Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,795.75 |
1,801.00 |
5.25 |
0.3% |
1,782.75 |
High |
1,809.75 |
1,812.25 |
2.50 |
0.1% |
1,821.00 |
Low |
1,777.25 |
1,782.75 |
5.50 |
0.3% |
1,742.00 |
Close |
1,800.25 |
1,784.25 |
-16.00 |
-0.9% |
1,781.00 |
Range |
32.50 |
29.50 |
-3.00 |
-9.2% |
79.00 |
ATR |
47.45 |
46.17 |
-1.28 |
-2.7% |
0.00 |
Volume |
437,185 |
364,965 |
-72,220 |
-16.5% |
1,413,903 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.50 |
1,862.50 |
1,800.50 |
|
R3 |
1,852.00 |
1,833.00 |
1,792.25 |
|
R2 |
1,822.50 |
1,822.50 |
1,789.75 |
|
R1 |
1,803.50 |
1,803.50 |
1,787.00 |
1,798.25 |
PP |
1,793.00 |
1,793.00 |
1,793.00 |
1,790.50 |
S1 |
1,774.00 |
1,774.00 |
1,781.50 |
1,768.75 |
S2 |
1,763.50 |
1,763.50 |
1,778.75 |
|
S3 |
1,734.00 |
1,744.50 |
1,776.25 |
|
S4 |
1,704.50 |
1,715.00 |
1,768.00 |
|
|
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 |
1,812.25 |
1,742.00 |
70.25 |
3.9% |
36.00 |
2.0% |
60% |
True |
False |
387,392 |
10 |
1,831.25 |
1,742.00 |
89.25 |
5.0% |
40.00 |
2.2% |
47% |
False |
False |
379,658 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
46.50 |
2.6% |
43% |
False |
False |
418,983 |
40 |
2,117.00 |
1,698.25 |
418.75 |
23.5% |
54.50 |
3.0% |
21% |
False |
False |
474,878 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.7% |
48.50 |
2.7% |
18% |
False |
False |
369,983 |
80 |
2,258.25 |
1,698.25 |
560.00 |
31.4% |
49.50 |
2.8% |
15% |
False |
False |
277,613 |
100 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
47.25 |
2.7% |
15% |
False |
False |
222,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.50 |
2.618 |
1,889.50 |
1.618 |
1,860.00 |
1.000 |
1,841.75 |
0.618 |
1,830.50 |
HIGH |
1,812.25 |
0.618 |
1,801.00 |
0.500 |
1,797.50 |
0.382 |
1,794.00 |
LOW |
1,782.75 |
0.618 |
1,764.50 |
1.000 |
1,753.25 |
1.618 |
1,735.00 |
2.618 |
1,705.50 |
4.250 |
1,657.50 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,797.50 |
1,789.00 |
PP |
1,793.00 |
1,787.50 |
S1 |
1,788.75 |
1,785.75 |
|