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 |
1,373.00 |
1,396.75 |
23.75 |
1.7% |
1,336.00 |
High |
1,398.00 |
1,400.00 |
2.00 |
0.1% |
1,398.00 |
Low |
1,371.50 |
1,378.00 |
6.50 |
0.5% |
1,310.25 |
Close |
1,397.00 |
1,378.75 |
-18.25 |
-1.3% |
1,397.00 |
Range |
26.50 |
22.00 |
-4.50 |
-17.0% |
87.75 |
ATR |
37.24 |
36.16 |
-1.09 |
-2.9% |
0.00 |
Volume |
3,192,392 |
2,290,938 |
-901,454 |
-28.2% |
11,940,176 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.50 |
1,437.25 |
1,390.75 |
|
R3 |
1,429.50 |
1,415.25 |
1,384.75 |
|
R2 |
1,407.50 |
1,407.50 |
1,382.75 |
|
R1 |
1,393.25 |
1,393.25 |
1,380.75 |
1,389.50 |
PP |
1,385.50 |
1,385.50 |
1,385.50 |
1,383.75 |
S1 |
1,371.25 |
1,371.25 |
1,376.75 |
1,367.50 |
S2 |
1,363.50 |
1,363.50 |
1,374.75 |
|
S3 |
1,341.50 |
1,349.25 |
1,372.75 |
|
S4 |
1,319.50 |
1,327.25 |
1,366.75 |
|
|
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 |
1,400.00 |
1,331.50 |
68.50 |
5.0% |
32.25 |
2.3% |
69% |
True |
False |
2,337,620 |
10 |
1,400.00 |
1,255.50 |
144.50 |
10.5% |
43.50 |
3.2% |
85% |
True |
False |
2,873,725 |
20 |
1,437.75 |
1,255.50 |
182.25 |
13.2% |
39.25 |
2.8% |
68% |
False |
False |
2,726,834 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
32.50 |
2.4% |
44% |
False |
False |
1,818,845 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
31.25 |
2.3% |
44% |
False |
False |
1,216,121 |
80 |
1,598.50 |
1,255.50 |
343.00 |
24.9% |
29.50 |
2.1% |
36% |
False |
False |
912,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.50 |
2.618 |
1,457.50 |
1.618 |
1,435.50 |
1.000 |
1,422.00 |
0.618 |
1,413.50 |
HIGH |
1,400.00 |
0.618 |
1,391.50 |
0.500 |
1,389.00 |
0.382 |
1,386.50 |
LOW |
1,378.00 |
0.618 |
1,364.50 |
1.000 |
1,356.00 |
1.618 |
1,342.50 |
2.618 |
1,320.50 |
4.250 |
1,284.50 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,389.00 |
1,374.50 |
PP |
1,385.50 |
1,370.00 |
S1 |
1,382.25 |
1,365.75 |
|