Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,782.75 |
1,781.50 |
-1.25 |
-0.1% |
1,774.75 |
High |
1,821.00 |
1,795.75 |
-25.25 |
-1.4% |
1,831.25 |
Low |
1,762.00 |
1,752.75 |
-9.25 |
-0.5% |
1,763.75 |
Close |
1,781.50 |
1,789.25 |
7.75 |
0.4% |
1,786.50 |
Range |
59.00 |
43.00 |
-16.00 |
-27.1% |
67.50 |
ATR |
51.92 |
51.28 |
-0.64 |
-1.2% |
0.00 |
Volume |
250,730 |
370,968 |
120,238 |
48.0% |
2,000,354 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.25 |
1,891.75 |
1,813.00 |
|
R3 |
1,865.25 |
1,848.75 |
1,801.00 |
|
R2 |
1,822.25 |
1,822.25 |
1,797.25 |
|
R1 |
1,805.75 |
1,805.75 |
1,793.25 |
1,814.00 |
PP |
1,779.25 |
1,779.25 |
1,779.25 |
1,783.50 |
S1 |
1,762.75 |
1,762.75 |
1,785.25 |
1,771.00 |
S2 |
1,736.25 |
1,736.25 |
1,781.25 |
|
S3 |
1,693.25 |
1,719.75 |
1,777.50 |
|
S4 |
1,650.25 |
1,676.75 |
1,765.50 |
|
|
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 |
1,752.75 |
78.50 |
4.4% |
44.00 |
2.5% |
46% |
False |
True |
370,000 |
10 |
1,831.25 |
1,713.00 |
118.25 |
6.6% |
47.50 |
2.7% |
64% |
False |
False |
419,366 |
20 |
1,879.00 |
1,698.25 |
180.75 |
10.1% |
53.50 |
3.0% |
50% |
False |
False |
470,737 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.1% |
53.50 |
3.0% |
19% |
False |
False |
446,567 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.6% |
49.25 |
2.8% |
19% |
False |
False |
330,744 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.3% |
49.25 |
2.7% |
16% |
False |
False |
248,143 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.3% |
46.75 |
2.6% |
16% |
False |
False |
198,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.50 |
2.618 |
1,908.25 |
1.618 |
1,865.25 |
1.000 |
1,838.75 |
0.618 |
1,822.25 |
HIGH |
1,795.75 |
0.618 |
1,779.25 |
0.500 |
1,774.25 |
0.382 |
1,769.25 |
LOW |
1,752.75 |
0.618 |
1,726.25 |
1.000 |
1,709.75 |
1.618 |
1,683.25 |
2.618 |
1,640.25 |
4.250 |
1,570.00 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,784.25 |
1,788.50 |
PP |
1,779.25 |
1,787.75 |
S1 |
1,774.25 |
1,787.00 |
|