Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,938.0 |
7,022.0 |
84.0 |
1.2% |
6,700.0 |
High |
7,060.0 |
7,140.0 |
80.0 |
1.1% |
7,140.0 |
Low |
6,808.0 |
7,017.5 |
209.5 |
3.1% |
6,685.0 |
Close |
6,983.5 |
7,075.5 |
92.0 |
1.3% |
7,075.5 |
Range |
252.0 |
122.5 |
-129.5 |
-51.4% |
455.0 |
ATR |
224.2 |
219.4 |
-4.8 |
-2.2% |
0.0 |
Volume |
961 |
712 |
-249 |
-25.9% |
3,989 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,445.2 |
7,382.8 |
7,142.9 |
|
R3 |
7,322.7 |
7,260.3 |
7,109.2 |
|
R2 |
7,200.2 |
7,200.2 |
7,098.0 |
|
R1 |
7,137.8 |
7,137.8 |
7,086.7 |
7,169.0 |
PP |
7,077.7 |
7,077.7 |
7,077.7 |
7,093.3 |
S1 |
7,015.3 |
7,015.3 |
7,064.3 |
7,046.5 |
S2 |
6,955.2 |
6,955.2 |
7,053.0 |
|
S3 |
6,832.7 |
6,892.8 |
7,041.8 |
|
S4 |
6,710.2 |
6,770.3 |
7,008.1 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,331.8 |
8,158.7 |
7,325.8 |
|
R3 |
7,876.8 |
7,703.7 |
7,200.6 |
|
R2 |
7,421.8 |
7,421.8 |
7,158.9 |
|
R1 |
7,248.7 |
7,248.7 |
7,117.2 |
7,335.3 |
PP |
6,966.8 |
6,966.8 |
6,966.8 |
7,010.1 |
S1 |
6,793.7 |
6,793.7 |
7,033.8 |
6,880.3 |
S2 |
6,511.8 |
6,511.8 |
6,992.1 |
|
S3 |
6,056.8 |
6,338.7 |
6,950.4 |
|
S4 |
5,601.8 |
5,883.7 |
6,825.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,140.0 |
6,685.0 |
455.0 |
6.4% |
185.7 |
2.6% |
86% |
True |
False |
797 |
10 |
7,397.5 |
6,450.0 |
947.5 |
13.4% |
289.7 |
4.1% |
66% |
False |
False |
765 |
20 |
8,079.5 |
6,450.0 |
1,629.5 |
23.0% |
211.1 |
3.0% |
38% |
False |
False |
767 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
162.0 |
2.3% |
34% |
False |
False |
1,771 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
138.7 |
2.0% |
34% |
False |
False |
1,340 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
117.4 |
1.7% |
34% |
False |
False |
1,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,660.6 |
2.618 |
7,460.7 |
1.618 |
7,338.2 |
1.000 |
7,262.5 |
0.618 |
7,215.7 |
HIGH |
7,140.0 |
0.618 |
7,093.2 |
0.500 |
7,078.8 |
0.382 |
7,064.3 |
LOW |
7,017.5 |
0.618 |
6,941.8 |
1.000 |
6,895.0 |
1.618 |
6,819.3 |
2.618 |
6,696.8 |
4.250 |
6,496.9 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
7,078.8 |
7,041.7 |
PP |
7,077.7 |
7,007.8 |
S1 |
7,076.6 |
6,974.0 |
|