Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,915.0 |
6,997.5 |
82.5 |
1.2% |
7,139.0 |
High |
7,081.0 |
7,134.5 |
53.5 |
0.8% |
7,170.0 |
Low |
6,863.0 |
6,980.5 |
117.5 |
1.7% |
6,763.5 |
Close |
7,065.5 |
7,085.0 |
19.5 |
0.3% |
6,882.0 |
Range |
218.0 |
154.0 |
-64.0 |
-29.4% |
406.5 |
ATR |
203.5 |
200.0 |
-3.5 |
-1.7% |
0.0 |
Volume |
1,392 |
2,149 |
757 |
54.4% |
8,679 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,528.7 |
7,460.8 |
7,169.7 |
|
R3 |
7,374.7 |
7,306.8 |
7,127.4 |
|
R2 |
7,220.7 |
7,220.7 |
7,113.2 |
|
R1 |
7,152.8 |
7,152.8 |
7,099.1 |
7,186.8 |
PP |
7,066.7 |
7,066.7 |
7,066.7 |
7,083.6 |
S1 |
6,998.8 |
6,998.8 |
7,070.9 |
7,032.8 |
S2 |
6,912.7 |
6,912.7 |
7,056.8 |
|
S3 |
6,758.7 |
6,844.8 |
7,042.7 |
|
S4 |
6,604.7 |
6,690.8 |
7,000.3 |
|
|
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 |
7,134.5 |
6,763.5 |
371.0 |
5.2% |
161.5 |
2.3% |
87% |
True |
False |
2,443 |
10 |
7,170.0 |
6,763.5 |
406.5 |
5.7% |
172.5 |
2.4% |
79% |
False |
False |
1,616 |
20 |
7,685.0 |
6,450.0 |
1,235.0 |
17.4% |
234.7 |
3.3% |
51% |
False |
False |
1,198 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
175.1 |
2.5% |
34% |
False |
False |
1,809 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
151.8 |
2.1% |
34% |
False |
False |
1,531 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
130.3 |
1.8% |
34% |
False |
False |
1,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,789.0 |
2.618 |
7,537.7 |
1.618 |
7,383.7 |
1.000 |
7,288.5 |
0.618 |
7,229.7 |
HIGH |
7,134.5 |
0.618 |
7,075.7 |
0.500 |
7,057.5 |
0.382 |
7,039.3 |
LOW |
6,980.5 |
0.618 |
6,885.3 |
1.000 |
6,826.5 |
1.618 |
6,731.3 |
2.618 |
6,577.3 |
4.250 |
6,326.0 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,075.8 |
7,045.4 |
PP |
7,066.7 |
7,005.8 |
S1 |
7,057.5 |
6,966.3 |
|