Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,560 |
12,691 |
131 |
1.0% |
12,347 |
High |
12,741 |
12,762 |
21 |
0.2% |
12,519 |
Low |
12,510 |
12,608 |
98 |
0.8% |
12,161 |
Close |
12,699 |
12,693 |
-6 |
0.0% |
12,395 |
Range |
231 |
154 |
-77 |
-33.3% |
358 |
ATR |
253 |
246 |
-7 |
-2.8% |
0 |
Volume |
212,809 |
196,862 |
-15,947 |
-7.5% |
720,028 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,150 |
13,075 |
12,778 |
|
R3 |
12,996 |
12,921 |
12,735 |
|
R2 |
12,842 |
12,842 |
12,721 |
|
R1 |
12,767 |
12,767 |
12,707 |
12,805 |
PP |
12,688 |
12,688 |
12,688 |
12,706 |
S1 |
12,613 |
12,613 |
12,679 |
12,651 |
S2 |
12,534 |
12,534 |
12,665 |
|
S3 |
12,380 |
12,459 |
12,651 |
|
S4 |
12,226 |
12,305 |
12,608 |
|
|
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 |
12,762 |
12,161 |
601 |
4.7% |
229 |
1.8% |
89% |
True |
False |
204,187 |
10 |
12,762 |
12,161 |
601 |
4.7% |
224 |
1.8% |
89% |
True |
False |
187,236 |
20 |
12,781 |
12,071 |
710 |
5.6% |
243 |
1.9% |
88% |
False |
False |
184,029 |
40 |
13,454 |
11,456 |
1,998 |
15.7% |
275 |
2.2% |
62% |
False |
False |
196,458 |
60 |
13,879 |
11,456 |
2,423 |
19.1% |
247 |
1.9% |
51% |
False |
False |
150,993 |
80 |
13,879 |
11,456 |
2,423 |
19.1% |
239 |
1.9% |
51% |
False |
False |
113,284 |
100 |
14,369 |
11,456 |
2,913 |
22.9% |
217 |
1.7% |
42% |
False |
False |
90,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,417 |
2.618 |
13,165 |
1.618 |
13,011 |
1.000 |
12,916 |
0.618 |
12,857 |
HIGH |
12,762 |
0.618 |
12,703 |
0.500 |
12,685 |
0.382 |
12,667 |
LOW |
12,608 |
0.618 |
12,513 |
1.000 |
12,454 |
1.618 |
12,359 |
2.618 |
12,205 |
4.250 |
11,954 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,690 |
12,647 |
PP |
12,688 |
12,600 |
S1 |
12,685 |
12,554 |
|