Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,317 |
12,394 |
77 |
0.6% |
12,347 |
High |
12,416 |
12,595 |
179 |
1.4% |
12,519 |
Low |
12,161 |
12,345 |
184 |
1.5% |
12,161 |
Close |
12,395 |
12,566 |
171 |
1.4% |
12,395 |
Range |
255 |
250 |
-5 |
-2.0% |
358 |
ATR |
256 |
255 |
0 |
-0.2% |
0 |
Volume |
192,848 |
203,909 |
11,061 |
5.7% |
720,028 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,252 |
13,159 |
12,704 |
|
R3 |
13,002 |
12,909 |
12,635 |
|
R2 |
12,752 |
12,752 |
12,612 |
|
R1 |
12,659 |
12,659 |
12,589 |
12,706 |
PP |
12,502 |
12,502 |
12,502 |
12,525 |
S1 |
12,409 |
12,409 |
12,543 |
12,456 |
S2 |
12,252 |
12,252 |
12,520 |
|
S3 |
12,002 |
12,159 |
12,497 |
|
S4 |
11,752 |
11,909 |
12,429 |
|
|
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 |
12,595 |
12,161 |
434 |
3.5% |
243 |
1.9% |
93% |
True |
False |
184,787 |
10 |
12,595 |
12,071 |
524 |
4.2% |
231 |
1.8% |
94% |
True |
False |
177,617 |
20 |
12,781 |
12,071 |
710 |
5.7% |
248 |
2.0% |
70% |
False |
False |
182,898 |
40 |
13,652 |
11,456 |
2,196 |
17.5% |
275 |
2.2% |
51% |
False |
False |
189,749 |
60 |
13,879 |
11,456 |
2,423 |
19.3% |
249 |
2.0% |
46% |
False |
False |
144,183 |
80 |
14,042 |
11,456 |
2,586 |
20.6% |
240 |
1.9% |
43% |
False |
False |
108,165 |
100 |
14,369 |
11,456 |
2,913 |
23.2% |
214 |
1.7% |
38% |
False |
False |
86,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,658 |
2.618 |
13,250 |
1.618 |
13,000 |
1.000 |
12,845 |
0.618 |
12,750 |
HIGH |
12,595 |
0.618 |
12,500 |
0.500 |
12,470 |
0.382 |
12,441 |
LOW |
12,345 |
0.618 |
12,191 |
1.000 |
12,095 |
1.618 |
11,941 |
2.618 |
11,691 |
4.250 |
11,283 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,534 |
12,503 |
PP |
12,502 |
12,441 |
S1 |
12,470 |
12,378 |
|