Trading Metrics calculated at close of trading on 06-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,788.0 |
5,628.0 |
-160.0 |
-2.8% |
5,853.0 |
High |
5,872.0 |
5,654.0 |
-218.0 |
-3.7% |
5,869.0 |
Low |
5,755.0 |
5,574.0 |
-181.0 |
-3.1% |
5,426.0 |
Close |
5,790.0 |
5,593.0 |
-197.0 |
-3.4% |
5,778.0 |
Range |
117.0 |
80.0 |
-37.0 |
-31.6% |
443.0 |
ATR |
177.3 |
180.0 |
2.8 |
1.6% |
0.0 |
Volume |
28,665 |
28,405 |
-260 |
-0.9% |
157,740 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,847.0 |
5,800.0 |
5,637.0 |
|
R3 |
5,767.0 |
5,720.0 |
5,615.0 |
|
R2 |
5,687.0 |
5,687.0 |
5,607.7 |
|
R1 |
5,640.0 |
5,640.0 |
5,600.3 |
5,623.5 |
PP |
5,607.0 |
5,607.0 |
5,607.0 |
5,598.8 |
S1 |
5,560.0 |
5,560.0 |
5,585.7 |
5,543.5 |
S2 |
5,527.0 |
5,527.0 |
5,578.3 |
|
S3 |
5,447.0 |
5,480.0 |
5,571.0 |
|
S4 |
5,367.0 |
5,400.0 |
5,549.0 |
|
|
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 |
10.4% |
160.2 |
2.9% |
29% |
False |
False |
37,449 |
10 |
6,009.0 |
5,361.0 |
648.0 |
11.6% |
177.7 |
3.2% |
36% |
False |
False |
37,600 |
20 |
6,117.0 |
5,183.0 |
934.0 |
16.7% |
148.6 |
2.7% |
44% |
False |
False |
35,016 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
115.2 |
2.1% |
27% |
False |
False |
28,242 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
87.6 |
1.6% |
27% |
False |
False |
18,888 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
73.5 |
1.3% |
24% |
False |
False |
14,187 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
60.7 |
1.1% |
24% |
False |
False |
11,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,994.0 |
2.618 |
5,863.4 |
1.618 |
5,783.4 |
1.000 |
5,734.0 |
0.618 |
5,703.4 |
HIGH |
5,654.0 |
0.618 |
5,623.4 |
0.500 |
5,614.0 |
0.382 |
5,604.6 |
LOW |
5,574.0 |
0.618 |
5,524.6 |
1.000 |
5,494.0 |
1.618 |
5,444.6 |
2.618 |
5,364.6 |
4.250 |
5,234.0 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,614.0 |
5,791.5 |
PP |
5,607.0 |
5,725.3 |
S1 |
5,600.0 |
5,659.2 |
|