Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,150.5 |
7,050.0 |
-100.5 |
-1.4% |
6,840.0 |
High |
7,164.0 |
7,116.0 |
-48.0 |
-0.7% |
7,164.0 |
Low |
7,028.0 |
6,907.0 |
-121.0 |
-1.7% |
6,798.0 |
Close |
7,057.0 |
6,933.0 |
-124.0 |
-1.8% |
6,933.0 |
Range |
136.0 |
209.0 |
73.0 |
53.7% |
366.0 |
ATR |
195.4 |
196.4 |
1.0 |
0.5% |
0.0 |
Volume |
490 |
1,594 |
1,104 |
225.3% |
7,900 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,612.3 |
7,481.7 |
7,048.0 |
|
R3 |
7,403.3 |
7,272.7 |
6,990.5 |
|
R2 |
7,194.3 |
7,194.3 |
6,971.3 |
|
R1 |
7,063.7 |
7,063.7 |
6,952.2 |
7,024.5 |
PP |
6,985.3 |
6,985.3 |
6,985.3 |
6,965.8 |
S1 |
6,854.7 |
6,854.7 |
6,913.8 |
6,815.5 |
S2 |
6,776.3 |
6,776.3 |
6,894.7 |
|
S3 |
6,567.3 |
6,645.7 |
6,875.5 |
|
S4 |
6,358.3 |
6,436.7 |
6,818.1 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,063.0 |
7,864.0 |
7,134.3 |
|
R3 |
7,697.0 |
7,498.0 |
7,033.7 |
|
R2 |
7,331.0 |
7,331.0 |
7,000.1 |
|
R1 |
7,132.0 |
7,132.0 |
6,966.6 |
7,231.5 |
PP |
6,965.0 |
6,965.0 |
6,965.0 |
7,014.8 |
S1 |
6,766.0 |
6,766.0 |
6,899.5 |
6,865.5 |
S2 |
6,599.0 |
6,599.0 |
6,865.9 |
|
S3 |
6,233.0 |
6,400.0 |
6,832.4 |
|
S4 |
5,867.0 |
6,034.0 |
6,731.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,164.0 |
6,798.0 |
366.0 |
5.3% |
167.2 |
2.4% |
37% |
False |
False |
1,580 |
10 |
7,170.0 |
6,763.5 |
406.5 |
5.9% |
169.6 |
2.4% |
42% |
False |
False |
1,657 |
20 |
7,397.5 |
6,450.0 |
947.5 |
13.7% |
229.6 |
3.3% |
51% |
False |
False |
1,211 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
178.2 |
2.6% |
26% |
False |
False |
1,669 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
153.8 |
2.2% |
26% |
False |
False |
1,552 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
132.6 |
1.9% |
26% |
False |
False |
1,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,004.3 |
2.618 |
7,663.2 |
1.618 |
7,454.2 |
1.000 |
7,325.0 |
0.618 |
7,245.2 |
HIGH |
7,116.0 |
0.618 |
7,036.2 |
0.500 |
7,011.5 |
0.382 |
6,986.8 |
LOW |
6,907.0 |
0.618 |
6,777.8 |
1.000 |
6,698.0 |
1.618 |
6,568.8 |
2.618 |
6,359.8 |
4.250 |
6,018.8 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,011.5 |
7,035.5 |
PP |
6,985.3 |
7,001.3 |
S1 |
6,959.2 |
6,967.2 |
|