Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,775.50 |
1,776.00 |
0.50 |
0.0% |
1,782.75 |
High |
1,783.75 |
1,794.75 |
11.00 |
0.6% |
1,821.00 |
Low |
1,742.00 |
1,764.50 |
22.50 |
1.3% |
1,742.00 |
Close |
1,781.00 |
1,785.50 |
4.50 |
0.3% |
1,781.00 |
Range |
41.75 |
30.25 |
-11.50 |
-27.5% |
79.00 |
ATR |
50.25 |
48.82 |
-1.43 |
-2.8% |
0.00 |
Volume |
371,062 |
380,620 |
9,558 |
2.6% |
1,413,903 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.25 |
1,859.25 |
1,802.25 |
|
R3 |
1,842.00 |
1,829.00 |
1,793.75 |
|
R2 |
1,811.75 |
1,811.75 |
1,791.00 |
|
R1 |
1,798.75 |
1,798.75 |
1,788.25 |
1,805.25 |
PP |
1,781.50 |
1,781.50 |
1,781.50 |
1,785.00 |
S1 |
1,768.50 |
1,768.50 |
1,782.75 |
1,775.00 |
S2 |
1,751.25 |
1,751.25 |
1,780.00 |
|
S3 |
1,721.00 |
1,738.25 |
1,777.25 |
|
S4 |
1,690.75 |
1,708.00 |
1,768.75 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.25 |
1,978.75 |
1,824.50 |
|
R3 |
1,939.25 |
1,899.75 |
1,802.75 |
|
R2 |
1,860.25 |
1,860.25 |
1,795.50 |
|
R1 |
1,820.75 |
1,820.75 |
1,788.25 |
1,801.00 |
PP |
1,781.25 |
1,781.25 |
1,781.25 |
1,771.50 |
S1 |
1,741.75 |
1,741.75 |
1,773.75 |
1,722.00 |
S2 |
1,702.25 |
1,702.25 |
1,766.50 |
|
S3 |
1,623.25 |
1,662.75 |
1,759.25 |
|
S4 |
1,544.25 |
1,583.75 |
1,737.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,821.00 |
1,742.00 |
79.00 |
4.4% |
44.00 |
2.5% |
55% |
False |
False |
358,904 |
10 |
1,831.25 |
1,742.00 |
89.25 |
5.0% |
42.00 |
2.4% |
49% |
False |
False |
379,487 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
47.75 |
2.7% |
44% |
False |
False |
422,104 |
40 |
2,165.00 |
1,698.25 |
466.75 |
26.1% |
54.25 |
3.0% |
19% |
False |
False |
457,157 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.6% |
49.25 |
2.8% |
18% |
False |
False |
350,260 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
49.50 |
2.8% |
15% |
False |
False |
262,801 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
47.25 |
2.6% |
15% |
False |
False |
210,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.25 |
2.618 |
1,874.00 |
1.618 |
1,843.75 |
1.000 |
1,825.00 |
0.618 |
1,813.50 |
HIGH |
1,794.75 |
0.618 |
1,783.25 |
0.500 |
1,779.50 |
0.382 |
1,776.00 |
LOW |
1,764.50 |
0.618 |
1,745.75 |
1.000 |
1,734.25 |
1.618 |
1,715.50 |
2.618 |
1,685.25 |
4.250 |
1,636.00 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,783.50 |
1,782.50 |
PP |
1,781.50 |
1,779.50 |
S1 |
1,779.50 |
1,776.50 |
|