Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,161 |
12,235 |
74 |
0.6% |
12,756 |
High |
12,255 |
12,471 |
216 |
1.8% |
12,778 |
Low |
12,071 |
12,194 |
123 |
1.0% |
12,100 |
Close |
12,238 |
12,386 |
148 |
1.2% |
12,177 |
Range |
184 |
277 |
93 |
50.5% |
678 |
ATR |
272 |
273 |
0 |
0.1% |
0 |
Volume |
148,086 |
165,401 |
17,315 |
11.7% |
895,627 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,181 |
13,061 |
12,538 |
|
R3 |
12,904 |
12,784 |
12,462 |
|
R2 |
12,627 |
12,627 |
12,437 |
|
R1 |
12,507 |
12,507 |
12,412 |
12,567 |
PP |
12,350 |
12,350 |
12,350 |
12,381 |
S1 |
12,230 |
12,230 |
12,361 |
12,290 |
S2 |
12,073 |
12,073 |
12,335 |
|
S3 |
11,796 |
11,953 |
12,310 |
|
S4 |
11,519 |
11,676 |
12,234 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,386 |
13,959 |
12,550 |
|
R3 |
13,708 |
13,281 |
12,364 |
|
R2 |
13,030 |
13,030 |
12,301 |
|
R1 |
12,603 |
12,603 |
12,239 |
12,478 |
PP |
12,352 |
12,352 |
12,352 |
12,289 |
S1 |
11,925 |
11,925 |
12,115 |
11,800 |
S2 |
11,674 |
11,674 |
12,053 |
|
S3 |
10,996 |
11,247 |
11,991 |
|
S4 |
10,318 |
10,569 |
11,804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,471 |
12,071 |
400 |
3.2% |
222 |
1.8% |
79% |
True |
False |
183,794 |
10 |
12,781 |
12,071 |
710 |
5.7% |
262 |
2.1% |
44% |
False |
False |
180,822 |
20 |
12,807 |
11,456 |
1,351 |
10.9% |
312 |
2.5% |
69% |
False |
False |
208,813 |
40 |
13,654 |
11,456 |
2,198 |
17.7% |
262 |
2.1% |
42% |
False |
False |
179,113 |
60 |
13,879 |
11,456 |
2,423 |
19.6% |
245 |
2.0% |
38% |
False |
False |
119,827 |
80 |
14,042 |
11,456 |
2,586 |
20.9% |
232 |
1.9% |
36% |
False |
False |
89,885 |
100 |
14,369 |
11,456 |
2,913 |
23.5% |
199 |
1.6% |
32% |
False |
False |
71,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,648 |
2.618 |
13,196 |
1.618 |
12,919 |
1.000 |
12,748 |
0.618 |
12,642 |
HIGH |
12,471 |
0.618 |
12,365 |
0.500 |
12,333 |
0.382 |
12,300 |
LOW |
12,194 |
0.618 |
12,023 |
1.000 |
11,917 |
1.618 |
11,746 |
2.618 |
11,469 |
4.250 |
11,017 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,368 |
12,348 |
PP |
12,350 |
12,309 |
S1 |
12,333 |
12,271 |
|