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 |
5,993.5 |
5,810.5 |
-183.0 |
-3.1% |
5,817.5 |
High |
5,994.0 |
5,878.0 |
-116.0 |
-1.9% |
6,026.0 |
Low |
5,822.0 |
5,795.0 |
-27.0 |
-0.5% |
5,663.5 |
Close |
5,834.0 |
5,868.5 |
34.5 |
0.6% |
5,981.0 |
Range |
172.0 |
83.0 |
-89.0 |
-51.7% |
362.5 |
ATR |
163.7 |
157.9 |
-5.8 |
-3.5% |
0.0 |
Volume |
84,612 |
138,606 |
53,994 |
63.8% |
687,118 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,096.0 |
6,065.5 |
5,914.0 |
|
R3 |
6,013.0 |
5,982.5 |
5,891.5 |
|
R2 |
5,930.0 |
5,930.0 |
5,883.5 |
|
R1 |
5,899.5 |
5,899.5 |
5,876.0 |
5,915.0 |
PP |
5,847.0 |
5,847.0 |
5,847.0 |
5,855.0 |
S1 |
5,816.5 |
5,816.5 |
5,861.0 |
5,832.0 |
S2 |
5,764.0 |
5,764.0 |
5,853.5 |
|
S3 |
5,681.0 |
5,733.5 |
5,845.5 |
|
S4 |
5,598.0 |
5,650.5 |
5,823.0 |
|
|
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 |
6,046.0 |
5,663.5 |
382.5 |
6.5% |
132.5 |
2.3% |
54% |
False |
False |
136,464 |
10 |
6,046.0 |
5,663.5 |
382.5 |
6.5% |
129.0 |
2.2% |
54% |
False |
False |
158,732 |
20 |
6,314.5 |
5,301.5 |
1,013.0 |
17.3% |
168.0 |
2.9% |
56% |
False |
False |
171,969 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
129.0 |
2.2% |
42% |
False |
False |
122,759 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
122.0 |
2.1% |
42% |
False |
False |
82,263 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
111.0 |
1.9% |
37% |
False |
False |
61,727 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
97.5 |
1.7% |
37% |
False |
False |
49,398 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
85.0 |
1.4% |
37% |
False |
False |
41,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,231.0 |
2.618 |
6,095.5 |
1.618 |
6,012.5 |
1.000 |
5,961.0 |
0.618 |
5,929.5 |
HIGH |
5,878.0 |
0.618 |
5,846.5 |
0.500 |
5,836.5 |
0.382 |
5,826.5 |
LOW |
5,795.0 |
0.618 |
5,743.5 |
1.000 |
5,712.0 |
1.618 |
5,660.5 |
2.618 |
5,577.5 |
4.250 |
5,442.0 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,858.0 |
5,920.5 |
PP |
5,847.0 |
5,903.0 |
S1 |
5,836.5 |
5,886.0 |
|