Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,774.75 |
1,796.75 |
22.00 |
1.2% |
1,864.75 |
High |
1,802.50 |
1,816.75 |
14.25 |
0.8% |
1,869.25 |
Low |
1,763.75 |
1,772.75 |
9.00 |
0.5% |
1,713.00 |
Close |
1,797.25 |
1,790.00 |
-7.25 |
-0.4% |
1,776.50 |
Range |
38.75 |
44.00 |
5.25 |
13.5% |
156.25 |
ATR |
55.25 |
54.44 |
-0.80 |
-1.5% |
0.00 |
Volume |
411,987 |
360,065 |
-51,922 |
-12.6% |
2,287,007 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.25 |
1,901.50 |
1,814.25 |
|
R3 |
1,881.25 |
1,857.50 |
1,802.00 |
|
R2 |
1,837.25 |
1,837.25 |
1,798.00 |
|
R1 |
1,813.50 |
1,813.50 |
1,794.00 |
1,803.50 |
PP |
1,793.25 |
1,793.25 |
1,793.25 |
1,788.00 |
S1 |
1,769.50 |
1,769.50 |
1,786.00 |
1,759.50 |
S2 |
1,749.25 |
1,749.25 |
1,782.00 |
|
S3 |
1,705.25 |
1,725.50 |
1,778.00 |
|
S4 |
1,661.25 |
1,681.50 |
1,765.75 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,255.00 |
2,172.00 |
1,862.50 |
|
R3 |
2,098.75 |
2,015.75 |
1,819.50 |
|
R2 |
1,942.50 |
1,942.50 |
1,805.25 |
|
R1 |
1,859.50 |
1,859.50 |
1,790.75 |
1,823.00 |
PP |
1,786.25 |
1,786.25 |
1,786.25 |
1,768.00 |
S1 |
1,703.25 |
1,703.25 |
1,762.25 |
1,666.50 |
S2 |
1,630.00 |
1,630.00 |
1,747.75 |
|
S3 |
1,473.75 |
1,547.00 |
1,733.50 |
|
S4 |
1,317.50 |
1,390.75 |
1,690.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.75 |
1,713.00 |
103.75 |
5.8% |
50.75 |
2.8% |
74% |
True |
False |
468,733 |
10 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
53.50 |
3.0% |
46% |
False |
False |
450,063 |
20 |
1,959.50 |
1,698.25 |
261.25 |
14.6% |
59.75 |
3.3% |
35% |
False |
False |
524,060 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.1% |
53.00 |
3.0% |
20% |
False |
False |
448,245 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.6% |
49.25 |
2.8% |
19% |
False |
False |
299,962 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.3% |
49.75 |
2.8% |
16% |
False |
False |
225,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,003.75 |
2.618 |
1,932.00 |
1.618 |
1,888.00 |
1.000 |
1,860.75 |
0.618 |
1,844.00 |
HIGH |
1,816.75 |
0.618 |
1,800.00 |
0.500 |
1,794.75 |
0.382 |
1,789.50 |
LOW |
1,772.75 |
0.618 |
1,745.50 |
1.000 |
1,728.75 |
1.618 |
1,701.50 |
2.618 |
1,657.50 |
4.250 |
1,585.75 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,794.75 |
1,787.75 |
PP |
1,793.25 |
1,785.50 |
S1 |
1,791.50 |
1,783.50 |
|