Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,063.0 |
7,035.0 |
-28.0 |
-0.4% |
6,840.0 |
High |
7,183.5 |
7,096.5 |
-87.0 |
-1.2% |
7,164.0 |
Low |
6,994.0 |
6,956.5 |
-37.5 |
-0.5% |
6,798.0 |
Close |
7,104.0 |
7,001.0 |
-103.0 |
-1.4% |
6,933.0 |
Range |
189.5 |
140.0 |
-49.5 |
-26.1% |
366.0 |
ATR |
194.0 |
190.7 |
-3.3 |
-1.7% |
0.0 |
Volume |
2,759 |
2,076 |
-683 |
-24.8% |
7,900 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,438.0 |
7,359.5 |
7,078.0 |
|
R3 |
7,298.0 |
7,219.5 |
7,039.5 |
|
R2 |
7,158.0 |
7,158.0 |
7,026.7 |
|
R1 |
7,079.5 |
7,079.5 |
7,013.8 |
7,048.8 |
PP |
7,018.0 |
7,018.0 |
7,018.0 |
7,002.6 |
S1 |
6,939.5 |
6,939.5 |
6,988.2 |
6,908.8 |
S2 |
6,878.0 |
6,878.0 |
6,975.3 |
|
S3 |
6,738.0 |
6,799.5 |
6,962.5 |
|
S4 |
6,598.0 |
6,659.5 |
6,924.0 |
|
|
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% |
157.6 |
2.3% |
34% |
False |
False |
1,707 |
10 |
7,183.5 |
6,763.5 |
420.0 |
6.0% |
159.6 |
2.3% |
57% |
False |
False |
2,075 |
20 |
7,183.5 |
6,685.0 |
498.5 |
7.1% |
175.9 |
2.5% |
63% |
False |
False |
1,413 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
180.2 |
2.6% |
30% |
False |
False |
1,359 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
156.8 |
2.2% |
30% |
False |
False |
1,605 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
135.7 |
1.9% |
30% |
False |
False |
1,310 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
117.9 |
1.7% |
30% |
False |
False |
1,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,691.5 |
2.618 |
7,463.0 |
1.618 |
7,323.0 |
1.000 |
7,236.5 |
0.618 |
7,183.0 |
HIGH |
7,096.5 |
0.618 |
7,043.0 |
0.500 |
7,026.5 |
0.382 |
7,010.0 |
LOW |
6,956.5 |
0.618 |
6,870.0 |
1.000 |
6,816.5 |
1.618 |
6,730.0 |
2.618 |
6,590.0 |
4.250 |
6,361.5 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,026.5 |
7,070.0 |
PP |
7,018.0 |
7,047.0 |
S1 |
7,009.5 |
7,024.0 |
|