Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,801.00 |
1,785.00 |
-16.00 |
-0.9% |
1,776.00 |
High |
1,812.25 |
1,789.25 |
-23.00 |
-1.3% |
1,812.25 |
Low |
1,782.75 |
1,742.75 |
-40.00 |
-2.2% |
1,742.75 |
Close |
1,784.25 |
1,748.25 |
-36.00 |
-2.0% |
1,748.25 |
Range |
29.50 |
46.50 |
17.00 |
57.6% |
69.50 |
ATR |
46.17 |
46.19 |
0.02 |
0.1% |
0.00 |
Volume |
364,965 |
357,767 |
-7,198 |
-2.0% |
1,923,668 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.50 |
1,870.50 |
1,773.75 |
|
R3 |
1,853.00 |
1,824.00 |
1,761.00 |
|
R2 |
1,806.50 |
1,806.50 |
1,756.75 |
|
R1 |
1,777.50 |
1,777.50 |
1,752.50 |
1,768.75 |
PP |
1,760.00 |
1,760.00 |
1,760.00 |
1,755.75 |
S1 |
1,731.00 |
1,731.00 |
1,744.00 |
1,722.25 |
S2 |
1,713.50 |
1,713.50 |
1,739.75 |
|
S3 |
1,667.00 |
1,684.50 |
1,735.50 |
|
S4 |
1,620.50 |
1,638.00 |
1,722.75 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.25 |
1,931.75 |
1,786.50 |
|
R3 |
1,906.75 |
1,862.25 |
1,767.25 |
|
R2 |
1,837.25 |
1,837.25 |
1,761.00 |
|
R1 |
1,792.75 |
1,792.75 |
1,754.50 |
1,780.25 |
PP |
1,767.75 |
1,767.75 |
1,767.75 |
1,761.50 |
S1 |
1,723.25 |
1,723.25 |
1,742.00 |
1,710.75 |
S2 |
1,698.25 |
1,698.25 |
1,735.50 |
|
S3 |
1,628.75 |
1,653.75 |
1,729.25 |
|
S4 |
1,559.25 |
1,584.25 |
1,710.00 |
|
|
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 |
1,742.75 |
69.50 |
4.0% |
37.00 |
2.1% |
8% |
False |
True |
384,733 |
10 |
1,821.00 |
1,742.00 |
79.00 |
4.5% |
40.50 |
2.3% |
8% |
False |
False |
376,234 |
20 |
1,879.00 |
1,713.00 |
166.00 |
9.5% |
44.75 |
2.6% |
21% |
False |
False |
410,283 |
40 |
2,082.75 |
1,698.25 |
384.50 |
22.0% |
54.00 |
3.1% |
13% |
False |
False |
480,535 |
60 |
2,174.00 |
1,698.25 |
475.75 |
27.2% |
48.75 |
2.8% |
11% |
False |
False |
375,933 |
80 |
2,258.25 |
1,698.25 |
560.00 |
32.0% |
49.50 |
2.8% |
9% |
False |
False |
282,084 |
100 |
2,276.25 |
1,698.25 |
578.00 |
33.1% |
47.50 |
2.7% |
9% |
False |
False |
225,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.00 |
2.618 |
1,911.00 |
1.618 |
1,864.50 |
1.000 |
1,835.75 |
0.618 |
1,818.00 |
HIGH |
1,789.25 |
0.618 |
1,771.50 |
0.500 |
1,766.00 |
0.382 |
1,760.50 |
LOW |
1,742.75 |
0.618 |
1,714.00 |
1.000 |
1,696.25 |
1.618 |
1,667.50 |
2.618 |
1,621.00 |
4.250 |
1,545.00 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,766.00 |
1,777.50 |
PP |
1,760.00 |
1,767.75 |
S1 |
1,754.25 |
1,758.00 |
|