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 |
1,827.00 |
1,864.75 |
37.75 |
2.1% |
1,796.50 |
High |
1,879.00 |
1,869.25 |
-9.75 |
-0.5% |
1,879.00 |
Low |
1,825.50 |
1,824.00 |
-1.50 |
-0.1% |
1,761.50 |
Close |
1,863.50 |
1,826.75 |
-36.75 |
-2.0% |
1,863.50 |
Range |
53.50 |
45.25 |
-8.25 |
-15.4% |
117.50 |
ATR |
57.81 |
56.91 |
-0.90 |
-1.6% |
0.00 |
Volume |
580,744 |
431,952 |
-148,792 |
-25.6% |
2,360,206 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.75 |
1,946.50 |
1,851.75 |
|
R3 |
1,930.50 |
1,901.25 |
1,839.25 |
|
R2 |
1,885.25 |
1,885.25 |
1,835.00 |
|
R1 |
1,856.00 |
1,856.00 |
1,831.00 |
1,848.00 |
PP |
1,840.00 |
1,840.00 |
1,840.00 |
1,836.00 |
S1 |
1,810.75 |
1,810.75 |
1,822.50 |
1,802.75 |
S2 |
1,794.75 |
1,794.75 |
1,818.50 |
|
S3 |
1,749.50 |
1,765.50 |
1,814.25 |
|
S4 |
1,704.25 |
1,720.25 |
1,801.75 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,187.25 |
2,142.75 |
1,928.00 |
|
R3 |
2,069.75 |
2,025.25 |
1,895.75 |
|
R2 |
1,952.25 |
1,952.25 |
1,885.00 |
|
R1 |
1,907.75 |
1,907.75 |
1,874.25 |
1,930.00 |
PP |
1,834.75 |
1,834.75 |
1,834.75 |
1,845.75 |
S1 |
1,790.25 |
1,790.25 |
1,852.75 |
1,812.50 |
S2 |
1,717.25 |
1,717.25 |
1,842.00 |
|
S3 |
1,599.75 |
1,672.75 |
1,831.25 |
|
S4 |
1,482.25 |
1,555.25 |
1,799.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.00 |
1,783.50 |
95.50 |
5.2% |
51.50 |
2.8% |
45% |
False |
False |
454,506 |
10 |
1,879.00 |
1,698.25 |
180.75 |
9.9% |
66.00 |
3.6% |
71% |
False |
False |
558,219 |
20 |
1,998.50 |
1,698.25 |
300.25 |
16.4% |
61.50 |
3.4% |
43% |
False |
False |
567,297 |
40 |
2,174.00 |
1,698.25 |
475.75 |
26.0% |
51.25 |
2.8% |
27% |
False |
False |
384,032 |
60 |
2,201.25 |
1,698.25 |
503.00 |
27.5% |
51.50 |
2.8% |
26% |
False |
False |
256,228 |
80 |
2,276.25 |
1,698.25 |
578.00 |
31.6% |
49.00 |
2.7% |
22% |
False |
False |
192,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,061.50 |
2.618 |
1,987.75 |
1.618 |
1,942.50 |
1.000 |
1,914.50 |
0.618 |
1,897.25 |
HIGH |
1,869.25 |
0.618 |
1,852.00 |
0.500 |
1,846.50 |
0.382 |
1,841.25 |
LOW |
1,824.00 |
0.618 |
1,796.00 |
1.000 |
1,778.75 |
1.618 |
1,750.75 |
2.618 |
1,705.50 |
4.250 |
1,631.75 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,846.50 |
1,831.25 |
PP |
1,840.00 |
1,829.75 |
S1 |
1,833.50 |
1,828.25 |
|