Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,743.11 |
12,631.85 |
-111.26 |
-0.9% |
12,205.71 |
High |
12,749.78 |
12,631.93 |
-117.85 |
-0.9% |
12,767.74 |
Low |
12,621.83 |
12,264.07 |
-357.76 |
-2.8% |
12,112.14 |
Close |
12,635.16 |
12,265.62 |
-369.54 |
-2.9% |
12,742.79 |
Range |
127.95 |
367.86 |
239.91 |
187.5% |
655.60 |
ATR |
260.84 |
268.71 |
7.88 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,490.79 |
13,246.06 |
12,467.94 |
|
R3 |
13,122.93 |
12,878.20 |
12,366.78 |
|
R2 |
12,755.07 |
12,755.07 |
12,333.06 |
|
R1 |
12,510.34 |
12,510.34 |
12,299.34 |
12,448.78 |
PP |
12,387.21 |
12,387.21 |
12,387.21 |
12,356.42 |
S1 |
12,142.48 |
12,142.48 |
12,231.90 |
12,080.92 |
S2 |
12,019.35 |
12,019.35 |
12,198.18 |
|
S3 |
11,651.49 |
11,774.62 |
12,164.46 |
|
S4 |
11,283.63 |
11,406.76 |
12,063.30 |
|
|
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 |
4.2% |
277.78 |
2.3% |
3% |
False |
False |
|
10 |
12,767.74 |
11,644.81 |
1,122.93 |
9.2% |
291.14 |
2.4% |
55% |
False |
False |
|
20 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
297.76 |
2.4% |
49% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
240.41 |
2.0% |
29% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
232.81 |
1.9% |
29% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
223.11 |
1.8% |
25% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
203.52 |
1.7% |
25% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
202.50 |
1.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,195.34 |
2.618 |
13,594.99 |
1.618 |
13,227.13 |
1.000 |
12,999.79 |
0.618 |
12,859.27 |
HIGH |
12,631.93 |
0.618 |
12,491.41 |
0.500 |
12,448.00 |
0.382 |
12,404.59 |
LOW |
12,264.07 |
0.618 |
12,036.73 |
1.000 |
11,896.21 |
1.618 |
11,668.87 |
2.618 |
11,301.01 |
4.250 |
10,700.67 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,448.00 |
12,515.91 |
PP |
12,387.21 |
12,432.48 |
S1 |
12,326.41 |
12,349.05 |
|