Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,985.0 |
7,015.0 |
30.0 |
0.4% |
6,995.0 |
High |
7,030.0 |
7,124.0 |
94.0 |
1.3% |
7,183.5 |
Low |
6,923.5 |
7,012.0 |
88.5 |
1.3% |
6,860.0 |
Close |
6,981.5 |
7,079.0 |
97.5 |
1.4% |
6,884.5 |
Range |
106.5 |
112.0 |
5.5 |
5.2% |
323.5 |
ATR |
182.5 |
179.7 |
-2.9 |
-1.6% |
0.0 |
Volume |
364 |
542 |
178 |
48.9% |
8,006 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,407.7 |
7,355.3 |
7,140.6 |
|
R3 |
7,295.7 |
7,243.3 |
7,109.8 |
|
R2 |
7,183.7 |
7,183.7 |
7,099.5 |
|
R1 |
7,131.3 |
7,131.3 |
7,089.3 |
7,157.5 |
PP |
7,071.7 |
7,071.7 |
7,071.7 |
7,084.8 |
S1 |
7,019.3 |
7,019.3 |
7,068.7 |
7,045.5 |
S2 |
6,959.7 |
6,959.7 |
7,058.5 |
|
S3 |
6,847.7 |
6,907.3 |
7,048.2 |
|
S4 |
6,735.7 |
6,795.3 |
7,017.4 |
|
|
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 |
7,124.0 |
6,860.0 |
264.0 |
3.7% |
129.6 |
1.8% |
83% |
True |
False |
907 |
10 |
7,183.5 |
6,860.0 |
323.5 |
4.6% |
145.0 |
2.0% |
68% |
False |
False |
1,314 |
20 |
7,183.5 |
6,763.5 |
420.0 |
5.9% |
158.7 |
2.2% |
75% |
False |
False |
1,380 |
40 |
8,258.0 |
6,450.0 |
1,808.0 |
25.5% |
182.9 |
2.6% |
35% |
False |
False |
1,062 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
157.6 |
2.2% |
34% |
False |
False |
1,620 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
139.8 |
2.0% |
34% |
False |
False |
1,326 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
121.2 |
1.7% |
34% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,600.0 |
2.618 |
7,417.2 |
1.618 |
7,305.2 |
1.000 |
7,236.0 |
0.618 |
7,193.2 |
HIGH |
7,124.0 |
0.618 |
7,081.2 |
0.500 |
7,068.0 |
0.382 |
7,054.8 |
LOW |
7,012.0 |
0.618 |
6,942.8 |
1.000 |
6,900.0 |
1.618 |
6,830.8 |
2.618 |
6,718.8 |
4.250 |
6,536.0 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,075.3 |
7,050.0 |
PP |
7,071.7 |
7,021.0 |
S1 |
7,068.0 |
6,992.0 |
|