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 |
12,615 |
12,318 |
-297 |
-2.4% |
12,241 |
High |
12,623 |
12,392 |
-231 |
-1.8% |
12,781 |
Low |
12,261 |
12,179 |
-82 |
-0.7% |
12,083 |
Close |
12,320 |
12,235 |
-85 |
-0.7% |
12,756 |
Range |
362 |
213 |
-149 |
-41.2% |
698 |
ATR |
295 |
289 |
-6 |
-2.0% |
0 |
Volume |
115,490 |
205,095 |
89,605 |
77.6% |
986,171 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,908 |
12,784 |
12,352 |
|
R3 |
12,695 |
12,571 |
12,294 |
|
R2 |
12,482 |
12,482 |
12,274 |
|
R1 |
12,358 |
12,358 |
12,255 |
12,314 |
PP |
12,269 |
12,269 |
12,269 |
12,246 |
S1 |
12,145 |
12,145 |
12,216 |
12,101 |
S2 |
12,056 |
12,056 |
12,196 |
|
S3 |
11,843 |
11,932 |
12,177 |
|
S4 |
11,630 |
11,719 |
12,118 |
|
|
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 |
12,179 |
602 |
4.9% |
280 |
2.3% |
9% |
False |
True |
191,257 |
10 |
12,781 |
12,083 |
698 |
5.7% |
273 |
2.2% |
22% |
False |
False |
201,441 |
20 |
12,984 |
11,456 |
1,528 |
12.5% |
320 |
2.6% |
51% |
False |
False |
222,633 |
40 |
13,879 |
11,456 |
2,423 |
19.8% |
268 |
2.2% |
32% |
False |
False |
161,724 |
60 |
13,879 |
11,456 |
2,423 |
19.8% |
244 |
2.0% |
32% |
False |
False |
107,933 |
80 |
14,276 |
11,456 |
2,820 |
23.0% |
226 |
1.8% |
28% |
False |
False |
80,962 |
100 |
14,369 |
11,456 |
2,913 |
23.8% |
190 |
1.6% |
27% |
False |
False |
64,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,297 |
2.618 |
12,950 |
1.618 |
12,737 |
1.000 |
12,605 |
0.618 |
12,524 |
HIGH |
12,392 |
0.618 |
12,311 |
0.500 |
12,286 |
0.382 |
12,260 |
LOW |
12,179 |
0.618 |
12,047 |
1.000 |
11,966 |
1.618 |
11,834 |
2.618 |
11,621 |
4.250 |
11,274 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,286 |
12,479 |
PP |
12,269 |
12,397 |
S1 |
12,252 |
12,316 |
|