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 |
1,396.75 |
1,379.25 |
-17.50 |
-1.3% |
1,336.00 |
High |
1,400.00 |
1,381.25 |
-18.75 |
-1.3% |
1,398.00 |
Low |
1,378.00 |
1,337.50 |
-40.50 |
-2.9% |
1,310.25 |
Close |
1,378.75 |
1,343.25 |
-35.50 |
-2.6% |
1,397.00 |
Range |
22.00 |
43.75 |
21.75 |
98.9% |
87.75 |
ATR |
36.16 |
36.70 |
0.54 |
1.5% |
0.00 |
Volume |
2,290,938 |
1,218,675 |
-1,072,263 |
-46.8% |
11,940,176 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.25 |
1,458.00 |
1,367.25 |
|
R3 |
1,441.50 |
1,414.25 |
1,355.25 |
|
R2 |
1,397.75 |
1,397.75 |
1,351.25 |
|
R1 |
1,370.50 |
1,370.50 |
1,347.25 |
1,362.25 |
PP |
1,354.00 |
1,354.00 |
1,354.00 |
1,350.00 |
S1 |
1,326.75 |
1,326.75 |
1,339.25 |
1,318.50 |
S2 |
1,310.25 |
1,310.25 |
1,335.25 |
|
S3 |
1,266.50 |
1,283.00 |
1,331.25 |
|
S4 |
1,222.75 |
1,239.25 |
1,319.25 |
|
|
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 |
5.1% |
37.75 |
2.8% |
17% |
False |
False |
2,178,583 |
10 |
1,400.00 |
1,261.00 |
139.00 |
10.3% |
40.25 |
3.0% |
59% |
False |
False |
2,673,638 |
20 |
1,437.75 |
1,255.50 |
182.25 |
13.6% |
40.25 |
3.0% |
48% |
False |
False |
2,677,794 |
40 |
1,538.25 |
1,255.50 |
282.75 |
21.0% |
32.75 |
2.4% |
31% |
False |
False |
1,848,592 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.0% |
31.50 |
2.3% |
31% |
False |
False |
1,236,335 |
80 |
1,587.75 |
1,255.50 |
332.25 |
24.7% |
29.75 |
2.2% |
26% |
False |
False |
927,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,567.25 |
2.618 |
1,495.75 |
1.618 |
1,452.00 |
1.000 |
1,425.00 |
0.618 |
1,408.25 |
HIGH |
1,381.25 |
0.618 |
1,364.50 |
0.500 |
1,359.50 |
0.382 |
1,354.25 |
LOW |
1,337.50 |
0.618 |
1,310.50 |
1.000 |
1,293.75 |
1.618 |
1,266.75 |
2.618 |
1,223.00 |
4.250 |
1,151.50 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,359.50 |
1,368.75 |
PP |
1,354.00 |
1,360.25 |
S1 |
1,348.50 |
1,351.75 |
|