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 |
7,061.5 |
7,022.5 |
-39.0 |
-0.6% |
6,615.0 |
High |
7,096.0 |
7,031.0 |
-65.0 |
-0.9% |
7,075.5 |
Low |
6,985.5 |
6,730.0 |
-255.5 |
-3.7% |
6,608.0 |
Close |
7,034.0 |
6,790.0 |
-244.0 |
-3.5% |
7,000.5 |
Range |
110.5 |
301.0 |
190.5 |
172.4% |
467.5 |
ATR |
208.9 |
215.7 |
6.8 |
3.3% |
0.0 |
Volume |
122,863 |
205,662 |
82,799 |
67.4% |
1,012,488 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,753.3 |
7,572.7 |
6,955.6 |
|
R3 |
7,452.3 |
7,271.7 |
6,872.8 |
|
R2 |
7,151.3 |
7,151.3 |
6,845.2 |
|
R1 |
6,970.7 |
6,970.7 |
6,817.6 |
6,910.5 |
PP |
6,850.3 |
6,850.3 |
6,850.3 |
6,820.3 |
S1 |
6,669.7 |
6,669.7 |
6,762.4 |
6,609.5 |
S2 |
6,549.3 |
6,549.3 |
6,734.8 |
|
S3 |
6,248.3 |
6,368.7 |
6,707.2 |
|
S4 |
5,947.3 |
6,067.7 |
6,624.5 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,297.2 |
8,116.3 |
7,257.6 |
|
R3 |
7,829.7 |
7,648.8 |
7,129.1 |
|
R2 |
7,362.2 |
7,362.2 |
7,086.2 |
|
R1 |
7,181.3 |
7,181.3 |
7,043.4 |
7,271.8 |
PP |
6,894.7 |
6,894.7 |
6,894.7 |
6,939.9 |
S1 |
6,713.8 |
6,713.8 |
6,957.6 |
6,804.3 |
S2 |
6,427.2 |
6,427.2 |
6,914.8 |
|
S3 |
5,959.7 |
6,246.3 |
6,871.9 |
|
S4 |
5,492.2 |
5,778.8 |
6,743.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,096.0 |
6,727.5 |
368.5 |
5.4% |
193.4 |
2.8% |
17% |
False |
False |
188,930 |
10 |
7,096.0 |
6,448.5 |
647.5 |
9.5% |
236.4 |
3.5% |
53% |
False |
False |
185,025 |
20 |
7,906.5 |
6,448.5 |
1,458.0 |
21.5% |
228.0 |
3.4% |
23% |
False |
False |
203,052 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
177.8 |
2.6% |
19% |
False |
False |
133,396 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
157.7 |
2.3% |
19% |
False |
False |
89,301 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
140.4 |
2.1% |
19% |
False |
False |
67,092 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
126.5 |
1.9% |
19% |
False |
False |
54,055 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
122.5 |
1.8% |
19% |
False |
False |
45,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,310.3 |
2.618 |
7,819.0 |
1.618 |
7,518.0 |
1.000 |
7,332.0 |
0.618 |
7,217.0 |
HIGH |
7,031.0 |
0.618 |
6,916.0 |
0.500 |
6,880.5 |
0.382 |
6,845.0 |
LOW |
6,730.0 |
0.618 |
6,544.0 |
1.000 |
6,429.0 |
1.618 |
6,243.0 |
2.618 |
5,942.0 |
4.250 |
5,450.8 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,880.5 |
6,913.0 |
PP |
6,850.3 |
6,872.0 |
S1 |
6,820.2 |
6,831.0 |
|