Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,343.25 |
1,331.75 |
-11.50 |
-0.9% |
1,336.00 |
High |
1,353.25 |
1,348.50 |
-4.75 |
-0.4% |
1,398.00 |
Low |
1,324.75 |
1,312.75 |
-12.00 |
-0.9% |
1,310.25 |
Close |
1,330.00 |
1,340.25 |
10.25 |
0.8% |
1,397.00 |
Range |
28.50 |
35.75 |
7.25 |
25.4% |
87.75 |
ATR |
36.11 |
36.09 |
-0.03 |
-0.1% |
0.00 |
Volume |
2,517,764 |
2,162,714 |
-355,050 |
-14.1% |
11,940,176 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.00 |
1,426.50 |
1,360.00 |
|
R3 |
1,405.25 |
1,390.75 |
1,350.00 |
|
R2 |
1,369.50 |
1,369.50 |
1,346.75 |
|
R1 |
1,355.00 |
1,355.00 |
1,343.50 |
1,362.25 |
PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,337.50 |
S1 |
1,319.25 |
1,319.25 |
1,337.00 |
1,326.50 |
S2 |
1,298.00 |
1,298.00 |
1,333.75 |
|
S3 |
1,262.25 |
1,283.50 |
1,330.50 |
|
S4 |
1,226.50 |
1,247.75 |
1,320.50 |
|
|
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 |
1,400.00 |
1,312.75 |
87.25 |
6.5% |
31.25 |
2.3% |
32% |
False |
True |
2,276,496 |
10 |
1,400.00 |
1,310.25 |
89.75 |
6.7% |
36.00 |
2.7% |
33% |
False |
False |
2,256,218 |
20 |
1,436.25 |
1,255.50 |
180.75 |
13.5% |
39.75 |
3.0% |
47% |
False |
False |
2,644,859 |
40 |
1,538.25 |
1,255.50 |
282.75 |
21.1% |
33.50 |
2.5% |
30% |
False |
False |
1,962,804 |
60 |
1,538.25 |
1,255.50 |
282.75 |
21.1% |
31.50 |
2.3% |
30% |
False |
False |
1,314,160 |
80 |
1,572.75 |
1,255.50 |
317.25 |
23.7% |
30.00 |
2.2% |
27% |
False |
False |
986,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.50 |
2.618 |
1,442.00 |
1.618 |
1,406.25 |
1.000 |
1,384.25 |
0.618 |
1,370.50 |
HIGH |
1,348.50 |
0.618 |
1,334.75 |
0.500 |
1,330.50 |
0.382 |
1,326.50 |
LOW |
1,312.75 |
0.618 |
1,290.75 |
1.000 |
1,277.00 |
1.618 |
1,255.00 |
2.618 |
1,219.25 |
4.250 |
1,160.75 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,337.00 |
1,347.00 |
PP |
1,333.75 |
1,344.75 |
S1 |
1,330.50 |
1,342.50 |
|