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 |
12,631.85 |
12,257.25 |
-374.60 |
-3.0% |
12,205.71 |
High |
12,631.93 |
12,390.32 |
-241.61 |
-1.9% |
12,767.74 |
Low |
12,264.07 |
12,178.15 |
-85.92 |
-0.7% |
12,112.14 |
Close |
12,265.62 |
12,200.26 |
-65.36 |
-0.5% |
12,742.79 |
Range |
367.86 |
212.17 |
-155.69 |
-42.3% |
655.60 |
ATR |
268.71 |
264.67 |
-4.04 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,892.75 |
12,758.68 |
12,316.95 |
|
R3 |
12,680.58 |
12,546.51 |
12,258.61 |
|
R2 |
12,468.41 |
12,468.41 |
12,239.16 |
|
R1 |
12,334.34 |
12,334.34 |
12,219.71 |
12,295.29 |
PP |
12,256.24 |
12,256.24 |
12,256.24 |
12,236.72 |
S1 |
12,122.17 |
12,122.17 |
12,180.81 |
12,083.12 |
S2 |
12,044.07 |
12,044.07 |
12,161.36 |
|
S3 |
11,831.90 |
11,910.00 |
12,141.91 |
|
S4 |
11,619.73 |
11,697.83 |
12,083.57 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,507.69 |
14,280.84 |
13,103.37 |
|
R3 |
13,852.09 |
13,625.24 |
12,923.08 |
|
R2 |
13,196.49 |
13,196.49 |
12,862.98 |
|
R1 |
12,969.64 |
12,969.64 |
12,802.89 |
13,083.07 |
PP |
12,540.89 |
12,540.89 |
12,540.89 |
12,597.60 |
S1 |
12,314.04 |
12,314.04 |
12,682.69 |
12,427.47 |
S2 |
11,885.29 |
11,885.29 |
12,622.60 |
|
S3 |
11,229.69 |
11,658.44 |
12,562.50 |
|
S4 |
10,574.09 |
11,002.84 |
12,382.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,767.74 |
12,178.15 |
589.59 |
4.8% |
265.17 |
2.2% |
4% |
False |
True |
|
10 |
12,767.74 |
12,112.14 |
655.60 |
5.4% |
249.17 |
2.0% |
13% |
False |
False |
|
20 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
291.32 |
2.4% |
44% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
244.05 |
2.0% |
26% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
231.77 |
1.9% |
26% |
False |
False |
|
80 |
14,118.52 |
11,634.82 |
2,483.70 |
20.4% |
222.67 |
1.8% |
23% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
203.88 |
1.7% |
22% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
201.89 |
1.7% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,292.04 |
2.618 |
12,945.78 |
1.618 |
12,733.61 |
1.000 |
12,602.49 |
0.618 |
12,521.44 |
HIGH |
12,390.32 |
0.618 |
12,309.27 |
0.500 |
12,284.24 |
0.382 |
12,259.20 |
LOW |
12,178.15 |
0.618 |
12,047.03 |
1.000 |
11,965.98 |
1.618 |
11,834.86 |
2.618 |
11,622.69 |
4.250 |
11,276.43 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
12,284.24 |
12,463.97 |
PP |
12,256.24 |
12,376.06 |
S1 |
12,228.25 |
12,288.16 |
|