Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,087.0 |
6,022.5 |
-64.5 |
-1.1% |
5,818.0 |
High |
6,087.0 |
6,061.0 |
-26.0 |
-0.4% |
6,006.0 |
Low |
5,958.5 |
5,927.0 |
-31.5 |
-0.5% |
5,804.0 |
Close |
6,050.0 |
5,938.0 |
-112.0 |
-1.9% |
5,852.5 |
Range |
128.5 |
134.0 |
5.5 |
4.3% |
202.0 |
ATR |
139.4 |
139.0 |
-0.4 |
-0.3% |
0.0 |
Volume |
129,243 |
112,147 |
-17,096 |
-13.2% |
552,205 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,377.5 |
6,291.5 |
6,011.5 |
|
R3 |
6,243.5 |
6,157.5 |
5,975.0 |
|
R2 |
6,109.5 |
6,109.5 |
5,962.5 |
|
R1 |
6,023.5 |
6,023.5 |
5,950.5 |
5,999.5 |
PP |
5,975.5 |
5,975.5 |
5,975.5 |
5,963.0 |
S1 |
5,889.5 |
5,889.5 |
5,925.5 |
5,865.5 |
S2 |
5,841.5 |
5,841.5 |
5,913.5 |
|
S3 |
5,707.5 |
5,755.5 |
5,901.0 |
|
S4 |
5,573.5 |
5,621.5 |
5,864.5 |
|
|
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 |
4.3% |
119.0 |
2.0% |
41% |
False |
False |
109,403 |
10 |
6,090.0 |
5,731.5 |
358.5 |
6.0% |
123.0 |
2.1% |
58% |
False |
False |
110,290 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.3% |
121.5 |
2.0% |
65% |
False |
False |
122,903 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.0% |
145.0 |
2.4% |
51% |
False |
False |
144,698 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.5% |
127.0 |
2.1% |
48% |
False |
False |
113,149 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
22.5% |
122.5 |
2.1% |
48% |
False |
False |
84,997 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.6% |
111.5 |
1.9% |
42% |
False |
False |
68,022 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.6% |
98.5 |
1.7% |
42% |
False |
False |
56,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,630.5 |
2.618 |
6,412.0 |
1.618 |
6,278.0 |
1.000 |
6,195.0 |
0.618 |
6,144.0 |
HIGH |
6,061.0 |
0.618 |
6,010.0 |
0.500 |
5,994.0 |
0.382 |
5,978.0 |
LOW |
5,927.0 |
0.618 |
5,844.0 |
1.000 |
5,793.0 |
1.618 |
5,710.0 |
2.618 |
5,576.0 |
4.250 |
5,357.5 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,994.0 |
6,008.5 |
PP |
5,975.5 |
5,985.0 |
S1 |
5,956.5 |
5,961.5 |
|