Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
6,029.5 |
5,993.5 |
-36.0 |
-0.6% |
5,817.5 |
High |
6,046.0 |
5,994.0 |
-52.0 |
-0.9% |
6,026.0 |
Low |
5,972.5 |
5,822.0 |
-150.5 |
-2.5% |
5,663.5 |
Close |
5,999.0 |
5,834.0 |
-165.0 |
-2.8% |
5,981.0 |
Range |
73.5 |
172.0 |
98.5 |
134.0% |
362.5 |
ATR |
162.7 |
163.7 |
1.0 |
0.6% |
0.0 |
Volume |
182,185 |
84,612 |
-97,573 |
-53.6% |
687,118 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,399.5 |
6,288.5 |
5,928.5 |
|
R3 |
6,227.5 |
6,116.5 |
5,881.5 |
|
R2 |
6,055.5 |
6,055.5 |
5,865.5 |
|
R1 |
5,944.5 |
5,944.5 |
5,850.0 |
5,914.0 |
PP |
5,883.5 |
5,883.5 |
5,883.5 |
5,868.0 |
S1 |
5,772.5 |
5,772.5 |
5,818.0 |
5,742.0 |
S2 |
5,711.5 |
5,711.5 |
5,802.5 |
|
S3 |
5,539.5 |
5,600.5 |
5,786.5 |
|
S4 |
5,367.5 |
5,428.5 |
5,739.5 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,977.5 |
6,842.0 |
6,180.5 |
|
R3 |
6,615.0 |
6,479.5 |
6,080.5 |
|
R2 |
6,252.5 |
6,252.5 |
6,047.5 |
|
R1 |
6,117.0 |
6,117.0 |
6,014.0 |
6,185.0 |
PP |
5,890.0 |
5,890.0 |
5,890.0 |
5,924.0 |
S1 |
5,754.5 |
5,754.5 |
5,948.0 |
5,822.0 |
S2 |
5,527.5 |
5,527.5 |
5,914.5 |
|
S3 |
5,165.0 |
5,392.0 |
5,881.5 |
|
S4 |
4,802.5 |
5,029.5 |
5,781.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,046.0 |
5,663.5 |
382.5 |
6.6% |
129.0 |
2.2% |
45% |
False |
False |
132,610 |
10 |
6,046.0 |
5,495.0 |
551.0 |
9.4% |
155.5 |
2.7% |
62% |
False |
False |
178,607 |
20 |
6,314.5 |
5,301.5 |
1,013.0 |
17.4% |
167.0 |
2.9% |
53% |
False |
False |
170,339 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
128.5 |
2.2% |
40% |
False |
False |
119,315 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
123.5 |
2.1% |
40% |
False |
False |
79,954 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
111.0 |
1.9% |
35% |
False |
False |
59,995 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
97.5 |
1.7% |
35% |
False |
False |
48,012 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
86.5 |
1.5% |
35% |
False |
False |
40,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,725.0 |
2.618 |
6,444.5 |
1.618 |
6,272.5 |
1.000 |
6,166.0 |
0.618 |
6,100.5 |
HIGH |
5,994.0 |
0.618 |
5,928.5 |
0.500 |
5,908.0 |
0.382 |
5,887.5 |
LOW |
5,822.0 |
0.618 |
5,715.5 |
1.000 |
5,650.0 |
1.618 |
5,543.5 |
2.618 |
5,371.5 |
4.250 |
5,091.0 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
5,908.0 |
5,934.0 |
PP |
5,883.5 |
5,900.5 |
S1 |
5,858.5 |
5,867.5 |
|