |
5,991.0 |
|