Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,349.75 |
1,373.00 |
23.25 |
1.7% |
1,336.00 |
High |
1,387.25 |
1,398.00 |
10.75 |
0.8% |
1,398.00 |
Low |
1,331.50 |
1,371.50 |
40.00 |
3.0% |
1,310.25 |
Close |
1,379.50 |
1,397.00 |
17.50 |
1.3% |
1,397.00 |
Range |
55.75 |
26.50 |
-29.25 |
-52.5% |
87.75 |
ATR |
38.07 |
37.24 |
-0.83 |
-2.2% |
0.00 |
Volume |
2,609,409 |
3,192,392 |
582,983 |
22.3% |
11,940,176 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.25 |
1,459.25 |
1,411.50 |
|
R3 |
1,441.75 |
1,432.75 |
1,404.25 |
|
R2 |
1,415.25 |
1,415.25 |
1,401.75 |
|
R1 |
1,406.25 |
1,406.25 |
1,399.50 |
1,410.75 |
PP |
1,388.75 |
1,388.75 |
1,388.75 |
1,391.00 |
S1 |
1,379.75 |
1,379.75 |
1,394.50 |
1,384.25 |
S2 |
1,362.25 |
1,362.25 |
1,392.25 |
|
S3 |
1,335.75 |
1,353.25 |
1,389.75 |
|
S4 |
1,309.25 |
1,326.75 |
1,382.50 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.75 |
1,602.00 |
1,445.25 |
|
R3 |
1,544.00 |
1,514.25 |
1,421.25 |
|
R2 |
1,456.25 |
1,456.25 |
1,413.00 |
|
R1 |
1,426.50 |
1,426.50 |
1,405.00 |
1,441.50 |
PP |
1,368.50 |
1,368.50 |
1,368.50 |
1,375.75 |
S1 |
1,338.75 |
1,338.75 |
1,389.00 |
1,353.50 |
S2 |
1,280.75 |
1,280.75 |
1,381.00 |
|
S3 |
1,193.00 |
1,251.00 |
1,372.75 |
|
S4 |
1,105.25 |
1,163.25 |
1,348.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,398.00 |
1,310.25 |
87.75 |
6.3% |
37.50 |
2.7% |
99% |
True |
False |
2,388,035 |
10 |
1,398.00 |
1,255.50 |
142.50 |
10.2% |
45.75 |
3.3% |
99% |
True |
False |
2,985,049 |
20 |
1,463.25 |
1,255.50 |
207.75 |
14.9% |
40.50 |
2.9% |
68% |
False |
False |
2,675,599 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.2% |
32.50 |
2.3% |
50% |
False |
False |
1,762,391 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.2% |
31.75 |
2.3% |
50% |
False |
False |
1,177,999 |
80 |
1,598.50 |
1,255.50 |
343.00 |
24.6% |
29.50 |
2.1% |
41% |
False |
False |
883,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.50 |
2.618 |
1,467.50 |
1.618 |
1,441.00 |
1.000 |
1,424.50 |
0.618 |
1,414.50 |
HIGH |
1,398.00 |
0.618 |
1,388.00 |
0.500 |
1,384.75 |
0.382 |
1,381.50 |
LOW |
1,371.50 |
0.618 |
1,355.00 |
1.000 |
1,345.00 |
1.618 |
1,328.50 |
2.618 |
1,302.00 |
4.250 |
1,259.00 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,393.00 |
1,386.25 |
PP |
1,388.75 |
1,375.50 |
S1 |
1,384.75 |
1,364.75 |
|