Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
12,237 |
12,273 |
36 |
0.3% |
12,756 |
High |
12,338 |
12,300 |
-38 |
-0.3% |
12,778 |
Low |
12,100 |
12,103 |
3 |
0.0% |
12,100 |
Close |
12,278 |
12,177 |
-101 |
-0.8% |
12,177 |
Range |
238 |
197 |
-41 |
-17.2% |
678 |
ATR |
285 |
279 |
-6 |
-2.2% |
0 |
Volume |
168,889 |
231,500 |
62,611 |
37.1% |
895,627 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,784 |
12,678 |
12,285 |
|
R3 |
12,587 |
12,481 |
12,231 |
|
R2 |
12,390 |
12,390 |
12,213 |
|
R1 |
12,284 |
12,284 |
12,195 |
12,239 |
PP |
12,193 |
12,193 |
12,193 |
12,171 |
S1 |
12,087 |
12,087 |
12,159 |
12,042 |
S2 |
11,996 |
11,996 |
12,141 |
|
S3 |
11,799 |
11,890 |
12,123 |
|
S4 |
11,602 |
11,693 |
12,069 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,386 |
13,959 |
12,550 |
|
R3 |
13,708 |
13,281 |
12,364 |
|
R2 |
13,030 |
13,030 |
12,301 |
|
R1 |
12,603 |
12,603 |
12,239 |
12,478 |
PP |
12,352 |
12,352 |
12,352 |
12,289 |
S1 |
11,925 |
11,925 |
12,115 |
11,800 |
S2 |
11,674 |
11,674 |
12,053 |
|
S3 |
10,996 |
11,247 |
11,991 |
|
S4 |
10,318 |
10,569 |
11,804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,778 |
12,100 |
678 |
5.6% |
237 |
1.9% |
11% |
False |
False |
179,125 |
10 |
12,781 |
12,083 |
698 |
5.7% |
264 |
2.2% |
13% |
False |
False |
188,179 |
20 |
12,839 |
11,456 |
1,383 |
11.4% |
314 |
2.6% |
52% |
False |
False |
217,454 |
40 |
13,850 |
11,456 |
2,394 |
19.7% |
266 |
2.2% |
30% |
False |
False |
171,653 |
60 |
13,879 |
11,456 |
2,423 |
19.9% |
243 |
2.0% |
30% |
False |
False |
114,604 |
80 |
14,178 |
11,456 |
2,722 |
22.4% |
229 |
1.9% |
26% |
False |
False |
85,967 |
100 |
14,369 |
11,456 |
2,913 |
23.9% |
195 |
1.6% |
25% |
False |
False |
68,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,137 |
2.618 |
12,816 |
1.618 |
12,619 |
1.000 |
12,497 |
0.618 |
12,422 |
HIGH |
12,300 |
0.618 |
12,225 |
0.500 |
12,202 |
0.382 |
12,178 |
LOW |
12,103 |
0.618 |
11,981 |
1.000 |
11,906 |
1.618 |
11,784 |
2.618 |
11,587 |
4.250 |
11,266 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,202 |
12,246 |
PP |
12,193 |
12,223 |
S1 |
12,185 |
12,200 |
|