Trading Metrics calculated at close of trading on 04-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,935.0 |
6,029.5 |
94.5 |
1.6% |
5,817.5 |
High |
6,026.0 |
6,046.0 |
20.0 |
0.3% |
6,026.0 |
Low |
5,921.0 |
5,972.5 |
51.5 |
0.9% |
5,663.5 |
Close |
5,981.0 |
5,999.0 |
18.0 |
0.3% |
5,981.0 |
Range |
105.0 |
73.5 |
-31.5 |
-30.0% |
362.5 |
ATR |
169.6 |
162.7 |
-6.9 |
-4.0% |
0.0 |
Volume |
188,931 |
182,185 |
-6,746 |
-3.6% |
687,118 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.5 |
6,186.0 |
6,039.5 |
|
R3 |
6,153.0 |
6,112.5 |
6,019.0 |
|
R2 |
6,079.5 |
6,079.5 |
6,012.5 |
|
R1 |
6,039.0 |
6,039.0 |
6,005.5 |
6,022.5 |
PP |
6,006.0 |
6,006.0 |
6,006.0 |
5,997.5 |
S1 |
5,965.5 |
5,965.5 |
5,992.5 |
5,949.0 |
S2 |
5,932.5 |
5,932.5 |
5,985.5 |
|
S3 |
5,859.0 |
5,892.0 |
5,979.0 |
|
S4 |
5,785.5 |
5,818.5 |
5,958.5 |
|
|
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 |
6,046.0 |
5,663.5 |
382.5 |
6.4% |
114.0 |
1.9% |
88% |
True |
False |
143,589 |
10 |
6,046.0 |
5,301.5 |
744.5 |
12.4% |
186.5 |
3.1% |
94% |
True |
False |
195,354 |
20 |
6,405.5 |
5,301.5 |
1,104.0 |
18.4% |
162.0 |
2.7% |
63% |
False |
False |
172,469 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.3% |
127.5 |
2.1% |
52% |
False |
False |
117,413 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.3% |
122.5 |
2.0% |
52% |
False |
False |
78,546 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
25.3% |
109.5 |
1.8% |
46% |
False |
False |
58,939 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.3% |
95.5 |
1.6% |
46% |
False |
False |
47,166 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.3% |
85.0 |
1.4% |
46% |
False |
False |
39,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,358.5 |
2.618 |
6,238.5 |
1.618 |
6,165.0 |
1.000 |
6,119.5 |
0.618 |
6,091.5 |
HIGH |
6,046.0 |
0.618 |
6,018.0 |
0.500 |
6,009.0 |
0.382 |
6,000.5 |
LOW |
5,972.5 |
0.618 |
5,927.0 |
1.000 |
5,899.0 |
1.618 |
5,853.5 |
2.618 |
5,780.0 |
4.250 |
5,660.0 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,009.0 |
5,951.0 |
PP |
6,006.0 |
5,903.0 |
S1 |
6,002.5 |
5,855.0 |
|