Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,781.50 |
1,788.75 |
7.25 |
0.4% |
1,774.75 |
High |
1,795.75 |
1,810.75 |
15.00 |
0.8% |
1,831.25 |
Low |
1,752.75 |
1,764.75 |
12.00 |
0.7% |
1,763.75 |
Close |
1,789.25 |
1,776.00 |
-13.25 |
-0.7% |
1,786.50 |
Range |
43.00 |
46.00 |
3.00 |
7.0% |
67.50 |
ATR |
51.28 |
50.90 |
-0.38 |
-0.7% |
0.00 |
Volume |
370,968 |
421,143 |
50,175 |
13.5% |
2,000,354 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.75 |
1,895.00 |
1,801.25 |
|
R3 |
1,875.75 |
1,849.00 |
1,788.75 |
|
R2 |
1,829.75 |
1,829.75 |
1,784.50 |
|
R1 |
1,803.00 |
1,803.00 |
1,780.25 |
1,793.50 |
PP |
1,783.75 |
1,783.75 |
1,783.75 |
1,779.00 |
S1 |
1,757.00 |
1,757.00 |
1,771.75 |
1,747.50 |
S2 |
1,737.75 |
1,737.75 |
1,767.50 |
|
S3 |
1,691.75 |
1,711.00 |
1,763.25 |
|
S4 |
1,645.75 |
1,665.00 |
1,750.75 |
|
|
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% |
44.25 |
2.5% |
30% |
False |
False |
371,923 |
10 |
1,831.25 |
1,713.00 |
118.25 |
6.7% |
45.50 |
2.6% |
53% |
False |
False |
414,412 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
50.25 |
2.8% |
38% |
False |
False |
454,220 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.3% |
53.75 |
3.0% |
17% |
False |
False |
446,764 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.8% |
49.75 |
2.8% |
16% |
False |
False |
337,745 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.5% |
49.25 |
2.8% |
13% |
False |
False |
253,406 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.5% |
47.00 |
2.6% |
13% |
False |
False |
202,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.25 |
2.618 |
1,931.25 |
1.618 |
1,885.25 |
1.000 |
1,856.75 |
0.618 |
1,839.25 |
HIGH |
1,810.75 |
0.618 |
1,793.25 |
0.500 |
1,787.75 |
0.382 |
1,782.25 |
LOW |
1,764.75 |
0.618 |
1,736.25 |
1.000 |
1,718.75 |
1.618 |
1,690.25 |
2.618 |
1,644.25 |
4.250 |
1,569.25 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,787.75 |
1,787.00 |
PP |
1,783.75 |
1,783.25 |
S1 |
1,780.00 |
1,779.50 |
|