Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,390 |
12,347 |
-43 |
-0.3% |
12,161 |
High |
12,447 |
12,519 |
72 |
0.6% |
12,586 |
Low |
12,277 |
12,306 |
29 |
0.2% |
12,071 |
Close |
12,350 |
12,388 |
38 |
0.3% |
12,350 |
Range |
170 |
213 |
43 |
25.3% |
515 |
ATR |
260 |
257 |
-3 |
-1.3% |
0 |
Volume |
171,293 |
135,500 |
-35,793 |
-20.9% |
852,240 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,043 |
12,929 |
12,505 |
|
R3 |
12,830 |
12,716 |
12,447 |
|
R2 |
12,617 |
12,617 |
12,427 |
|
R1 |
12,503 |
12,503 |
12,408 |
12,560 |
PP |
12,404 |
12,404 |
12,404 |
12,433 |
S1 |
12,290 |
12,290 |
12,369 |
12,347 |
S2 |
12,191 |
12,191 |
12,349 |
|
S3 |
11,978 |
12,077 |
12,330 |
|
S4 |
11,765 |
11,864 |
12,271 |
|
|
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 |
12,194 |
392 |
3.2% |
226 |
1.8% |
49% |
False |
False |
167,930 |
10 |
12,623 |
12,071 |
552 |
4.5% |
233 |
1.9% |
57% |
False |
False |
170,871 |
20 |
12,781 |
11,456 |
1,325 |
10.7% |
292 |
2.4% |
70% |
False |
False |
202,513 |
40 |
13,654 |
11,456 |
2,198 |
17.7% |
264 |
2.1% |
42% |
False |
False |
180,536 |
60 |
13,879 |
11,456 |
2,423 |
19.6% |
245 |
2.0% |
38% |
False |
False |
131,057 |
80 |
14,042 |
11,456 |
2,586 |
20.9% |
234 |
1.9% |
36% |
False |
False |
98,312 |
100 |
14,369 |
11,456 |
2,913 |
23.5% |
206 |
1.7% |
32% |
False |
False |
78,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,424 |
2.618 |
13,077 |
1.618 |
12,864 |
1.000 |
12,732 |
0.618 |
12,651 |
HIGH |
12,519 |
0.618 |
12,438 |
0.500 |
12,413 |
0.382 |
12,387 |
LOW |
12,306 |
0.618 |
12,174 |
1.000 |
12,093 |
1.618 |
11,961 |
2.618 |
11,748 |
4.250 |
11,401 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,413 |
12,432 |
PP |
12,404 |
12,417 |
S1 |
12,396 |
12,403 |
|