Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,091.5 |
6,960.5 |
-131.0 |
-1.8% |
6,995.0 |
High |
7,114.5 |
6,980.0 |
-134.5 |
-1.9% |
7,183.5 |
Low |
6,945.0 |
6,860.0 |
-85.0 |
-1.2% |
6,860.0 |
Close |
6,995.5 |
6,884.5 |
-111.0 |
-1.6% |
6,884.5 |
Range |
169.5 |
120.0 |
-49.5 |
-29.2% |
323.5 |
ATR |
189.2 |
185.4 |
-3.8 |
-2.0% |
0.0 |
Volume |
817 |
738 |
-79 |
-9.7% |
8,006 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,268.2 |
7,196.3 |
6,950.5 |
|
R3 |
7,148.2 |
7,076.3 |
6,917.5 |
|
R2 |
7,028.2 |
7,028.2 |
6,906.5 |
|
R1 |
6,956.3 |
6,956.3 |
6,895.5 |
6,932.3 |
PP |
6,908.2 |
6,908.2 |
6,908.2 |
6,896.1 |
S1 |
6,836.3 |
6,836.3 |
6,873.5 |
6,812.3 |
S2 |
6,788.2 |
6,788.2 |
6,862.5 |
|
S3 |
6,668.2 |
6,716.3 |
6,851.5 |
|
S4 |
6,548.2 |
6,596.3 |
6,818.5 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,946.5 |
7,739.0 |
7,062.4 |
|
R3 |
7,623.0 |
7,415.5 |
6,973.5 |
|
R2 |
7,299.5 |
7,299.5 |
6,943.8 |
|
R1 |
7,092.0 |
7,092.0 |
6,914.2 |
7,034.0 |
PP |
6,976.0 |
6,976.0 |
6,976.0 |
6,947.0 |
S1 |
6,768.5 |
6,768.5 |
6,854.8 |
6,710.5 |
S2 |
6,652.5 |
6,652.5 |
6,825.2 |
|
S3 |
6,329.0 |
6,445.0 |
6,795.5 |
|
S4 |
6,005.5 |
6,121.5 |
6,706.6 |
|
|
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 |
6,860.0 |
323.5 |
4.7% |
146.5 |
2.1% |
8% |
False |
True |
1,601 |
10 |
7,183.5 |
6,798.0 |
385.5 |
5.6% |
156.9 |
2.3% |
22% |
False |
False |
1,590 |
20 |
7,183.5 |
6,685.0 |
498.5 |
7.2% |
167.8 |
2.4% |
40% |
False |
False |
1,428 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
183.0 |
2.7% |
23% |
False |
False |
1,064 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
159.3 |
2.3% |
23% |
False |
False |
1,621 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
137.7 |
2.0% |
23% |
False |
False |
1,323 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
120.2 |
1.7% |
23% |
False |
False |
1,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,490.0 |
2.618 |
7,294.2 |
1.618 |
7,174.2 |
1.000 |
7,100.0 |
0.618 |
7,054.2 |
HIGH |
6,980.0 |
0.618 |
6,934.2 |
0.500 |
6,920.0 |
0.382 |
6,905.8 |
LOW |
6,860.0 |
0.618 |
6,785.8 |
1.000 |
6,740.0 |
1.618 |
6,665.8 |
2.618 |
6,545.8 |
4.250 |
6,350.0 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,920.0 |
6,987.3 |
PP |
6,908.2 |
6,953.0 |
S1 |
6,896.3 |
6,918.8 |
|