Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,995.0 |
7,063.0 |
68.0 |
1.0% |
6,840.0 |
High |
7,101.5 |
7,183.5 |
82.0 |
1.2% |
7,164.0 |
Low |
6,988.0 |
6,994.0 |
6.0 |
0.1% |
6,798.0 |
Close |
7,075.0 |
7,104.0 |
29.0 |
0.4% |
6,933.0 |
Range |
113.5 |
189.5 |
76.0 |
67.0% |
366.0 |
ATR |
194.4 |
194.0 |
-0.3 |
-0.2% |
0.0 |
Volume |
1,616 |
2,759 |
1,143 |
70.7% |
7,900 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,662.3 |
7,572.7 |
7,208.2 |
|
R3 |
7,472.8 |
7,383.2 |
7,156.1 |
|
R2 |
7,283.3 |
7,283.3 |
7,138.7 |
|
R1 |
7,193.7 |
7,193.7 |
7,121.4 |
7,238.5 |
PP |
7,093.8 |
7,093.8 |
7,093.8 |
7,116.3 |
S1 |
7,004.2 |
7,004.2 |
7,086.6 |
7,049.0 |
S2 |
6,904.3 |
6,904.3 |
7,069.3 |
|
S3 |
6,714.8 |
6,814.7 |
7,051.9 |
|
S4 |
6,525.3 |
6,625.2 |
6,999.8 |
|
|
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 |
7,183.5 |
6,907.0 |
276.5 |
3.9% |
160.4 |
2.3% |
71% |
True |
False |
1,721 |
10 |
7,183.5 |
6,763.5 |
420.0 |
5.9% |
162.1 |
2.3% |
81% |
True |
False |
1,950 |
20 |
7,183.5 |
6,450.0 |
733.5 |
10.3% |
196.4 |
2.8% |
89% |
True |
False |
1,348 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
179.1 |
2.5% |
35% |
False |
False |
1,501 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
155.4 |
2.2% |
35% |
False |
False |
1,588 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
135.1 |
1.9% |
35% |
False |
False |
1,294 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
116.5 |
1.6% |
35% |
False |
False |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,988.9 |
2.618 |
7,679.6 |
1.618 |
7,490.1 |
1.000 |
7,373.0 |
0.618 |
7,300.6 |
HIGH |
7,183.5 |
0.618 |
7,111.1 |
0.500 |
7,088.8 |
0.382 |
7,066.4 |
LOW |
6,994.0 |
0.618 |
6,876.9 |
1.000 |
6,804.5 |
1.618 |
6,687.4 |
2.618 |
6,497.9 |
4.250 |
6,188.6 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,098.9 |
7,084.4 |
PP |
7,093.8 |
7,064.8 |
S1 |
7,088.8 |
7,045.3 |
|