Trading Metrics calculated at close of trading on 04-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,691.0 |
5,952.0 |
261.0 |
4.6% |
5,853.0 |
High |
5,840.0 |
6,009.0 |
169.0 |
2.9% |
5,869.0 |
Low |
5,664.0 |
5,803.0 |
139.0 |
2.5% |
5,426.0 |
Close |
5,778.0 |
5,842.0 |
64.0 |
1.1% |
5,778.0 |
Range |
176.0 |
206.0 |
30.0 |
17.0% |
443.0 |
ATR |
178.1 |
181.9 |
3.8 |
2.1% |
0.0 |
Volume |
39,588 |
38,547 |
-1,041 |
-2.6% |
157,740 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,502.7 |
6,378.3 |
5,955.3 |
|
R3 |
6,296.7 |
6,172.3 |
5,898.7 |
|
R2 |
6,090.7 |
6,090.7 |
5,879.8 |
|
R1 |
5,966.3 |
5,966.3 |
5,860.9 |
5,925.5 |
PP |
5,884.7 |
5,884.7 |
5,884.7 |
5,864.3 |
S1 |
5,760.3 |
5,760.3 |
5,823.1 |
5,719.5 |
S2 |
5,678.7 |
5,678.7 |
5,804.2 |
|
S3 |
5,472.7 |
5,554.3 |
5,785.4 |
|
S4 |
5,266.7 |
5,348.3 |
5,728.7 |
|
|
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 |
6,009.0 |
5,426.0 |
583.0 |
10.0% |
209.2 |
3.6% |
71% |
True |
False |
39,257 |
10 |
6,009.0 |
5,183.0 |
826.0 |
14.1% |
198.7 |
3.4% |
80% |
True |
False |
41,885 |
20 |
6,231.0 |
5,183.0 |
1,048.0 |
17.9% |
146.5 |
2.5% |
63% |
False |
False |
34,332 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
26.4% |
111.8 |
1.9% |
43% |
False |
False |
26,828 |
60 |
6,738.0 |
5,183.0 |
1,555.0 |
26.6% |
85.3 |
1.5% |
42% |
False |
False |
17,939 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
28.9% |
71.1 |
1.2% |
39% |
False |
False |
13,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,884.5 |
2.618 |
6,548.3 |
1.618 |
6,342.3 |
1.000 |
6,215.0 |
0.618 |
6,136.3 |
HIGH |
6,009.0 |
0.618 |
5,930.3 |
0.500 |
5,906.0 |
0.382 |
5,881.7 |
LOW |
5,803.0 |
0.618 |
5,675.7 |
1.000 |
5,597.0 |
1.618 |
5,469.7 |
2.618 |
5,263.7 |
4.250 |
4,927.5 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,906.0 |
5,800.5 |
PP |
5,884.7 |
5,759.0 |
S1 |
5,863.3 |
5,717.5 |
|