Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,691 |
12,690 |
-1 |
0.0% |
12,347 |
High |
12,762 |
12,697 |
-65 |
-0.5% |
12,519 |
Low |
12,608 |
12,541 |
-67 |
-0.5% |
12,161 |
Close |
12,693 |
12,577 |
-116 |
-0.9% |
12,395 |
Range |
154 |
156 |
2 |
1.3% |
358 |
ATR |
246 |
240 |
-6 |
-2.6% |
0 |
Volume |
196,862 |
168,468 |
-28,394 |
-14.4% |
720,028 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,073 |
12,981 |
12,663 |
|
R3 |
12,917 |
12,825 |
12,620 |
|
R2 |
12,761 |
12,761 |
12,606 |
|
R1 |
12,669 |
12,669 |
12,591 |
12,637 |
PP |
12,605 |
12,605 |
12,605 |
12,589 |
S1 |
12,513 |
12,513 |
12,563 |
12,481 |
S2 |
12,449 |
12,449 |
12,549 |
|
S3 |
12,293 |
12,357 |
12,534 |
|
S4 |
12,137 |
12,201 |
12,491 |
|
|
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 |
4.8% |
209 |
1.7% |
69% |
False |
False |
194,979 |
10 |
12,762 |
12,161 |
601 |
4.8% |
215 |
1.7% |
69% |
False |
False |
184,535 |
20 |
12,781 |
12,071 |
710 |
5.6% |
235 |
1.9% |
71% |
False |
False |
185,549 |
40 |
13,376 |
11,456 |
1,920 |
15.3% |
275 |
2.2% |
58% |
False |
False |
198,521 |
60 |
13,879 |
11,456 |
2,423 |
19.3% |
247 |
2.0% |
46% |
False |
False |
153,794 |
80 |
13,879 |
11,456 |
2,423 |
19.3% |
238 |
1.9% |
46% |
False |
False |
115,389 |
100 |
14,369 |
11,456 |
2,913 |
23.2% |
218 |
1.7% |
38% |
False |
False |
92,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,360 |
2.618 |
13,106 |
1.618 |
12,950 |
1.000 |
12,853 |
0.618 |
12,794 |
HIGH |
12,697 |
0.618 |
12,638 |
0.500 |
12,619 |
0.382 |
12,601 |
LOW |
12,541 |
0.618 |
12,445 |
1.000 |
12,385 |
1.618 |
12,289 |
2.618 |
12,133 |
4.250 |
11,878 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,619 |
12,636 |
PP |
12,605 |
12,616 |
S1 |
12,591 |
12,597 |
|