Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,901.5 |
6,840.0 |
-61.5 |
-0.9% |
7,139.0 |
High |
6,954.5 |
6,917.0 |
-37.5 |
-0.5% |
7,170.0 |
Low |
6,809.5 |
6,798.0 |
-11.5 |
-0.2% |
6,763.5 |
Close |
6,882.0 |
6,847.0 |
-35.0 |
-0.5% |
6,882.0 |
Range |
145.0 |
119.0 |
-26.0 |
-17.9% |
406.5 |
ATR |
207.5 |
201.2 |
-6.3 |
-3.0% |
0.0 |
Volume |
2,811 |
2,275 |
-536 |
-19.1% |
8,679 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,211.0 |
7,148.0 |
6,912.5 |
|
R3 |
7,092.0 |
7,029.0 |
6,879.7 |
|
R2 |
6,973.0 |
6,973.0 |
6,868.8 |
|
R1 |
6,910.0 |
6,910.0 |
6,857.9 |
6,941.5 |
PP |
6,854.0 |
6,854.0 |
6,854.0 |
6,869.8 |
S1 |
6,791.0 |
6,791.0 |
6,836.1 |
6,822.5 |
S2 |
6,735.0 |
6,735.0 |
6,825.2 |
|
S3 |
6,616.0 |
6,672.0 |
6,814.3 |
|
S4 |
6,497.0 |
6,553.0 |
6,781.6 |
|
|
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 |
7,090.0 |
6,763.5 |
326.5 |
4.8% |
176.0 |
2.6% |
26% |
False |
False |
1,982 |
10 |
7,170.0 |
6,763.5 |
406.5 |
5.9% |
159.6 |
2.3% |
21% |
False |
False |
1,367 |
20 |
7,866.0 |
6,450.0 |
1,416.0 |
20.7% |
229.4 |
3.4% |
28% |
False |
False |
1,094 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
175.4 |
2.6% |
21% |
False |
False |
1,887 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
148.3 |
2.2% |
21% |
False |
False |
1,505 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
126.9 |
1.9% |
21% |
False |
False |
1,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,422.8 |
2.618 |
7,228.5 |
1.618 |
7,109.5 |
1.000 |
7,036.0 |
0.618 |
6,990.5 |
HIGH |
6,917.0 |
0.618 |
6,871.5 |
0.500 |
6,857.5 |
0.382 |
6,843.5 |
LOW |
6,798.0 |
0.618 |
6,724.5 |
1.000 |
6,679.0 |
1.618 |
6,605.5 |
2.618 |
6,486.5 |
4.250 |
6,292.3 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
6,857.5 |
6,859.0 |
PP |
6,854.0 |
6,855.0 |
S1 |
6,850.5 |
6,851.0 |
|