Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,791.75 |
1,782.75 |
-9.00 |
-0.5% |
1,774.75 |
High |
1,800.00 |
1,821.00 |
21.00 |
1.2% |
1,831.25 |
Low |
1,770.00 |
1,762.00 |
-8.00 |
-0.5% |
1,763.75 |
Close |
1,786.50 |
1,781.50 |
-5.00 |
-0.3% |
1,786.50 |
Range |
30.00 |
59.00 |
29.00 |
96.7% |
67.50 |
ATR |
51.37 |
51.92 |
0.54 |
1.1% |
0.00 |
Volume |
424,777 |
250,730 |
-174,047 |
-41.0% |
2,000,354 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.25 |
1,932.25 |
1,814.00 |
|
R3 |
1,906.25 |
1,873.25 |
1,797.75 |
|
R2 |
1,847.25 |
1,847.25 |
1,792.25 |
|
R1 |
1,814.25 |
1,814.25 |
1,787.00 |
1,801.25 |
PP |
1,788.25 |
1,788.25 |
1,788.25 |
1,781.50 |
S1 |
1,755.25 |
1,755.25 |
1,776.00 |
1,742.25 |
S2 |
1,729.25 |
1,729.25 |
1,770.75 |
|
S3 |
1,670.25 |
1,696.25 |
1,765.25 |
|
S4 |
1,611.25 |
1,637.25 |
1,749.00 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.25 |
1,959.00 |
1,823.50 |
|
R3 |
1,928.75 |
1,891.50 |
1,805.00 |
|
R2 |
1,861.25 |
1,861.25 |
1,799.00 |
|
R1 |
1,824.00 |
1,824.00 |
1,792.75 |
1,842.50 |
PP |
1,793.75 |
1,793.75 |
1,793.75 |
1,803.25 |
S1 |
1,756.50 |
1,756.50 |
1,780.25 |
1,775.00 |
S2 |
1,726.25 |
1,726.25 |
1,774.00 |
|
S3 |
1,658.75 |
1,689.00 |
1,768.00 |
|
S4 |
1,591.25 |
1,621.50 |
1,749.50 |
|
|
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 |
1,762.00 |
69.25 |
3.9% |
44.25 |
2.5% |
28% |
False |
True |
367,819 |
10 |
1,831.25 |
1,713.00 |
118.25 |
6.6% |
48.25 |
2.7% |
58% |
False |
False |
410,613 |
20 |
1,879.00 |
1,698.25 |
180.75 |
10.1% |
57.25 |
3.2% |
46% |
False |
False |
484,416 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.2% |
53.50 |
3.0% |
18% |
False |
False |
446,391 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.7% |
48.75 |
2.7% |
17% |
False |
False |
324,576 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
49.25 |
2.8% |
14% |
False |
False |
243,507 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
46.25 |
2.6% |
14% |
False |
False |
194,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.75 |
2.618 |
1,975.50 |
1.618 |
1,916.50 |
1.000 |
1,880.00 |
0.618 |
1,857.50 |
HIGH |
1,821.00 |
0.618 |
1,798.50 |
0.500 |
1,791.50 |
0.382 |
1,784.50 |
LOW |
1,762.00 |
0.618 |
1,725.50 |
1.000 |
1,703.00 |
1.618 |
1,666.50 |
2.618 |
1,607.50 |
4.250 |
1,511.25 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,791.50 |
1,796.50 |
PP |
1,788.25 |
1,791.50 |
S1 |
1,784.75 |
1,786.50 |
|