Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,022.5 |
5,908.5 |
-114.0 |
-1.9% |
5,925.5 |
High |
6,061.0 |
5,954.5 |
-106.5 |
-1.8% |
6,090.0 |
Low |
5,927.0 |
5,824.0 |
-103.0 |
-1.7% |
5,824.0 |
Close |
5,938.0 |
5,832.0 |
-106.0 |
-1.8% |
5,832.0 |
Range |
134.0 |
130.5 |
-3.5 |
-2.6% |
266.0 |
ATR |
139.0 |
138.4 |
-0.6 |
-0.4% |
0.0 |
Volume |
112,147 |
118,069 |
5,922 |
5.3% |
560,430 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,261.5 |
6,177.5 |
5,904.0 |
|
R3 |
6,131.0 |
6,047.0 |
5,868.0 |
|
R2 |
6,000.5 |
6,000.5 |
5,856.0 |
|
R1 |
5,916.5 |
5,916.5 |
5,844.0 |
5,893.0 |
PP |
5,870.0 |
5,870.0 |
5,870.0 |
5,858.5 |
S1 |
5,786.0 |
5,786.0 |
5,820.0 |
5,763.0 |
S2 |
5,739.5 |
5,739.5 |
5,808.0 |
|
S3 |
5,609.0 |
5,655.5 |
5,796.0 |
|
S4 |
5,478.5 |
5,525.0 |
5,760.0 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,713.5 |
6,538.5 |
5,978.5 |
|
R3 |
6,447.5 |
6,272.5 |
5,905.0 |
|
R2 |
6,181.5 |
6,181.5 |
5,881.0 |
|
R1 |
6,006.5 |
6,006.5 |
5,856.5 |
5,961.0 |
PP |
5,915.5 |
5,915.5 |
5,915.5 |
5,892.5 |
S1 |
5,740.5 |
5,740.5 |
5,807.5 |
5,695.0 |
S2 |
5,649.5 |
5,649.5 |
5,783.0 |
|
S3 |
5,383.5 |
5,474.5 |
5,759.0 |
|
S4 |
5,117.5 |
5,208.5 |
5,685.5 |
|
|
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 |
5,824.0 |
266.0 |
4.6% |
122.5 |
2.1% |
3% |
False |
True |
112,086 |
10 |
6,090.0 |
5,804.0 |
286.0 |
4.9% |
119.0 |
2.0% |
10% |
False |
False |
111,263 |
20 |
6,090.0 |
5,654.0 |
436.0 |
7.5% |
123.0 |
2.1% |
41% |
False |
False |
119,360 |
40 |
6,405.5 |
5,301.5 |
1,104.0 |
18.9% |
143.0 |
2.5% |
48% |
False |
False |
145,020 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.0% |
127.5 |
2.2% |
40% |
False |
False |
115,044 |
80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.0% |
123.5 |
2.1% |
40% |
False |
False |
86,473 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
112.0 |
1.9% |
35% |
False |
False |
69,202 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
99.5 |
1.7% |
35% |
False |
False |
57,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,509.0 |
2.618 |
6,296.0 |
1.618 |
6,165.5 |
1.000 |
6,085.0 |
0.618 |
6,035.0 |
HIGH |
5,954.5 |
0.618 |
5,904.5 |
0.500 |
5,889.0 |
0.382 |
5,874.0 |
LOW |
5,824.0 |
0.618 |
5,743.5 |
1.000 |
5,693.5 |
1.618 |
5,613.0 |
2.618 |
5,482.5 |
4.250 |
5,269.5 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,889.0 |
5,955.5 |
PP |
5,870.0 |
5,914.5 |
S1 |
5,851.0 |
5,873.0 |
|