Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
5,749.5 |
5,703.0 |
-46.5 |
-0.8% |
6,029.5 |
High |
5,780.0 |
5,766.5 |
-13.5 |
-0.2% |
6,046.0 |
Low |
5,677.5 |
5,654.0 |
-23.5 |
-0.4% |
5,677.5 |
Close |
5,757.0 |
5,688.5 |
-68.5 |
-1.2% |
5,757.0 |
Range |
102.5 |
112.5 |
10.0 |
9.8% |
368.5 |
ATR |
155.9 |
152.8 |
-3.1 |
-2.0% |
0.0 |
Volume |
146,986 |
105,598 |
-41,388 |
-28.2% |
678,905 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,040.5 |
5,977.0 |
5,750.5 |
|
R3 |
5,928.0 |
5,864.5 |
5,719.5 |
|
R2 |
5,815.5 |
5,815.5 |
5,709.0 |
|
R1 |
5,752.0 |
5,752.0 |
5,699.0 |
5,727.5 |
PP |
5,703.0 |
5,703.0 |
5,703.0 |
5,691.0 |
S1 |
5,639.5 |
5,639.5 |
5,678.0 |
5,615.0 |
S2 |
5,590.5 |
5,590.5 |
5,668.0 |
|
S3 |
5,478.0 |
5,527.0 |
5,657.5 |
|
S4 |
5,365.5 |
5,414.5 |
5,626.5 |
|
|
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 |
5,994.0 |
5,654.0 |
340.0 |
6.0% |
125.5 |
2.2% |
10% |
False |
True |
120,463 |
10 |
6,046.0 |
5,654.0 |
392.0 |
6.9% |
119.5 |
2.1% |
9% |
False |
True |
132,026 |
20 |
6,200.0 |
5,301.5 |
898.5 |
15.8% |
171.5 |
3.0% |
43% |
False |
False |
170,383 |
40 |
6,547.0 |
5,301.5 |
1,245.5 |
21.9% |
130.5 |
2.3% |
31% |
False |
False |
131,235 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.5% |
124.5 |
2.2% |
29% |
False |
False |
88,555 |
80 |
6,776.0 |
5,301.5 |
1,474.5 |
25.9% |
113.0 |
2.0% |
26% |
False |
False |
66,465 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.7% |
101.0 |
1.8% |
25% |
False |
False |
53,188 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.7% |
87.5 |
1.5% |
25% |
False |
False |
44,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,244.5 |
2.618 |
6,061.0 |
1.618 |
5,948.5 |
1.000 |
5,879.0 |
0.618 |
5,836.0 |
HIGH |
5,766.5 |
0.618 |
5,723.5 |
0.500 |
5,710.0 |
0.382 |
5,697.0 |
LOW |
5,654.0 |
0.618 |
5,584.5 |
1.000 |
5,541.5 |
1.618 |
5,472.0 |
2.618 |
5,359.5 |
4.250 |
5,176.0 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,710.0 |
5,747.0 |
PP |
5,703.0 |
5,727.5 |
S1 |
5,696.0 |
5,708.0 |
|