Trading Metrics calculated at close of trading on 04-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,638.17 |
12,743.11 |
104.94 |
0.8% |
12,205.71 |
High |
12,767.74 |
12,749.78 |
-17.96 |
-0.1% |
12,767.74 |
Low |
12,602.32 |
12,621.83 |
19.51 |
0.2% |
12,112.14 |
Close |
12,742.79 |
12,635.16 |
-107.63 |
-0.8% |
12,742.79 |
Range |
165.42 |
127.95 |
-37.47 |
-22.7% |
655.60 |
ATR |
271.06 |
260.84 |
-10.22 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,052.77 |
12,971.92 |
12,705.53 |
|
R3 |
12,924.82 |
12,843.97 |
12,670.35 |
|
R2 |
12,796.87 |
12,796.87 |
12,658.62 |
|
R1 |
12,716.02 |
12,716.02 |
12,646.89 |
12,692.47 |
PP |
12,668.92 |
12,668.92 |
12,668.92 |
12,657.15 |
S1 |
12,588.07 |
12,588.07 |
12,623.43 |
12,564.52 |
S2 |
12,540.97 |
12,540.97 |
12,611.70 |
|
S3 |
12,413.02 |
12,460.12 |
12,599.97 |
|
S4 |
12,285.07 |
12,332.17 |
12,564.79 |
|
|
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 |
12,249.93 |
517.81 |
4.1% |
235.44 |
1.9% |
74% |
False |
False |
|
10 |
12,767.74 |
11,634.82 |
1,132.92 |
9.0% |
300.14 |
2.4% |
88% |
False |
False |
|
20 |
12,931.29 |
11,634.82 |
1,296.47 |
10.3% |
286.88 |
2.3% |
77% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
236.38 |
1.9% |
47% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
232.70 |
1.8% |
47% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
220.46 |
1.7% |
39% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
200.82 |
1.6% |
39% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
201.53 |
1.6% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,293.57 |
2.618 |
13,084.75 |
1.618 |
12,956.80 |
1.000 |
12,877.73 |
0.618 |
12,828.85 |
HIGH |
12,749.78 |
0.618 |
12,700.90 |
0.500 |
12,685.81 |
0.382 |
12,670.71 |
LOW |
12,621.83 |
0.618 |
12,542.76 |
1.000 |
12,493.88 |
1.618 |
12,414.81 |
2.618 |
12,286.86 |
4.250 |
12,078.04 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,685.81 |
12,593.05 |
PP |
12,668.92 |
12,550.94 |
S1 |
12,652.04 |
12,508.84 |
|