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 |
6,921.5 |
6,901.5 |
-20.0 |
-0.3% |
7,139.0 |
High |
6,935.0 |
6,954.5 |
19.5 |
0.3% |
7,170.0 |
Low |
6,763.5 |
6,809.5 |
46.0 |
0.7% |
6,763.5 |
Close |
6,835.5 |
6,882.0 |
46.5 |
0.7% |
6,882.0 |
Range |
171.5 |
145.0 |
-26.5 |
-15.5% |
406.5 |
ATR |
212.3 |
207.5 |
-4.8 |
-2.3% |
0.0 |
Volume |
3,592 |
2,811 |
-781 |
-21.7% |
8,679 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,317.0 |
7,244.5 |
6,961.8 |
|
R3 |
7,172.0 |
7,099.5 |
6,921.9 |
|
R2 |
7,027.0 |
7,027.0 |
6,908.6 |
|
R1 |
6,954.5 |
6,954.5 |
6,895.3 |
6,918.3 |
PP |
6,882.0 |
6,882.0 |
6,882.0 |
6,863.9 |
S1 |
6,809.5 |
6,809.5 |
6,868.7 |
6,773.3 |
S2 |
6,737.0 |
6,737.0 |
6,855.4 |
|
S3 |
6,592.0 |
6,664.5 |
6,842.1 |
|
S4 |
6,447.0 |
6,519.5 |
6,802.3 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,158.0 |
7,926.5 |
7,105.6 |
|
R3 |
7,751.5 |
7,520.0 |
6,993.8 |
|
R2 |
7,345.0 |
7,345.0 |
6,956.5 |
|
R1 |
7,113.5 |
7,113.5 |
6,919.3 |
7,026.0 |
PP |
6,938.5 |
6,938.5 |
6,938.5 |
6,894.8 |
S1 |
6,707.0 |
6,707.0 |
6,844.7 |
6,619.5 |
S2 |
6,532.0 |
6,532.0 |
6,807.5 |
|
S3 |
6,125.5 |
6,300.5 |
6,770.2 |
|
S4 |
5,719.0 |
5,894.0 |
6,658.4 |
|
|
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 |
6,763.5 |
406.5 |
5.9% |
171.9 |
2.5% |
29% |
False |
False |
1,735 |
10 |
7,170.0 |
6,685.0 |
485.0 |
7.0% |
178.8 |
2.6% |
41% |
False |
False |
1,266 |
20 |
7,904.0 |
6,450.0 |
1,454.0 |
21.1% |
226.9 |
3.3% |
30% |
False |
False |
1,004 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
175.1 |
2.5% |
23% |
False |
False |
1,904 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
146.6 |
2.1% |
23% |
False |
False |
1,468 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.9% |
126.3 |
1.8% |
23% |
False |
False |
1,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,570.8 |
2.618 |
7,334.1 |
1.618 |
7,189.1 |
1.000 |
7,099.5 |
0.618 |
7,044.1 |
HIGH |
6,954.5 |
0.618 |
6,899.1 |
0.500 |
6,882.0 |
0.382 |
6,864.9 |
LOW |
6,809.5 |
0.618 |
6,719.9 |
1.000 |
6,664.5 |
1.618 |
6,574.9 |
2.618 |
6,429.9 |
4.250 |
6,193.3 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,882.0 |
6,874.4 |
PP |
6,882.0 |
6,866.8 |
S1 |
6,882.0 |
6,859.3 |
|