Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,690 |
12,575 |
-115 |
-0.9% |
12,394 |
High |
12,697 |
12,583 |
-114 |
-0.9% |
12,762 |
Low |
12,541 |
12,228 |
-313 |
-2.5% |
12,228 |
Close |
12,577 |
12,306 |
-271 |
-2.2% |
12,306 |
Range |
156 |
355 |
199 |
127.6% |
534 |
ATR |
240 |
248 |
8 |
3.4% |
0 |
Volume |
168,468 |
153,180 |
-15,288 |
-9.1% |
935,228 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,437 |
13,227 |
12,501 |
|
R3 |
13,082 |
12,872 |
12,404 |
|
R2 |
12,727 |
12,727 |
12,371 |
|
R1 |
12,517 |
12,517 |
12,339 |
12,445 |
PP |
12,372 |
12,372 |
12,372 |
12,336 |
S1 |
12,162 |
12,162 |
12,274 |
12,090 |
S2 |
12,017 |
12,017 |
12,241 |
|
S3 |
11,662 |
11,807 |
12,209 |
|
S4 |
11,307 |
11,452 |
12,111 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,034 |
13,704 |
12,600 |
|
R3 |
13,500 |
13,170 |
12,453 |
|
R2 |
12,966 |
12,966 |
12,404 |
|
R1 |
12,636 |
12,636 |
12,355 |
12,534 |
PP |
12,432 |
12,432 |
12,432 |
12,381 |
S1 |
12,102 |
12,102 |
12,257 |
12,000 |
S2 |
11,898 |
11,898 |
12,208 |
|
S3 |
11,364 |
11,568 |
12,159 |
|
S4 |
10,830 |
11,034 |
12,012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,762 |
12,228 |
534 |
4.3% |
229 |
1.9% |
15% |
False |
True |
187,045 |
10 |
12,762 |
12,161 |
601 |
4.9% |
228 |
1.9% |
24% |
False |
False |
182,654 |
20 |
12,781 |
12,071 |
710 |
5.8% |
229 |
1.9% |
33% |
False |
False |
182,599 |
40 |
13,194 |
11,456 |
1,738 |
14.1% |
275 |
2.2% |
49% |
False |
False |
201,031 |
60 |
13,879 |
11,456 |
2,423 |
19.7% |
251 |
2.0% |
35% |
False |
False |
156,338 |
80 |
13,879 |
11,456 |
2,423 |
19.7% |
241 |
2.0% |
35% |
False |
False |
117,302 |
100 |
14,369 |
11,456 |
2,913 |
23.7% |
222 |
1.8% |
29% |
False |
False |
93,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,092 |
2.618 |
13,513 |
1.618 |
13,158 |
1.000 |
12,938 |
0.618 |
12,803 |
HIGH |
12,583 |
0.618 |
12,448 |
0.500 |
12,406 |
0.382 |
12,364 |
LOW |
12,228 |
0.618 |
12,009 |
1.000 |
11,873 |
1.618 |
11,654 |
2.618 |
11,299 |
4.250 |
10,719 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,406 |
12,495 |
PP |
12,372 |
12,432 |
S1 |
12,339 |
12,369 |
|