Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,628.0 |
5,575.0 |
-53.0 |
-0.9% |
5,853.0 |
High |
5,654.0 |
5,586.0 |
-68.0 |
-1.2% |
5,869.0 |
Low |
5,574.0 |
5,477.0 |
-97.0 |
-1.7% |
5,426.0 |
Close |
5,593.0 |
5,583.0 |
-10.0 |
-0.2% |
5,778.0 |
Range |
80.0 |
109.0 |
29.0 |
36.3% |
443.0 |
ATR |
180.0 |
175.5 |
-4.6 |
-2.5% |
0.0 |
Volume |
28,405 |
27,474 |
-931 |
-3.3% |
157,740 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,875.7 |
5,838.3 |
5,643.0 |
|
R3 |
5,766.7 |
5,729.3 |
5,613.0 |
|
R2 |
5,657.7 |
5,657.7 |
5,603.0 |
|
R1 |
5,620.3 |
5,620.3 |
5,593.0 |
5,639.0 |
PP |
5,548.7 |
5,548.7 |
5,548.7 |
5,558.0 |
S1 |
5,511.3 |
5,511.3 |
5,573.0 |
5,530.0 |
S2 |
5,439.7 |
5,439.7 |
5,563.0 |
|
S3 |
5,330.7 |
5,402.3 |
5,553.0 |
|
S4 |
5,221.7 |
5,293.3 |
5,523.1 |
|
|
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 |
5,477.0 |
532.0 |
9.5% |
137.6 |
2.5% |
20% |
False |
True |
32,535 |
10 |
6,009.0 |
5,426.0 |
583.0 |
10.4% |
171.9 |
3.1% |
27% |
False |
False |
34,885 |
20 |
6,117.0 |
5,183.0 |
934.0 |
16.7% |
150.9 |
2.7% |
43% |
False |
False |
35,052 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
116.8 |
2.1% |
26% |
False |
False |
28,922 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
88.7 |
1.6% |
26% |
False |
False |
19,343 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
74.8 |
1.3% |
24% |
False |
False |
14,530 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
61.7 |
1.1% |
24% |
False |
False |
11,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,049.3 |
2.618 |
5,871.4 |
1.618 |
5,762.4 |
1.000 |
5,695.0 |
0.618 |
5,653.4 |
HIGH |
5,586.0 |
0.618 |
5,544.4 |
0.500 |
5,531.5 |
0.382 |
5,518.6 |
LOW |
5,477.0 |
0.618 |
5,409.6 |
1.000 |
5,368.0 |
1.618 |
5,300.6 |
2.618 |
5,191.6 |
4.250 |
5,013.8 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,565.8 |
5,674.5 |
PP |
5,548.7 |
5,644.0 |
S1 |
5,531.5 |
5,613.5 |
|