Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
962.9 |
968.6 |
5.7 |
0.6% |
915.0 |
High |
975.0 |
984.0 |
9.0 |
0.9% |
965.0 |
Low |
962.9 |
966.5 |
3.6 |
0.4% |
914.2 |
Close |
970.1 |
976.7 |
6.6 |
0.7% |
956.6 |
Range |
12.1 |
17.5 |
5.4 |
44.6% |
50.8 |
ATR |
15.9 |
16.0 |
0.1 |
0.7% |
0.0 |
Volume |
1,047 |
759 |
-288 |
-27.5% |
12,415 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.2 |
1,020.0 |
986.3 |
|
R3 |
1,010.7 |
1,002.5 |
981.5 |
|
R2 |
993.2 |
993.2 |
979.9 |
|
R1 |
985.0 |
985.0 |
978.3 |
989.1 |
PP |
975.7 |
975.7 |
975.7 |
977.8 |
S1 |
967.5 |
967.5 |
975.1 |
971.6 |
S2 |
958.2 |
958.2 |
973.5 |
|
S3 |
940.7 |
950.0 |
971.9 |
|
S4 |
923.2 |
932.5 |
967.1 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.7 |
1,077.9 |
984.5 |
|
R3 |
1,046.9 |
1,027.1 |
970.6 |
|
R2 |
996.1 |
996.1 |
965.9 |
|
R1 |
976.3 |
976.3 |
961.3 |
986.2 |
PP |
945.3 |
945.3 |
945.3 |
950.2 |
S1 |
925.5 |
925.5 |
951.9 |
935.4 |
S2 |
894.5 |
894.5 |
947.3 |
|
S3 |
843.7 |
874.7 |
942.6 |
|
S4 |
792.9 |
823.9 |
928.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984.0 |
940.0 |
44.0 |
4.5% |
15.8 |
1.6% |
83% |
True |
False |
1,385 |
10 |
984.0 |
910.4 |
73.6 |
7.5% |
16.2 |
1.7% |
90% |
True |
False |
1,885 |
20 |
984.0 |
900.4 |
83.6 |
8.6% |
15.2 |
1.6% |
91% |
True |
False |
1,915 |
40 |
984.0 |
868.4 |
115.6 |
11.8% |
14.7 |
1.5% |
94% |
True |
False |
1,715 |
60 |
984.0 |
812.0 |
172.0 |
17.6% |
13.0 |
1.3% |
96% |
True |
False |
1,408 |
80 |
984.0 |
800.7 |
183.3 |
18.8% |
12.7 |
1.3% |
96% |
True |
False |
1,297 |
100 |
984.0 |
761.0 |
223.0 |
22.8% |
11.5 |
1.2% |
97% |
True |
False |
1,155 |
120 |
984.0 |
734.2 |
249.8 |
25.6% |
9.9 |
1.0% |
97% |
True |
False |
1,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,058.4 |
2.618 |
1,029.8 |
1.618 |
1,012.3 |
1.000 |
1,001.5 |
0.618 |
994.8 |
HIGH |
984.0 |
0.618 |
977.3 |
0.500 |
975.3 |
0.382 |
973.2 |
LOW |
966.5 |
0.618 |
955.7 |
1.000 |
949.0 |
1.618 |
938.2 |
2.618 |
920.7 |
4.250 |
892.1 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
976.2 |
971.8 |
PP |
975.7 |
966.9 |
S1 |
975.3 |
962.0 |
|