Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,805.0 |
5,935.0 |
130.0 |
2.2% |
5,817.5 |
High |
5,893.5 |
6,026.0 |
132.5 |
2.2% |
6,026.0 |
Low |
5,663.5 |
5,921.0 |
257.5 |
4.5% |
5,663.5 |
Close |
5,874.0 |
5,981.0 |
107.0 |
1.8% |
5,981.0 |
Range |
230.0 |
105.0 |
-125.0 |
-54.3% |
362.5 |
ATR |
170.9 |
169.6 |
-1.4 |
-0.8% |
0.0 |
Volume |
87,988 |
188,931 |
100,943 |
114.7% |
687,118 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,291.0 |
6,241.0 |
6,039.0 |
|
R3 |
6,186.0 |
6,136.0 |
6,010.0 |
|
R2 |
6,081.0 |
6,081.0 |
6,000.0 |
|
R1 |
6,031.0 |
6,031.0 |
5,990.5 |
6,056.0 |
PP |
5,976.0 |
5,976.0 |
5,976.0 |
5,988.5 |
S1 |
5,926.0 |
5,926.0 |
5,971.5 |
5,951.0 |
S2 |
5,871.0 |
5,871.0 |
5,962.0 |
|
S3 |
5,766.0 |
5,821.0 |
5,952.0 |
|
S4 |
5,661.0 |
5,716.0 |
5,923.0 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,977.5 |
6,842.0 |
6,180.5 |
|
R3 |
6,615.0 |
6,479.5 |
6,080.5 |
|
R2 |
6,252.5 |
6,252.5 |
6,047.5 |
|
R1 |
6,117.0 |
6,117.0 |
6,014.0 |
6,185.0 |
PP |
5,890.0 |
5,890.0 |
5,890.0 |
5,924.0 |
S1 |
5,754.5 |
5,754.5 |
5,948.0 |
5,822.0 |
S2 |
5,527.5 |
5,527.5 |
5,914.5 |
|
S3 |
5,165.0 |
5,392.0 |
5,881.5 |
|
S4 |
4,802.5 |
5,029.5 |
5,781.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,026.0 |
5,663.5 |
362.5 |
6.1% |
127.5 |
2.1% |
88% |
True |
False |
137,423 |
10 |
6,026.0 |
5,301.5 |
724.5 |
12.1% |
205.5 |
3.4% |
94% |
True |
False |
198,097 |
20 |
6,405.5 |
5,301.5 |
1,104.0 |
18.5% |
163.5 |
2.7% |
62% |
False |
False |
170,680 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.4% |
129.5 |
2.2% |
51% |
False |
False |
112,886 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.4% |
123.5 |
2.1% |
51% |
False |
False |
75,510 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
25.4% |
109.0 |
1.8% |
45% |
False |
False |
56,663 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.4% |
95.0 |
1.6% |
45% |
False |
False |
45,344 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.4% |
85.0 |
1.4% |
45% |
False |
False |
37,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,472.0 |
2.618 |
6,301.0 |
1.618 |
6,196.0 |
1.000 |
6,131.0 |
0.618 |
6,091.0 |
HIGH |
6,026.0 |
0.618 |
5,986.0 |
0.500 |
5,973.5 |
0.382 |
5,961.0 |
LOW |
5,921.0 |
0.618 |
5,856.0 |
1.000 |
5,816.0 |
1.618 |
5,751.0 |
2.618 |
5,646.0 |
4.250 |
5,475.0 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,978.5 |
5,935.5 |
PP |
5,976.0 |
5,890.0 |
S1 |
5,973.5 |
5,845.0 |
|