Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,428 |
12,317 |
-111 |
-0.9% |
12,347 |
High |
12,508 |
12,416 |
-92 |
-0.7% |
12,519 |
Low |
12,254 |
12,161 |
-93 |
-0.8% |
12,161 |
Close |
12,321 |
12,395 |
74 |
0.6% |
12,395 |
Range |
254 |
255 |
1 |
0.4% |
358 |
ATR |
256 |
256 |
0 |
0.0% |
0 |
Volume |
214,510 |
192,848 |
-21,662 |
-10.1% |
720,028 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,089 |
12,997 |
12,535 |
|
R3 |
12,834 |
12,742 |
12,465 |
|
R2 |
12,579 |
12,579 |
12,442 |
|
R1 |
12,487 |
12,487 |
12,419 |
12,533 |
PP |
12,324 |
12,324 |
12,324 |
12,347 |
S1 |
12,232 |
12,232 |
12,372 |
12,278 |
S2 |
12,069 |
12,069 |
12,348 |
|
S3 |
11,814 |
11,977 |
12,325 |
|
S4 |
11,559 |
11,722 |
12,255 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,432 |
13,272 |
12,592 |
|
R3 |
13,074 |
12,914 |
12,494 |
|
R2 |
12,716 |
12,716 |
12,461 |
|
R1 |
12,556 |
12,556 |
12,428 |
12,636 |
PP |
12,358 |
12,358 |
12,358 |
12,399 |
S1 |
12,198 |
12,198 |
12,362 |
12,278 |
S2 |
12,000 |
12,000 |
12,329 |
|
S3 |
11,642 |
11,840 |
12,297 |
|
S4 |
11,284 |
11,482 |
12,198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,519 |
12,161 |
358 |
2.9% |
227 |
1.8% |
65% |
False |
True |
178,264 |
10 |
12,586 |
12,071 |
515 |
4.2% |
226 |
1.8% |
63% |
False |
False |
180,376 |
20 |
12,781 |
12,071 |
710 |
5.7% |
250 |
2.0% |
46% |
False |
False |
183,030 |
40 |
13,652 |
11,456 |
2,196 |
17.7% |
271 |
2.2% |
43% |
False |
False |
185,305 |
60 |
13,879 |
11,456 |
2,423 |
19.5% |
250 |
2.0% |
39% |
False |
False |
140,792 |
80 |
14,042 |
11,456 |
2,586 |
20.9% |
238 |
1.9% |
36% |
False |
False |
105,616 |
100 |
14,369 |
11,456 |
2,913 |
23.5% |
212 |
1.7% |
32% |
False |
False |
84,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,500 |
2.618 |
13,084 |
1.618 |
12,829 |
1.000 |
12,671 |
0.618 |
12,574 |
HIGH |
12,416 |
0.618 |
12,319 |
0.500 |
12,289 |
0.382 |
12,259 |
LOW |
12,161 |
0.618 |
12,004 |
1.000 |
11,906 |
1.618 |
11,749 |
2.618 |
11,494 |
4.250 |
11,077 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,360 |
12,375 |
PP |
12,324 |
12,355 |
S1 |
12,289 |
12,335 |
|