Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,535.0 |
5,691.0 |
156.0 |
2.8% |
5,853.0 |
High |
5,648.0 |
5,840.0 |
192.0 |
3.4% |
5,869.0 |
Low |
5,426.0 |
5,664.0 |
238.0 |
4.4% |
5,426.0 |
Close |
5,625.0 |
5,778.0 |
153.0 |
2.7% |
5,778.0 |
Range |
222.0 |
176.0 |
-46.0 |
-20.7% |
443.0 |
ATR |
175.3 |
178.1 |
2.8 |
1.6% |
0.0 |
Volume |
52,043 |
39,588 |
-12,455 |
-23.9% |
157,740 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,288.7 |
6,209.3 |
5,874.8 |
|
R3 |
6,112.7 |
6,033.3 |
5,826.4 |
|
R2 |
5,936.7 |
5,936.7 |
5,810.3 |
|
R1 |
5,857.3 |
5,857.3 |
5,794.1 |
5,897.0 |
PP |
5,760.7 |
5,760.7 |
5,760.7 |
5,780.5 |
S1 |
5,681.3 |
5,681.3 |
5,761.9 |
5,721.0 |
S2 |
5,584.7 |
5,584.7 |
5,745.7 |
|
S3 |
5,408.7 |
5,505.3 |
5,729.6 |
|
S4 |
5,232.7 |
5,329.3 |
5,681.2 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,020.0 |
6,842.0 |
6,021.7 |
|
R3 |
6,577.0 |
6,399.0 |
5,899.8 |
|
R2 |
6,134.0 |
6,134.0 |
5,859.2 |
|
R1 |
5,956.0 |
5,956.0 |
5,818.6 |
5,823.5 |
PP |
5,691.0 |
5,691.0 |
5,691.0 |
5,624.8 |
S1 |
5,513.0 |
5,513.0 |
5,737.4 |
5,380.5 |
S2 |
5,248.0 |
5,248.0 |
5,696.8 |
|
S3 |
4,805.0 |
5,070.0 |
5,656.2 |
|
S4 |
4,362.0 |
4,627.0 |
5,534.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,889.0 |
5,426.0 |
463.0 |
8.0% |
221.8 |
3.8% |
76% |
False |
False |
38,176 |
10 |
5,889.0 |
5,183.0 |
706.0 |
12.2% |
194.5 |
3.4% |
84% |
False |
False |
41,435 |
20 |
6,365.0 |
5,183.0 |
1,182.0 |
20.5% |
139.9 |
2.4% |
50% |
False |
False |
33,374 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
26.7% |
107.2 |
1.9% |
39% |
False |
False |
25,867 |
60 |
6,738.0 |
5,183.0 |
1,555.0 |
26.9% |
81.9 |
1.4% |
38% |
False |
False |
17,297 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
29.2% |
68.6 |
1.2% |
35% |
False |
False |
12,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,588.0 |
2.618 |
6,300.8 |
1.618 |
6,124.8 |
1.000 |
6,016.0 |
0.618 |
5,948.8 |
HIGH |
5,840.0 |
0.618 |
5,772.8 |
0.500 |
5,752.0 |
0.382 |
5,731.2 |
LOW |
5,664.0 |
0.618 |
5,555.2 |
1.000 |
5,488.0 |
1.618 |
5,379.2 |
2.618 |
5,203.2 |
4.250 |
4,916.0 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,769.3 |
5,729.7 |
PP |
5,760.7 |
5,681.3 |
S1 |
5,752.0 |
5,633.0 |
|