Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,785.50 |
1,795.75 |
10.25 |
0.6% |
1,782.75 |
High |
1,811.50 |
1,809.75 |
-1.75 |
-0.1% |
1,821.00 |
Low |
1,765.75 |
1,777.25 |
11.50 |
0.7% |
1,742.00 |
Close |
1,796.75 |
1,800.25 |
3.50 |
0.2% |
1,781.00 |
Range |
45.75 |
32.50 |
-13.25 |
-29.0% |
79.00 |
ATR |
48.60 |
47.45 |
-1.15 |
-2.4% |
0.00 |
Volume |
383,131 |
437,185 |
54,054 |
14.1% |
1,413,903 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.25 |
1,879.25 |
1,818.00 |
|
R3 |
1,860.75 |
1,846.75 |
1,809.25 |
|
R2 |
1,828.25 |
1,828.25 |
1,806.25 |
|
R1 |
1,814.25 |
1,814.25 |
1,803.25 |
1,821.25 |
PP |
1,795.75 |
1,795.75 |
1,795.75 |
1,799.25 |
S1 |
1,781.75 |
1,781.75 |
1,797.25 |
1,788.75 |
S2 |
1,763.25 |
1,763.25 |
1,794.25 |
|
S3 |
1,730.75 |
1,749.25 |
1,791.25 |
|
S4 |
1,698.25 |
1,716.75 |
1,782.50 |
|
|
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% |
39.25 |
2.2% |
84% |
False |
False |
398,628 |
10 |
1,831.25 |
1,742.00 |
89.25 |
5.0% |
41.75 |
2.3% |
65% |
False |
False |
384,314 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.2% |
47.50 |
2.6% |
53% |
False |
False |
417,188 |
40 |
2,127.50 |
1,698.25 |
429.25 |
23.8% |
54.25 |
3.0% |
24% |
False |
False |
469,796 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.4% |
48.75 |
2.7% |
21% |
False |
False |
363,919 |
80 |
2,258.25 |
1,698.25 |
560.00 |
31.1% |
49.50 |
2.8% |
18% |
False |
False |
273,053 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.1% |
47.50 |
2.6% |
18% |
False |
False |
218,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.00 |
2.618 |
1,894.75 |
1.618 |
1,862.25 |
1.000 |
1,842.25 |
0.618 |
1,829.75 |
HIGH |
1,809.75 |
0.618 |
1,797.25 |
0.500 |
1,793.50 |
0.382 |
1,789.75 |
LOW |
1,777.25 |
0.618 |
1,757.25 |
1.000 |
1,744.75 |
1.618 |
1,724.75 |
2.618 |
1,692.25 |
4.250 |
1,639.00 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,798.00 |
1,796.25 |
PP |
1,795.75 |
1,792.00 |
S1 |
1,793.50 |
1,788.00 |
|