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 |
5,952.0 |
5,788.0 |
-164.0 |
-2.8% |
5,853.0 |
High |
6,009.0 |
5,872.0 |
-137.0 |
-2.3% |
5,869.0 |
Low |
5,803.0 |
5,755.0 |
-48.0 |
-0.8% |
5,426.0 |
Close |
5,842.0 |
5,790.0 |
-52.0 |
-0.9% |
5,778.0 |
Range |
206.0 |
117.0 |
-89.0 |
-43.2% |
443.0 |
ATR |
181.9 |
177.3 |
-4.6 |
-2.5% |
0.0 |
Volume |
38,547 |
28,665 |
-9,882 |
-25.6% |
157,740 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,156.7 |
6,090.3 |
5,854.4 |
|
R3 |
6,039.7 |
5,973.3 |
5,822.2 |
|
R2 |
5,922.7 |
5,922.7 |
5,811.5 |
|
R1 |
5,856.3 |
5,856.3 |
5,800.7 |
5,889.5 |
PP |
5,805.7 |
5,805.7 |
5,805.7 |
5,822.3 |
S1 |
5,739.3 |
5,739.3 |
5,779.3 |
5,772.5 |
S2 |
5,688.7 |
5,688.7 |
5,768.6 |
|
S3 |
5,571.7 |
5,622.3 |
5,757.8 |
|
S4 |
5,454.7 |
5,505.3 |
5,725.7 |
|
|
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 |
10.1% |
194.6 |
3.4% |
62% |
False |
False |
38,252 |
10 |
6,009.0 |
5,183.0 |
826.0 |
14.3% |
194.2 |
3.4% |
73% |
False |
False |
41,026 |
20 |
6,210.0 |
5,183.0 |
1,027.0 |
17.7% |
148.9 |
2.6% |
59% |
False |
False |
34,760 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
26.6% |
114.1 |
2.0% |
39% |
False |
False |
27,537 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
26.6% |
87.0 |
1.5% |
39% |
False |
False |
18,416 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
29.1% |
72.5 |
1.3% |
36% |
False |
False |
13,832 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
29.1% |
59.9 |
1.0% |
36% |
False |
False |
11,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,369.3 |
2.618 |
6,178.3 |
1.618 |
6,061.3 |
1.000 |
5,989.0 |
0.618 |
5,944.3 |
HIGH |
5,872.0 |
0.618 |
5,827.3 |
0.500 |
5,813.5 |
0.382 |
5,799.7 |
LOW |
5,755.0 |
0.618 |
5,682.7 |
1.000 |
5,638.0 |
1.618 |
5,565.7 |
2.618 |
5,448.7 |
4.250 |
5,257.8 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,813.5 |
5,836.5 |
PP |
5,805.7 |
5,821.0 |
S1 |
5,797.8 |
5,805.5 |
|