Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,394 |
12,560 |
166 |
1.3% |
12,347 |
High |
12,595 |
12,741 |
146 |
1.2% |
12,519 |
Low |
12,345 |
12,510 |
165 |
1.3% |
12,161 |
Close |
12,566 |
12,699 |
133 |
1.1% |
12,395 |
Range |
250 |
231 |
-19 |
-7.6% |
358 |
ATR |
255 |
253 |
-2 |
-0.7% |
0 |
Volume |
203,909 |
212,809 |
8,900 |
4.4% |
720,028 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,343 |
13,252 |
12,826 |
|
R3 |
13,112 |
13,021 |
12,763 |
|
R2 |
12,881 |
12,881 |
12,741 |
|
R1 |
12,790 |
12,790 |
12,720 |
12,836 |
PP |
12,650 |
12,650 |
12,650 |
12,673 |
S1 |
12,559 |
12,559 |
12,678 |
12,605 |
S2 |
12,419 |
12,419 |
12,657 |
|
S3 |
12,188 |
12,328 |
12,636 |
|
S4 |
11,957 |
12,097 |
12,572 |
|
|
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 |
12,741 |
12,161 |
580 |
4.6% |
246 |
1.9% |
93% |
True |
False |
200,249 |
10 |
12,741 |
12,161 |
580 |
4.6% |
236 |
1.9% |
93% |
True |
False |
184,090 |
20 |
12,781 |
12,071 |
710 |
5.6% |
243 |
1.9% |
88% |
False |
False |
183,367 |
40 |
13,547 |
11,456 |
2,091 |
16.5% |
275 |
2.2% |
59% |
False |
False |
194,168 |
60 |
13,879 |
11,456 |
2,423 |
19.1% |
246 |
1.9% |
51% |
False |
False |
147,725 |
80 |
14,023 |
11,456 |
2,567 |
20.2% |
242 |
1.9% |
48% |
False |
False |
110,824 |
100 |
14,369 |
11,456 |
2,913 |
22.9% |
216 |
1.7% |
43% |
False |
False |
88,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,723 |
2.618 |
13,346 |
1.618 |
13,115 |
1.000 |
12,972 |
0.618 |
12,884 |
HIGH |
12,741 |
0.618 |
12,653 |
0.500 |
12,626 |
0.382 |
12,598 |
LOW |
12,510 |
0.618 |
12,367 |
1.000 |
12,279 |
1.618 |
12,136 |
2.618 |
11,905 |
4.250 |
11,528 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,675 |
12,616 |
PP |
12,650 |
12,534 |
S1 |
12,626 |
12,451 |
|