Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,387 |
12,428 |
41 |
0.3% |
12,161 |
High |
12,468 |
12,508 |
40 |
0.3% |
12,586 |
Low |
12,228 |
12,254 |
26 |
0.2% |
12,071 |
Close |
12,429 |
12,321 |
-108 |
-0.9% |
12,350 |
Range |
240 |
254 |
14 |
5.8% |
515 |
ATR |
256 |
256 |
0 |
0.0% |
0 |
Volume |
177,170 |
214,510 |
37,340 |
21.1% |
852,240 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,123 |
12,976 |
12,461 |
|
R3 |
12,869 |
12,722 |
12,391 |
|
R2 |
12,615 |
12,615 |
12,368 |
|
R1 |
12,468 |
12,468 |
12,344 |
12,415 |
PP |
12,361 |
12,361 |
12,361 |
12,334 |
S1 |
12,214 |
12,214 |
12,298 |
12,161 |
S2 |
12,107 |
12,107 |
12,275 |
|
S3 |
11,853 |
11,960 |
12,251 |
|
S4 |
11,599 |
11,706 |
12,181 |
|
|
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% |
220 |
1.8% |
26% |
False |
False |
174,092 |
10 |
12,586 |
12,071 |
515 |
4.2% |
224 |
1.8% |
49% |
False |
False |
177,980 |
20 |
12,781 |
12,071 |
710 |
5.8% |
249 |
2.0% |
35% |
False |
False |
189,710 |
40 |
13,654 |
11,456 |
2,198 |
17.8% |
267 |
2.2% |
39% |
False |
False |
182,913 |
60 |
13,879 |
11,456 |
2,423 |
19.7% |
251 |
2.0% |
36% |
False |
False |
137,579 |
80 |
14,042 |
11,456 |
2,586 |
21.0% |
235 |
1.9% |
33% |
False |
False |
103,206 |
100 |
14,369 |
11,456 |
2,913 |
23.6% |
210 |
1.7% |
30% |
False |
False |
82,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,588 |
2.618 |
13,173 |
1.618 |
12,919 |
1.000 |
12,762 |
0.618 |
12,665 |
HIGH |
12,508 |
0.618 |
12,411 |
0.500 |
12,381 |
0.382 |
12,351 |
LOW |
12,254 |
0.618 |
12,097 |
1.000 |
12,000 |
1.618 |
11,843 |
2.618 |
11,589 |
4.250 |
11,175 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,381 |
12,374 |
PP |
12,361 |
12,356 |
S1 |
12,341 |
12,339 |
|