Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,575.0 |
5,610.0 |
35.0 |
0.6% |
5,952.0 |
High |
5,586.0 |
5,683.0 |
97.0 |
1.7% |
6,009.0 |
Low |
5,477.0 |
5,583.0 |
106.0 |
1.9% |
5,477.0 |
Close |
5,583.0 |
5,592.0 |
9.0 |
0.2% |
5,592.0 |
Range |
109.0 |
100.0 |
-9.0 |
-8.3% |
532.0 |
ATR |
175.5 |
170.1 |
-5.4 |
-3.1% |
0.0 |
Volume |
27,474 |
20,888 |
-6,586 |
-24.0% |
143,979 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,919.3 |
5,855.7 |
5,647.0 |
|
R3 |
5,819.3 |
5,755.7 |
5,619.5 |
|
R2 |
5,719.3 |
5,719.3 |
5,610.3 |
|
R1 |
5,655.7 |
5,655.7 |
5,601.2 |
5,637.5 |
PP |
5,619.3 |
5,619.3 |
5,619.3 |
5,610.3 |
S1 |
5,555.7 |
5,555.7 |
5,582.8 |
5,537.5 |
S2 |
5,519.3 |
5,519.3 |
5,573.7 |
|
S3 |
5,419.3 |
5,455.7 |
5,564.5 |
|
S4 |
5,319.3 |
5,355.7 |
5,537.0 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,288.7 |
6,972.3 |
5,884.6 |
|
R3 |
6,756.7 |
6,440.3 |
5,738.3 |
|
R2 |
6,224.7 |
6,224.7 |
5,689.5 |
|
R1 |
5,908.3 |
5,908.3 |
5,640.8 |
5,800.5 |
PP |
5,692.7 |
5,692.7 |
5,692.7 |
5,638.8 |
S1 |
5,376.3 |
5,376.3 |
5,543.2 |
5,268.5 |
S2 |
5,160.7 |
5,160.7 |
5,494.5 |
|
S3 |
4,628.7 |
4,844.3 |
5,445.7 |
|
S4 |
4,096.7 |
4,312.3 |
5,299.4 |
|
|
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% |
122.4 |
2.2% |
22% |
False |
False |
28,795 |
10 |
6,009.0 |
5,426.0 |
583.0 |
10.4% |
172.1 |
3.1% |
28% |
False |
False |
33,485 |
20 |
6,109.0 |
5,183.0 |
926.0 |
16.6% |
152.8 |
2.7% |
44% |
False |
False |
35,088 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
118.4 |
2.1% |
27% |
False |
False |
29,432 |
60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
89.3 |
1.6% |
27% |
False |
False |
19,678 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
75.4 |
1.3% |
24% |
False |
False |
14,789 |
100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
62.7 |
1.1% |
24% |
False |
False |
11,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,108.0 |
2.618 |
5,944.8 |
1.618 |
5,844.8 |
1.000 |
5,783.0 |
0.618 |
5,744.8 |
HIGH |
5,683.0 |
0.618 |
5,644.8 |
0.500 |
5,633.0 |
0.382 |
5,621.2 |
LOW |
5,583.0 |
0.618 |
5,521.2 |
1.000 |
5,483.0 |
1.618 |
5,421.2 |
2.618 |
5,321.2 |
4.250 |
5,158.0 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,633.0 |
5,588.0 |
PP |
5,619.3 |
5,584.0 |
S1 |
5,605.7 |
5,580.0 |
|