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 |
12,756 |
12,615 |
-141 |
-1.1% |
12,241 |
High |
12,778 |
12,623 |
-155 |
-1.2% |
12,781 |
Low |
12,603 |
12,261 |
-342 |
-2.7% |
12,083 |
Close |
12,612 |
12,320 |
-292 |
-2.3% |
12,756 |
Range |
175 |
362 |
187 |
106.9% |
698 |
ATR |
290 |
295 |
5 |
1.8% |
0 |
Volume |
174,653 |
115,490 |
-59,163 |
-33.9% |
986,171 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,487 |
13,266 |
12,519 |
|
R3 |
13,125 |
12,904 |
12,420 |
|
R2 |
12,763 |
12,763 |
12,386 |
|
R1 |
12,542 |
12,542 |
12,353 |
12,472 |
PP |
12,401 |
12,401 |
12,401 |
12,366 |
S1 |
12,180 |
12,180 |
12,287 |
12,110 |
S2 |
12,039 |
12,039 |
12,254 |
|
S3 |
11,677 |
11,818 |
12,221 |
|
S4 |
11,315 |
11,456 |
12,121 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,634 |
14,393 |
13,140 |
|
R3 |
13,936 |
13,695 |
12,948 |
|
R2 |
13,238 |
13,238 |
12,884 |
|
R1 |
12,997 |
12,997 |
12,820 |
13,118 |
PP |
12,540 |
12,540 |
12,540 |
12,600 |
S1 |
12,299 |
12,299 |
12,692 |
12,420 |
S2 |
11,842 |
11,842 |
12,628 |
|
S3 |
11,144 |
11,601 |
12,564 |
|
S4 |
10,446 |
10,903 |
12,372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,781 |
12,239 |
542 |
4.4% |
302 |
2.5% |
15% |
False |
False |
177,851 |
10 |
12,781 |
11,634 |
1,147 |
9.3% |
318 |
2.6% |
60% |
False |
False |
216,990 |
20 |
12,984 |
11,456 |
1,528 |
12.4% |
326 |
2.6% |
57% |
False |
False |
222,677 |
40 |
13,879 |
11,456 |
2,423 |
19.7% |
266 |
2.2% |
36% |
False |
False |
156,634 |
60 |
13,879 |
11,456 |
2,423 |
19.7% |
244 |
2.0% |
36% |
False |
False |
104,516 |
80 |
14,297 |
11,456 |
2,841 |
23.1% |
225 |
1.8% |
30% |
False |
False |
78,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,162 |
2.618 |
13,571 |
1.618 |
13,209 |
1.000 |
12,985 |
0.618 |
12,847 |
HIGH |
12,623 |
0.618 |
12,485 |
0.500 |
12,442 |
0.382 |
12,399 |
LOW |
12,261 |
0.618 |
12,037 |
1.000 |
11,899 |
1.618 |
11,675 |
2.618 |
11,313 |
4.250 |
10,723 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,442 |
12,521 |
PP |
12,401 |
12,454 |
S1 |
12,361 |
12,387 |
|