Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,830.0 |
6,758.5 |
-71.5 |
-1.0% |
7,061.5 |
High |
6,888.0 |
6,844.5 |
-43.5 |
-0.6% |
7,096.0 |
Low |
6,725.0 |
6,718.0 |
-7.0 |
-0.1% |
6,686.0 |
Close |
6,809.5 |
6,775.0 |
-34.5 |
-0.5% |
6,809.5 |
Range |
163.0 |
126.5 |
-36.5 |
-22.4% |
410.0 |
ATR |
209.2 |
203.3 |
-5.9 |
-2.8% |
0.0 |
Volume |
169,860 |
145,488 |
-24,372 |
-14.3% |
906,605 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,158.7 |
7,093.3 |
6,844.6 |
|
R3 |
7,032.2 |
6,966.8 |
6,809.8 |
|
R2 |
6,905.7 |
6,905.7 |
6,798.2 |
|
R1 |
6,840.3 |
6,840.3 |
6,786.6 |
6,873.0 |
PP |
6,779.2 |
6,779.2 |
6,779.2 |
6,795.5 |
S1 |
6,713.8 |
6,713.8 |
6,763.4 |
6,746.5 |
S2 |
6,652.7 |
6,652.7 |
6,751.8 |
|
S3 |
6,526.2 |
6,587.3 |
6,740.2 |
|
S4 |
6,399.7 |
6,460.8 |
6,705.4 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,093.8 |
7,861.7 |
7,035.0 |
|
R3 |
7,683.8 |
7,451.7 |
6,922.3 |
|
R2 |
7,273.8 |
7,273.8 |
6,884.7 |
|
R1 |
7,041.7 |
7,041.7 |
6,847.1 |
6,952.8 |
PP |
6,863.8 |
6,863.8 |
6,863.8 |
6,819.4 |
S1 |
6,631.7 |
6,631.7 |
6,771.9 |
6,542.8 |
S2 |
6,453.8 |
6,453.8 |
6,734.3 |
|
S3 |
6,043.8 |
6,221.7 |
6,696.8 |
|
S4 |
5,633.8 |
5,811.7 |
6,584.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,031.0 |
6,686.0 |
345.0 |
5.1% |
192.4 |
2.8% |
26% |
False |
False |
185,846 |
10 |
7,096.0 |
6,686.0 |
410.0 |
6.1% |
174.4 |
2.6% |
22% |
False |
False |
184,314 |
20 |
7,786.0 |
6,448.5 |
1,337.5 |
19.7% |
241.1 |
3.6% |
24% |
False |
False |
202,706 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
180.2 |
2.7% |
18% |
False |
False |
150,941 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
161.5 |
2.4% |
18% |
False |
False |
101,323 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
145.3 |
2.1% |
18% |
False |
False |
76,117 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
128.3 |
1.9% |
18% |
False |
False |
61,165 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.6% |
123.7 |
1.8% |
18% |
False |
False |
51,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,382.1 |
2.618 |
7,175.7 |
1.618 |
7,049.2 |
1.000 |
6,971.0 |
0.618 |
6,922.7 |
HIGH |
6,844.5 |
0.618 |
6,796.2 |
0.500 |
6,781.3 |
0.382 |
6,766.3 |
LOW |
6,718.0 |
0.618 |
6,639.8 |
1.000 |
6,591.5 |
1.618 |
6,513.3 |
2.618 |
6,386.8 |
4.250 |
6,180.4 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,781.3 |
6,787.0 |
PP |
6,779.2 |
6,783.0 |
S1 |
6,777.1 |
6,779.0 |
|