Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,438.28 |
12,638.17 |
199.89 |
1.6% |
12,205.71 |
High |
12,702.38 |
12,767.74 |
65.36 |
0.5% |
12,767.74 |
Low |
12,249.93 |
12,602.32 |
352.39 |
2.9% |
12,112.14 |
Close |
12,628.49 |
12,742.79 |
114.30 |
0.9% |
12,742.79 |
Range |
452.45 |
165.42 |
-287.03 |
-63.4% |
655.60 |
ATR |
279.18 |
271.06 |
-8.13 |
-2.9% |
0.00 |
Volume |
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|
|
|
|
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Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,200.54 |
13,137.09 |
12,833.77 |
|
R3 |
13,035.12 |
12,971.67 |
12,788.28 |
|
R2 |
12,869.70 |
12,869.70 |
12,773.12 |
|
R1 |
12,806.25 |
12,806.25 |
12,757.95 |
12,837.98 |
PP |
12,704.28 |
12,704.28 |
12,704.28 |
12,720.15 |
S1 |
12,640.83 |
12,640.83 |
12,727.63 |
12,672.56 |
S2 |
12,538.86 |
12,538.86 |
12,712.46 |
|
S3 |
12,373.44 |
12,475.41 |
12,697.30 |
|
S4 |
12,208.02 |
12,309.99 |
12,651.81 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,507.69 |
14,280.84 |
13,103.37 |
|
R3 |
13,852.09 |
13,625.24 |
12,923.08 |
|
R2 |
13,196.49 |
13,196.49 |
12,862.98 |
|
R1 |
12,969.64 |
12,969.64 |
12,802.89 |
13,083.07 |
PP |
12,540.89 |
12,540.89 |
12,540.89 |
12,597.60 |
S1 |
12,314.04 |
12,314.04 |
12,682.69 |
12,427.47 |
S2 |
11,885.29 |
11,885.29 |
12,622.60 |
|
S3 |
11,229.69 |
11,658.44 |
12,562.50 |
|
S4 |
10,574.09 |
11,002.84 |
12,382.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,767.74 |
12,112.14 |
655.60 |
5.1% |
264.63 |
2.1% |
96% |
True |
False |
|
10 |
12,767.74 |
11,634.82 |
1,132.92 |
8.9% |
319.26 |
2.5% |
98% |
True |
False |
|
20 |
13,046.72 |
11,634.82 |
1,411.90 |
11.1% |
293.37 |
2.3% |
78% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
16.8% |
238.59 |
1.9% |
52% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
16.8% |
233.20 |
1.8% |
52% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.1% |
220.52 |
1.7% |
43% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.1% |
201.50 |
1.6% |
43% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.1% |
201.46 |
1.6% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,470.78 |
2.618 |
13,200.81 |
1.618 |
13,035.39 |
1.000 |
12,933.16 |
0.618 |
12,869.97 |
HIGH |
12,767.74 |
0.618 |
12,704.55 |
0.500 |
12,685.03 |
0.382 |
12,665.51 |
LOW |
12,602.32 |
0.618 |
12,500.09 |
1.000 |
12,436.90 |
1.618 |
12,334.67 |
2.618 |
12,169.25 |
4.250 |
11,899.29 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,723.54 |
12,664.81 |
PP |
12,704.28 |
12,586.82 |
S1 |
12,685.03 |
12,508.84 |
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