Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,840.0 |
6,915.0 |
75.0 |
1.1% |
7,139.0 |
High |
6,917.0 |
7,081.0 |
164.0 |
2.4% |
7,170.0 |
Low |
6,798.0 |
6,863.0 |
65.0 |
1.0% |
6,763.5 |
Close |
6,847.0 |
7,065.5 |
218.5 |
3.2% |
6,882.0 |
Range |
119.0 |
218.0 |
99.0 |
83.2% |
406.5 |
ATR |
201.2 |
203.5 |
2.3 |
1.2% |
0.0 |
Volume |
2,275 |
1,392 |
-883 |
-38.8% |
8,679 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,657.2 |
7,579.3 |
7,185.4 |
|
R3 |
7,439.2 |
7,361.3 |
7,125.5 |
|
R2 |
7,221.2 |
7,221.2 |
7,105.5 |
|
R1 |
7,143.3 |
7,143.3 |
7,085.5 |
7,182.3 |
PP |
7,003.2 |
7,003.2 |
7,003.2 |
7,022.6 |
S1 |
6,925.3 |
6,925.3 |
7,045.5 |
6,964.3 |
S2 |
6,785.2 |
6,785.2 |
7,025.5 |
|
S3 |
6,567.2 |
6,707.3 |
7,005.6 |
|
S4 |
6,349.2 |
6,489.3 |
6,945.6 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,158.0 |
7,926.5 |
7,105.6 |
|
R3 |
7,751.5 |
7,520.0 |
6,993.8 |
|
R2 |
7,345.0 |
7,345.0 |
6,956.5 |
|
R1 |
7,113.5 |
7,113.5 |
6,919.3 |
7,026.0 |
PP |
6,938.5 |
6,938.5 |
6,938.5 |
6,894.8 |
S1 |
6,707.0 |
6,707.0 |
6,844.7 |
6,619.5 |
S2 |
6,532.0 |
6,532.0 |
6,807.5 |
|
S3 |
6,125.5 |
6,300.5 |
6,770.2 |
|
S4 |
5,719.0 |
5,894.0 |
6,658.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,081.0 |
6,763.5 |
317.5 |
4.5% |
163.7 |
2.3% |
95% |
True |
False |
2,178 |
10 |
7,170.0 |
6,763.5 |
406.5 |
5.8% |
172.4 |
2.4% |
74% |
False |
False |
1,447 |
20 |
7,690.5 |
6,450.0 |
1,240.5 |
17.6% |
232.0 |
3.3% |
50% |
False |
False |
1,142 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.2% |
175.9 |
2.5% |
33% |
False |
False |
1,862 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.2% |
150.5 |
2.1% |
33% |
False |
False |
1,514 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.2% |
129.1 |
1.8% |
33% |
False |
False |
1,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,007.5 |
2.618 |
7,651.7 |
1.618 |
7,433.7 |
1.000 |
7,299.0 |
0.618 |
7,215.7 |
HIGH |
7,081.0 |
0.618 |
6,997.7 |
0.500 |
6,972.0 |
0.382 |
6,946.3 |
LOW |
6,863.0 |
0.618 |
6,728.3 |
1.000 |
6,645.0 |
1.618 |
6,510.3 |
2.618 |
6,292.3 |
4.250 |
5,936.5 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,034.3 |
7,023.5 |
PP |
7,003.2 |
6,981.5 |
S1 |
6,972.0 |
6,939.5 |
|