Trading Metrics calculated at close of trading on 06-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1,826.00 |
1,788.50 |
-37.50 |
-2.1% |
1,796.50 |
High |
1,830.75 |
1,801.25 |
-29.50 |
-1.6% |
1,879.00 |
Low |
1,778.75 |
1,736.50 |
-42.25 |
-2.4% |
1,761.50 |
Close |
1,785.00 |
1,748.25 |
-36.75 |
-2.1% |
1,863.50 |
Range |
52.00 |
64.75 |
12.75 |
24.5% |
117.50 |
ATR |
56.56 |
57.15 |
0.58 |
1.0% |
0.00 |
Volume |
283,442 |
470,679 |
187,237 |
66.1% |
2,360,206 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.25 |
1,917.00 |
1,783.75 |
|
R3 |
1,891.50 |
1,852.25 |
1,766.00 |
|
R2 |
1,826.75 |
1,826.75 |
1,760.00 |
|
R1 |
1,787.50 |
1,787.50 |
1,754.25 |
1,774.75 |
PP |
1,762.00 |
1,762.00 |
1,762.00 |
1,755.50 |
S1 |
1,722.75 |
1,722.75 |
1,742.25 |
1,710.00 |
S2 |
1,697.25 |
1,697.25 |
1,736.50 |
|
S3 |
1,632.50 |
1,658.00 |
1,730.50 |
|
S4 |
1,567.75 |
1,593.25 |
1,712.75 |
|
|
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 |
1,736.50 |
142.50 |
8.2% |
58.50 |
3.3% |
8% |
False |
True |
459,716 |
10 |
1,879.00 |
1,736.50 |
142.50 |
8.2% |
55.00 |
3.1% |
8% |
False |
True |
494,028 |
20 |
1,982.00 |
1,698.25 |
283.75 |
16.2% |
61.00 |
3.5% |
18% |
False |
False |
549,705 |
40 |
2,174.00 |
1,698.25 |
475.75 |
27.2% |
52.75 |
3.0% |
11% |
False |
False |
402,773 |
60 |
2,174.00 |
1,698.25 |
475.75 |
27.2% |
50.50 |
2.9% |
11% |
False |
False |
268,785 |
80 |
2,276.25 |
1,698.25 |
578.00 |
33.1% |
49.25 |
2.8% |
9% |
False |
False |
201,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.50 |
2.618 |
1,970.75 |
1.618 |
1,906.00 |
1.000 |
1,866.00 |
0.618 |
1,841.25 |
HIGH |
1,801.25 |
0.618 |
1,776.50 |
0.500 |
1,769.00 |
0.382 |
1,761.25 |
LOW |
1,736.50 |
0.618 |
1,696.50 |
1.000 |
1,671.75 |
1.618 |
1,631.75 |
2.618 |
1,567.00 |
4.250 |
1,461.25 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1,769.00 |
1,803.00 |
PP |
1,762.00 |
1,784.75 |
S1 |
1,755.00 |
1,766.50 |
|