Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,960.5 |
6,985.0 |
24.5 |
0.4% |
6,995.0 |
High |
6,980.0 |
7,030.0 |
50.0 |
0.7% |
7,183.5 |
Low |
6,860.0 |
6,923.5 |
63.5 |
0.9% |
6,860.0 |
Close |
6,884.5 |
6,981.5 |
97.0 |
1.4% |
6,884.5 |
Range |
120.0 |
106.5 |
-13.5 |
-11.3% |
323.5 |
ATR |
185.4 |
182.5 |
-2.8 |
-1.5% |
0.0 |
Volume |
738 |
364 |
-374 |
-50.7% |
8,006 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,297.8 |
7,246.2 |
7,040.1 |
|
R3 |
7,191.3 |
7,139.7 |
7,010.8 |
|
R2 |
7,084.8 |
7,084.8 |
7,001.0 |
|
R1 |
7,033.2 |
7,033.2 |
6,991.3 |
7,005.8 |
PP |
6,978.3 |
6,978.3 |
6,978.3 |
6,964.6 |
S1 |
6,926.7 |
6,926.7 |
6,971.7 |
6,899.3 |
S2 |
6,871.8 |
6,871.8 |
6,962.0 |
|
S3 |
6,765.3 |
6,820.2 |
6,952.2 |
|
S4 |
6,658.8 |
6,713.7 |
6,922.9 |
|
|
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 |
4.6% |
145.1 |
2.1% |
38% |
False |
False |
1,350 |
10 |
7,183.5 |
6,860.0 |
323.5 |
4.6% |
155.6 |
2.2% |
38% |
False |
False |
1,399 |
20 |
7,183.5 |
6,763.5 |
420.0 |
6.0% |
157.6 |
2.3% |
52% |
False |
False |
1,383 |
40 |
8,258.0 |
6,450.0 |
1,808.0 |
25.9% |
181.9 |
2.6% |
29% |
False |
False |
1,060 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
157.4 |
2.3% |
29% |
False |
False |
1,621 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
138.8 |
2.0% |
29% |
False |
False |
1,319 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
120.2 |
1.7% |
29% |
False |
False |
1,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,482.6 |
2.618 |
7,308.8 |
1.618 |
7,202.3 |
1.000 |
7,136.5 |
0.618 |
7,095.8 |
HIGH |
7,030.0 |
0.618 |
6,989.3 |
0.500 |
6,976.8 |
0.382 |
6,964.2 |
LOW |
6,923.5 |
0.618 |
6,857.7 |
1.000 |
6,817.0 |
1.618 |
6,751.2 |
2.618 |
6,644.7 |
4.250 |
6,470.9 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,979.9 |
6,987.3 |
PP |
6,978.3 |
6,985.3 |
S1 |
6,976.8 |
6,983.4 |
|