Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,257.25 |
12,196.20 |
-61.05 |
-0.5% |
12,205.71 |
High |
12,390.32 |
12,332.52 |
-57.80 |
-0.5% |
12,767.74 |
Low |
12,178.15 |
12,120.44 |
-57.71 |
-0.5% |
12,112.14 |
Close |
12,200.26 |
12,247.00 |
46.74 |
0.4% |
12,742.79 |
Range |
212.17 |
212.08 |
-0.09 |
0.0% |
655.60 |
ATR |
264.67 |
260.92 |
-3.76 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,869.56 |
12,770.36 |
12,363.64 |
|
R3 |
12,657.48 |
12,558.28 |
12,305.32 |
|
R2 |
12,445.40 |
12,445.40 |
12,285.88 |
|
R1 |
12,346.20 |
12,346.20 |
12,266.44 |
12,395.80 |
PP |
12,233.32 |
12,233.32 |
12,233.32 |
12,258.12 |
S1 |
12,134.12 |
12,134.12 |
12,227.56 |
12,183.72 |
S2 |
12,021.24 |
12,021.24 |
12,208.12 |
|
S3 |
11,809.16 |
11,922.04 |
12,188.68 |
|
S4 |
11,597.08 |
11,709.96 |
12,130.36 |
|
|
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 |
12,120.44 |
647.30 |
5.3% |
217.10 |
1.8% |
20% |
False |
True |
|
10 |
12,767.74 |
12,112.14 |
655.60 |
5.4% |
254.64 |
2.1% |
21% |
False |
False |
|
20 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
290.08 |
2.4% |
47% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
246.09 |
2.0% |
29% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
231.22 |
1.9% |
29% |
False |
False |
|
80 |
14,118.52 |
11,634.82 |
2,483.70 |
20.3% |
224.22 |
1.8% |
25% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
204.64 |
1.7% |
24% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
200.60 |
1.6% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,233.86 |
2.618 |
12,887.75 |
1.618 |
12,675.67 |
1.000 |
12,544.60 |
0.618 |
12,463.59 |
HIGH |
12,332.52 |
0.618 |
12,251.51 |
0.500 |
12,226.48 |
0.382 |
12,201.45 |
LOW |
12,120.44 |
0.618 |
11,989.37 |
1.000 |
11,908.36 |
1.618 |
11,777.29 |
2.618 |
11,565.21 |
4.250 |
11,219.10 |
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|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,240.16 |
12,376.19 |
PP |
12,233.32 |
12,333.12 |
S1 |
12,226.48 |
12,290.06 |
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