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 |
7,089.5 |
6,834.5 |
-255.0 |
-3.6% |
6,700.0 |
High |
7,090.0 |
6,955.0 |
-135.0 |
-1.9% |
7,140.0 |
Low |
6,810.5 |
6,790.0 |
-20.5 |
-0.3% |
6,685.0 |
Close |
6,863.0 |
6,961.5 |
98.5 |
1.4% |
7,075.5 |
Range |
279.5 |
165.0 |
-114.5 |
-41.0% |
455.0 |
ATR |
217.1 |
213.4 |
-3.7 |
-1.7% |
0.0 |
Volume |
411 |
824 |
413 |
100.5% |
3,989 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,397.2 |
7,344.3 |
7,052.3 |
|
R3 |
7,232.2 |
7,179.3 |
7,006.9 |
|
R2 |
7,067.2 |
7,067.2 |
6,991.8 |
|
R1 |
7,014.3 |
7,014.3 |
6,976.6 |
7,040.8 |
PP |
6,902.2 |
6,902.2 |
6,902.2 |
6,915.4 |
S1 |
6,849.3 |
6,849.3 |
6,946.4 |
6,875.8 |
S2 |
6,737.2 |
6,737.2 |
6,931.3 |
|
S3 |
6,572.2 |
6,684.3 |
6,916.1 |
|
S4 |
6,407.2 |
6,519.3 |
6,870.8 |
|
|
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 |
7,170.0 |
6,790.0 |
380.0 |
5.5% |
183.5 |
2.6% |
45% |
False |
True |
789 |
10 |
7,170.0 |
6,685.0 |
485.0 |
7.0% |
192.3 |
2.8% |
57% |
False |
False |
751 |
20 |
7,981.0 |
6,450.0 |
1,531.0 |
22.0% |
221.4 |
3.2% |
33% |
False |
False |
724 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
170.8 |
2.5% |
28% |
False |
False |
1,771 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
145.1 |
2.1% |
28% |
False |
False |
1,371 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
123.3 |
1.8% |
28% |
False |
False |
1,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,656.3 |
2.618 |
7,387.0 |
1.618 |
7,222.0 |
1.000 |
7,120.0 |
0.618 |
7,057.0 |
HIGH |
6,955.0 |
0.618 |
6,892.0 |
0.500 |
6,872.5 |
0.382 |
6,853.0 |
LOW |
6,790.0 |
0.618 |
6,688.0 |
1.000 |
6,625.0 |
1.618 |
6,523.0 |
2.618 |
6,358.0 |
4.250 |
6,088.8 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,931.8 |
6,980.0 |
PP |
6,902.2 |
6,973.8 |
S1 |
6,872.5 |
6,967.7 |
|