Trading Metrics calculated at close of trading on 18-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,050.0 |
6,995.0 |
-55.0 |
-0.8% |
6,840.0 |
High |
7,116.0 |
7,101.5 |
-14.5 |
-0.2% |
7,164.0 |
Low |
6,907.0 |
6,988.0 |
81.0 |
1.2% |
6,798.0 |
Close |
6,933.0 |
7,075.0 |
142.0 |
2.0% |
6,933.0 |
Range |
209.0 |
113.5 |
-95.5 |
-45.7% |
366.0 |
ATR |
196.4 |
194.4 |
-2.0 |
-1.0% |
0.0 |
Volume |
1,594 |
1,616 |
22 |
1.4% |
7,900 |
|
Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,395.3 |
7,348.7 |
7,137.4 |
|
R3 |
7,281.8 |
7,235.2 |
7,106.2 |
|
R2 |
7,168.3 |
7,168.3 |
7,095.8 |
|
R1 |
7,121.7 |
7,121.7 |
7,085.4 |
7,145.0 |
PP |
7,054.8 |
7,054.8 |
7,054.8 |
7,066.5 |
S1 |
7,008.2 |
7,008.2 |
7,064.6 |
7,031.5 |
S2 |
6,941.3 |
6,941.3 |
7,054.2 |
|
S3 |
6,827.8 |
6,894.7 |
7,043.8 |
|
S4 |
6,714.3 |
6,781.2 |
7,012.6 |
|
|
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 |
6,863.0 |
301.0 |
4.3% |
166.1 |
2.3% |
70% |
False |
False |
1,448 |
10 |
7,164.0 |
6,763.5 |
400.5 |
5.7% |
171.1 |
2.4% |
78% |
False |
False |
1,715 |
20 |
7,170.0 |
6,450.0 |
720.0 |
10.2% |
209.2 |
3.0% |
87% |
False |
False |
1,239 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
178.3 |
2.5% |
34% |
False |
False |
1,585 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
153.5 |
2.2% |
34% |
False |
False |
1,551 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
133.3 |
1.9% |
34% |
False |
False |
1,274 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
114.6 |
1.6% |
34% |
False |
False |
1,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,583.9 |
2.618 |
7,398.6 |
1.618 |
7,285.1 |
1.000 |
7,215.0 |
0.618 |
7,171.6 |
HIGH |
7,101.5 |
0.618 |
7,058.1 |
0.500 |
7,044.8 |
0.382 |
7,031.4 |
LOW |
6,988.0 |
0.618 |
6,917.9 |
1.000 |
6,874.5 |
1.618 |
6,804.4 |
2.618 |
6,690.9 |
4.250 |
6,505.6 |
|
|
Fisher Pivots for day following 18-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,064.9 |
7,061.8 |
PP |
7,054.8 |
7,048.7 |
S1 |
7,044.8 |
7,035.5 |
|