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 |
5,810.5 |
5,834.5 |
24.0 |
0.4% |
5,817.5 |
High |
5,878.0 |
5,839.5 |
-38.5 |
-0.7% |
6,026.0 |
Low |
5,795.0 |
5,681.5 |
-113.5 |
-2.0% |
5,663.5 |
Close |
5,868.5 |
5,713.5 |
-155.0 |
-2.6% |
5,981.0 |
Range |
83.0 |
158.0 |
75.0 |
90.4% |
362.5 |
ATR |
157.9 |
160.0 |
2.1 |
1.3% |
0.0 |
Volume |
138,606 |
126,516 |
-12,090 |
-8.7% |
687,118 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.0 |
6,124.0 |
5,800.5 |
|
R3 |
6,061.0 |
5,966.0 |
5,757.0 |
|
R2 |
5,903.0 |
5,903.0 |
5,742.5 |
|
R1 |
5,808.0 |
5,808.0 |
5,728.0 |
5,776.5 |
PP |
5,745.0 |
5,745.0 |
5,745.0 |
5,729.0 |
S1 |
5,650.0 |
5,650.0 |
5,699.0 |
5,618.5 |
S2 |
5,587.0 |
5,587.0 |
5,684.5 |
|
S3 |
5,429.0 |
5,492.0 |
5,670.0 |
|
S4 |
5,271.0 |
5,334.0 |
5,626.5 |
|
|
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 |
5,681.5 |
364.5 |
6.4% |
118.5 |
2.1% |
9% |
False |
True |
144,170 |
10 |
6,046.0 |
5,663.5 |
382.5 |
6.7% |
128.5 |
2.2% |
13% |
False |
False |
144,572 |
20 |
6,249.5 |
5,301.5 |
948.0 |
16.6% |
170.0 |
3.0% |
43% |
False |
False |
171,449 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.4% |
131.5 |
2.3% |
31% |
False |
False |
125,697 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.4% |
123.5 |
2.2% |
31% |
False |
False |
84,348 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.8% |
111.5 |
2.0% |
28% |
False |
False |
63,308 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.6% |
99.0 |
1.7% |
27% |
False |
False |
50,663 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.6% |
86.0 |
1.5% |
27% |
False |
False |
42,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,511.0 |
2.618 |
6,253.0 |
1.618 |
6,095.0 |
1.000 |
5,997.5 |
0.618 |
5,937.0 |
HIGH |
5,839.5 |
0.618 |
5,779.0 |
0.500 |
5,760.5 |
0.382 |
5,742.0 |
LOW |
5,681.5 |
0.618 |
5,584.0 |
1.000 |
5,523.5 |
1.618 |
5,426.0 |
2.618 |
5,268.0 |
4.250 |
5,010.0 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,760.5 |
5,838.0 |
PP |
5,745.0 |
5,796.5 |
S1 |
5,729.0 |
5,755.0 |
|