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 |
5,834.5 |
5,749.5 |
-85.0 |
-1.5% |
6,029.5 |
High |
5,839.5 |
5,780.0 |
-59.5 |
-1.0% |
6,046.0 |
Low |
5,681.5 |
5,677.5 |
-4.0 |
-0.1% |
5,677.5 |
Close |
5,713.5 |
5,757.0 |
43.5 |
0.8% |
5,757.0 |
Range |
158.0 |
102.5 |
-55.5 |
-35.1% |
368.5 |
ATR |
160.0 |
155.9 |
-4.1 |
-2.6% |
0.0 |
Volume |
126,516 |
146,986 |
20,470 |
16.2% |
678,905 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,045.5 |
6,004.0 |
5,813.5 |
|
R3 |
5,943.0 |
5,901.5 |
5,785.0 |
|
R2 |
5,840.5 |
5,840.5 |
5,776.0 |
|
R1 |
5,799.0 |
5,799.0 |
5,766.5 |
5,820.0 |
PP |
5,738.0 |
5,738.0 |
5,738.0 |
5,748.5 |
S1 |
5,696.5 |
5,696.5 |
5,747.5 |
5,717.0 |
S2 |
5,635.5 |
5,635.5 |
5,738.0 |
|
S3 |
5,533.0 |
5,594.0 |
5,729.0 |
|
S4 |
5,430.5 |
5,491.5 |
5,700.5 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,932.5 |
6,713.0 |
5,959.5 |
|
R3 |
6,564.0 |
6,344.5 |
5,858.5 |
|
R2 |
6,195.5 |
6,195.5 |
5,824.5 |
|
R1 |
5,976.0 |
5,976.0 |
5,791.0 |
5,901.5 |
PP |
5,827.0 |
5,827.0 |
5,827.0 |
5,789.5 |
S1 |
5,607.5 |
5,607.5 |
5,723.0 |
5,533.0 |
S2 |
5,458.5 |
5,458.5 |
5,689.5 |
|
S3 |
5,090.0 |
5,239.0 |
5,655.5 |
|
S4 |
4,721.5 |
4,870.5 |
5,554.5 |
|
|
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 |
5,677.5 |
368.5 |
6.4% |
118.0 |
2.0% |
22% |
False |
True |
135,781 |
10 |
6,046.0 |
5,663.5 |
382.5 |
6.6% |
122.5 |
2.1% |
24% |
False |
False |
136,602 |
20 |
6,246.0 |
5,301.5 |
944.5 |
16.4% |
170.0 |
2.9% |
48% |
False |
False |
171,773 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
132.5 |
2.3% |
34% |
False |
False |
128,983 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
123.5 |
2.1% |
34% |
False |
False |
86,797 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.6% |
112.5 |
2.0% |
31% |
False |
False |
65,145 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
100.0 |
1.7% |
30% |
False |
False |
52,132 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
87.0 |
1.5% |
30% |
False |
False |
43,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,215.5 |
2.618 |
6,048.5 |
1.618 |
5,946.0 |
1.000 |
5,882.5 |
0.618 |
5,843.5 |
HIGH |
5,780.0 |
0.618 |
5,741.0 |
0.500 |
5,729.0 |
0.382 |
5,716.5 |
LOW |
5,677.5 |
0.618 |
5,614.0 |
1.000 |
5,575.0 |
1.618 |
5,511.5 |
2.618 |
5,409.0 |
4.250 |
5,242.0 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,747.5 |
5,778.0 |
PP |
5,738.0 |
5,771.0 |
S1 |
5,729.0 |
5,764.0 |
|