Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,347 |
12,387 |
40 |
0.3% |
12,161 |
High |
12,519 |
12,468 |
-51 |
-0.4% |
12,586 |
Low |
12,306 |
12,228 |
-78 |
-0.6% |
12,071 |
Close |
12,388 |
12,429 |
41 |
0.3% |
12,350 |
Range |
213 |
240 |
27 |
12.7% |
515 |
ATR |
257 |
256 |
-1 |
-0.5% |
0 |
Volume |
135,500 |
177,170 |
41,670 |
30.8% |
852,240 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,095 |
13,002 |
12,561 |
|
R3 |
12,855 |
12,762 |
12,495 |
|
R2 |
12,615 |
12,615 |
12,473 |
|
R1 |
12,522 |
12,522 |
12,451 |
12,569 |
PP |
12,375 |
12,375 |
12,375 |
12,398 |
S1 |
12,282 |
12,282 |
12,407 |
12,329 |
S2 |
12,135 |
12,135 |
12,385 |
|
S3 |
11,895 |
12,042 |
12,363 |
|
S4 |
11,655 |
11,802 |
12,297 |
|
|
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 |
12,228 |
358 |
2.9% |
219 |
1.8% |
56% |
False |
True |
170,284 |
10 |
12,586 |
12,071 |
515 |
4.1% |
220 |
1.8% |
70% |
False |
False |
177,039 |
20 |
12,781 |
11,634 |
1,147 |
9.2% |
269 |
2.2% |
69% |
False |
False |
197,015 |
40 |
13,654 |
11,456 |
2,198 |
17.7% |
267 |
2.1% |
44% |
False |
False |
180,931 |
60 |
13,879 |
11,456 |
2,423 |
19.5% |
249 |
2.0% |
40% |
False |
False |
134,007 |
80 |
14,042 |
11,456 |
2,586 |
20.8% |
234 |
1.9% |
38% |
False |
False |
100,526 |
100 |
14,369 |
11,456 |
2,913 |
23.4% |
208 |
1.7% |
33% |
False |
False |
80,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,488 |
2.618 |
13,096 |
1.618 |
12,856 |
1.000 |
12,708 |
0.618 |
12,616 |
HIGH |
12,468 |
0.618 |
12,376 |
0.500 |
12,348 |
0.382 |
12,320 |
LOW |
12,228 |
0.618 |
12,080 |
1.000 |
11,988 |
1.618 |
11,840 |
2.618 |
11,600 |
4.250 |
11,208 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,402 |
12,411 |
PP |
12,375 |
12,392 |
S1 |
12,348 |
12,374 |
|