Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
7,050.0 |
6,944.0 |
-106.0 |
-1.5% |
6,985.0 |
High |
7,085.5 |
6,954.0 |
-131.5 |
-1.9% |
7,124.0 |
Low |
6,945.5 |
6,765.0 |
-180.5 |
-2.6% |
6,765.0 |
Close |
6,955.5 |
6,822.5 |
-133.0 |
-1.9% |
6,822.5 |
Range |
140.0 |
189.0 |
49.0 |
35.0% |
359.0 |
ATR |
174.2 |
175.4 |
1.2 |
0.7% |
0.0 |
Volume |
393 |
1,002 |
609 |
155.0% |
2,993 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,414.2 |
7,307.3 |
6,926.5 |
|
R3 |
7,225.2 |
7,118.3 |
6,874.5 |
|
R2 |
7,036.2 |
7,036.2 |
6,857.2 |
|
R1 |
6,929.3 |
6,929.3 |
6,839.8 |
6,888.3 |
PP |
6,847.2 |
6,847.2 |
6,847.2 |
6,826.6 |
S1 |
6,740.3 |
6,740.3 |
6,805.2 |
6,699.3 |
S2 |
6,658.2 |
6,658.2 |
6,787.9 |
|
S3 |
6,469.2 |
6,551.3 |
6,770.5 |
|
S4 |
6,280.2 |
6,362.3 |
6,718.6 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,980.8 |
7,760.7 |
7,020.0 |
|
R3 |
7,621.8 |
7,401.7 |
6,921.2 |
|
R2 |
7,262.8 |
7,262.8 |
6,888.3 |
|
R1 |
7,042.7 |
7,042.7 |
6,855.4 |
6,973.3 |
PP |
6,903.8 |
6,903.8 |
6,903.8 |
6,869.1 |
S1 |
6,683.7 |
6,683.7 |
6,789.6 |
6,614.3 |
S2 |
6,544.8 |
6,544.8 |
6,756.7 |
|
S3 |
6,185.8 |
6,324.7 |
6,723.8 |
|
S4 |
5,826.8 |
5,965.7 |
6,625.1 |
|
|
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 |
6,765.0 |
359.0 |
5.3% |
136.2 |
2.0% |
16% |
False |
True |
598 |
10 |
7,183.5 |
6,765.0 |
418.5 |
6.1% |
141.4 |
2.1% |
14% |
False |
True |
1,099 |
20 |
7,183.5 |
6,763.5 |
420.0 |
6.2% |
155.5 |
2.3% |
14% |
False |
False |
1,378 |
40 |
8,079.5 |
6,450.0 |
1,629.5 |
23.9% |
183.3 |
2.7% |
23% |
False |
False |
1,073 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
159.8 |
2.3% |
20% |
False |
False |
1,640 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
142.9 |
2.1% |
20% |
False |
False |
1,350 |
100 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
125.0 |
1.8% |
20% |
False |
False |
1,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,757.3 |
2.618 |
7,448.8 |
1.618 |
7,259.8 |
1.000 |
7,143.0 |
0.618 |
7,070.8 |
HIGH |
6,954.0 |
0.618 |
6,881.8 |
0.500 |
6,859.5 |
0.382 |
6,837.2 |
LOW |
6,765.0 |
0.618 |
6,648.2 |
1.000 |
6,576.0 |
1.618 |
6,459.2 |
2.618 |
6,270.2 |
4.250 |
5,961.8 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,859.5 |
6,938.5 |
PP |
6,847.2 |
6,899.8 |
S1 |
6,834.8 |
6,861.2 |
|