Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,776.00 |
1,785.50 |
9.50 |
0.5% |
1,782.75 |
High |
1,794.75 |
1,811.50 |
16.75 |
0.9% |
1,821.00 |
Low |
1,764.50 |
1,765.75 |
1.25 |
0.1% |
1,742.00 |
Close |
1,785.50 |
1,796.75 |
11.25 |
0.6% |
1,781.00 |
Range |
30.25 |
45.75 |
15.50 |
51.2% |
79.00 |
ATR |
48.82 |
48.60 |
-0.22 |
-0.4% |
0.00 |
Volume |
380,620 |
383,131 |
2,511 |
0.7% |
1,413,903 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.50 |
1,908.50 |
1,822.00 |
|
R3 |
1,882.75 |
1,862.75 |
1,809.25 |
|
R2 |
1,837.00 |
1,837.00 |
1,805.25 |
|
R1 |
1,817.00 |
1,817.00 |
1,801.00 |
1,827.00 |
PP |
1,791.25 |
1,791.25 |
1,791.25 |
1,796.50 |
S1 |
1,771.25 |
1,771.25 |
1,792.50 |
1,781.25 |
S2 |
1,745.50 |
1,745.50 |
1,788.25 |
|
S3 |
1,699.75 |
1,725.50 |
1,784.25 |
|
S4 |
1,654.00 |
1,679.75 |
1,771.50 |
|
|
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 |
1,811.50 |
1,742.00 |
69.50 |
3.9% |
41.25 |
2.3% |
79% |
True |
False |
385,384 |
10 |
1,831.25 |
1,742.00 |
89.25 |
5.0% |
42.75 |
2.4% |
61% |
False |
False |
376,602 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.2% |
47.25 |
2.6% |
50% |
False |
False |
415,279 |
40 |
2,146.25 |
1,698.25 |
448.00 |
24.9% |
54.25 |
3.0% |
22% |
False |
False |
463,809 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.5% |
48.75 |
2.7% |
21% |
False |
False |
356,641 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
49.75 |
2.8% |
17% |
False |
False |
267,589 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
47.50 |
2.6% |
17% |
False |
False |
214,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.00 |
2.618 |
1,931.25 |
1.618 |
1,885.50 |
1.000 |
1,857.25 |
0.618 |
1,839.75 |
HIGH |
1,811.50 |
0.618 |
1,794.00 |
0.500 |
1,788.50 |
0.382 |
1,783.25 |
LOW |
1,765.75 |
0.618 |
1,737.50 |
1.000 |
1,720.00 |
1.618 |
1,691.75 |
2.618 |
1,646.00 |
4.250 |
1,571.25 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,794.00 |
1,790.00 |
PP |
1,791.25 |
1,783.50 |
S1 |
1,788.50 |
1,776.75 |
|