Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,792.25 |
1,822.00 |
29.75 |
1.7% |
1,864.75 |
High |
1,829.00 |
1,831.25 |
2.25 |
0.1% |
1,869.25 |
Low |
1,784.00 |
1,788.00 |
4.00 |
0.2% |
1,713.00 |
Close |
1,820.25 |
1,794.25 |
-26.00 |
-1.4% |
1,776.50 |
Range |
45.00 |
43.25 |
-1.75 |
-3.9% |
156.25 |
ATR |
53.77 |
53.02 |
-0.75 |
-1.4% |
0.00 |
Volume |
411,525 |
392,000 |
-19,525 |
-4.7% |
2,287,007 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.25 |
1,907.50 |
1,818.00 |
|
R3 |
1,891.00 |
1,864.25 |
1,806.25 |
|
R2 |
1,847.75 |
1,847.75 |
1,802.25 |
|
R1 |
1,821.00 |
1,821.00 |
1,798.25 |
1,812.75 |
PP |
1,804.50 |
1,804.50 |
1,804.50 |
1,800.50 |
S1 |
1,777.75 |
1,777.75 |
1,790.25 |
1,769.50 |
S2 |
1,761.25 |
1,761.25 |
1,786.25 |
|
S3 |
1,718.00 |
1,734.50 |
1,782.25 |
|
S4 |
1,674.75 |
1,691.25 |
1,770.50 |
|
|
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 |
1,831.25 |
1,750.00 |
81.25 |
4.5% |
41.00 |
2.3% |
54% |
True |
False |
448,892 |
10 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
49.25 |
2.7% |
49% |
False |
False |
444,332 |
20 |
1,905.00 |
1,698.25 |
206.75 |
11.5% |
58.00 |
3.2% |
46% |
False |
False |
518,285 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.0% |
53.25 |
3.0% |
21% |
False |
False |
452,275 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.5% |
49.25 |
2.7% |
20% |
False |
False |
313,341 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
49.50 |
2.8% |
17% |
False |
False |
235,065 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
45.75 |
2.6% |
17% |
False |
False |
188,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
1,944.50 |
1.618 |
1,901.25 |
1.000 |
1,874.50 |
0.618 |
1,858.00 |
HIGH |
1,831.25 |
0.618 |
1,814.75 |
0.500 |
1,809.50 |
0.382 |
1,804.50 |
LOW |
1,788.00 |
0.618 |
1,761.25 |
1.000 |
1,744.75 |
1.618 |
1,718.00 |
2.618 |
1,674.75 |
4.250 |
1,604.25 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,809.50 |
1,802.00 |
PP |
1,804.50 |
1,799.50 |
S1 |
1,799.50 |
1,796.75 |
|