Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,864.75 |
1,826.00 |
-38.75 |
-2.1% |
1,796.50 |
High |
1,869.25 |
1,830.75 |
-38.50 |
-2.1% |
1,879.00 |
Low |
1,824.00 |
1,778.75 |
-45.25 |
-2.5% |
1,761.50 |
Close |
1,826.75 |
1,785.00 |
-41.75 |
-2.3% |
1,863.50 |
Range |
45.25 |
52.00 |
6.75 |
14.9% |
117.50 |
ATR |
56.91 |
56.56 |
-0.35 |
-0.6% |
0.00 |
Volume |
431,952 |
283,442 |
-148,510 |
-34.4% |
2,360,206 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.25 |
1,921.50 |
1,813.50 |
|
R3 |
1,902.25 |
1,869.50 |
1,799.25 |
|
R2 |
1,850.25 |
1,850.25 |
1,794.50 |
|
R1 |
1,817.50 |
1,817.50 |
1,789.75 |
1,808.00 |
PP |
1,798.25 |
1,798.25 |
1,798.25 |
1,793.25 |
S1 |
1,765.50 |
1,765.50 |
1,780.25 |
1,756.00 |
S2 |
1,746.25 |
1,746.25 |
1,775.50 |
|
S3 |
1,694.25 |
1,713.50 |
1,770.75 |
|
S4 |
1,642.25 |
1,661.50 |
1,756.50 |
|
|
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 |
1,778.75 |
100.25 |
5.6% |
56.25 |
3.2% |
6% |
False |
True |
431,394 |
10 |
1,879.00 |
1,698.25 |
180.75 |
10.1% |
59.75 |
3.4% |
48% |
False |
False |
522,108 |
20 |
1,998.50 |
1,698.25 |
300.25 |
16.8% |
61.75 |
3.5% |
29% |
False |
False |
555,245 |
40 |
2,174.00 |
1,698.25 |
475.75 |
26.7% |
51.75 |
2.9% |
18% |
False |
False |
391,081 |
60 |
2,174.00 |
1,698.25 |
475.75 |
26.7% |
50.75 |
2.8% |
18% |
False |
False |
260,950 |
80 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
48.75 |
2.7% |
15% |
False |
False |
195,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,051.75 |
2.618 |
1,967.00 |
1.618 |
1,915.00 |
1.000 |
1,882.75 |
0.618 |
1,863.00 |
HIGH |
1,830.75 |
0.618 |
1,811.00 |
0.500 |
1,804.75 |
0.382 |
1,798.50 |
LOW |
1,778.75 |
0.618 |
1,746.50 |
1.000 |
1,726.75 |
1.618 |
1,694.50 |
2.618 |
1,642.50 |
4.250 |
1,557.75 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,804.75 |
1,829.00 |
PP |
1,798.25 |
1,814.25 |
S1 |
1,791.50 |
1,799.50 |
|