Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,526 |
12,390 |
-136 |
-1.1% |
12,161 |
High |
12,586 |
12,447 |
-139 |
-1.1% |
12,586 |
Low |
12,364 |
12,277 |
-87 |
-0.7% |
12,071 |
Close |
12,396 |
12,350 |
-46 |
-0.4% |
12,350 |
Range |
222 |
170 |
-52 |
-23.4% |
515 |
ATR |
267 |
260 |
-7 |
-2.6% |
0 |
Volume |
171,989 |
171,293 |
-696 |
-0.4% |
852,240 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,868 |
12,779 |
12,444 |
|
R3 |
12,698 |
12,609 |
12,397 |
|
R2 |
12,528 |
12,528 |
12,381 |
|
R1 |
12,439 |
12,439 |
12,366 |
12,399 |
PP |
12,358 |
12,358 |
12,358 |
12,338 |
S1 |
12,269 |
12,269 |
12,335 |
12,229 |
S2 |
12,188 |
12,188 |
12,319 |
|
S3 |
12,018 |
12,099 |
12,303 |
|
S4 |
11,848 |
11,929 |
12,257 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,881 |
13,630 |
12,633 |
|
R3 |
13,366 |
13,115 |
12,492 |
|
R2 |
12,851 |
12,851 |
12,445 |
|
R1 |
12,600 |
12,600 |
12,397 |
12,726 |
PP |
12,336 |
12,336 |
12,336 |
12,398 |
S1 |
12,085 |
12,085 |
12,303 |
12,211 |
S2 |
11,821 |
11,821 |
12,256 |
|
S3 |
11,306 |
11,570 |
12,209 |
|
S4 |
10,791 |
11,055 |
12,067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,586 |
12,071 |
515 |
4.2% |
220 |
1.8% |
54% |
False |
False |
170,448 |
10 |
12,778 |
12,071 |
707 |
5.7% |
229 |
1.9% |
39% |
False |
False |
174,786 |
20 |
12,781 |
11,456 |
1,325 |
10.7% |
298 |
2.4% |
67% |
False |
False |
222,683 |
40 |
13,654 |
11,456 |
2,198 |
17.8% |
263 |
2.1% |
41% |
False |
False |
181,992 |
60 |
13,879 |
11,456 |
2,423 |
19.6% |
245 |
2.0% |
37% |
False |
False |
128,801 |
80 |
14,042 |
11,456 |
2,586 |
20.9% |
233 |
1.9% |
35% |
False |
False |
96,618 |
100 |
14,369 |
11,456 |
2,913 |
23.6% |
204 |
1.6% |
31% |
False |
False |
77,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,170 |
2.618 |
12,892 |
1.618 |
12,722 |
1.000 |
12,617 |
0.618 |
12,552 |
HIGH |
12,447 |
0.618 |
12,382 |
0.500 |
12,362 |
0.382 |
12,342 |
LOW |
12,277 |
0.618 |
12,172 |
1.000 |
12,107 |
1.618 |
12,002 |
2.618 |
11,832 |
4.250 |
11,555 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,362 |
12,432 |
PP |
12,358 |
12,404 |
S1 |
12,354 |
12,377 |
|