| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,855.0 |
6,959.0 |
104.0 |
1.5% |
6,615.0 |
| High |
6,992.5 |
7,075.5 |
83.0 |
1.2% |
7,075.5 |
| Low |
6,727.5 |
6,941.0 |
213.5 |
3.2% |
6,608.0 |
| Close |
6,910.5 |
7,000.5 |
90.0 |
1.3% |
7,000.5 |
| Range |
265.0 |
134.5 |
-130.5 |
-49.2% |
467.5 |
| ATR |
220.4 |
216.4 |
-4.0 |
-1.8% |
0.0 |
| Volume |
235,676 |
211,203 |
-24,473 |
-10.4% |
1,012,488 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,409.2 |
7,339.3 |
7,074.5 |
|
| R3 |
7,274.7 |
7,204.8 |
7,037.5 |
|
| R2 |
7,140.2 |
7,140.2 |
7,025.2 |
|
| R1 |
7,070.3 |
7,070.3 |
7,012.8 |
7,105.3 |
| PP |
7,005.7 |
7,005.7 |
7,005.7 |
7,023.1 |
| S1 |
6,935.8 |
6,935.8 |
6,988.2 |
6,970.8 |
| S2 |
6,871.2 |
6,871.2 |
6,975.8 |
|
| S3 |
6,736.7 |
6,801.3 |
6,963.5 |
|
| S4 |
6,602.2 |
6,666.8 |
6,926.5 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.2 |
8,116.3 |
7,257.6 |
|
| R3 |
7,829.7 |
7,648.8 |
7,129.1 |
|
| R2 |
7,362.2 |
7,362.2 |
7,086.2 |
|
| R1 |
7,181.3 |
7,181.3 |
7,043.4 |
7,271.8 |
| PP |
6,894.7 |
6,894.7 |
6,894.7 |
6,939.9 |
| S1 |
6,713.8 |
6,713.8 |
6,957.6 |
6,804.3 |
| S2 |
6,427.2 |
6,427.2 |
6,914.8 |
|
| S3 |
5,959.7 |
6,246.3 |
6,871.9 |
|
| S4 |
5,492.2 |
5,778.8 |
6,743.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,075.5 |
6,608.0 |
467.5 |
6.7% |
198.7 |
2.8% |
84% |
True |
False |
202,497 |
| 10 |
7,334.5 |
6,448.5 |
886.0 |
12.7% |
301.8 |
4.3% |
62% |
False |
False |
193,199 |
| 20 |
7,996.0 |
6,448.5 |
1,547.5 |
22.1% |
221.1 |
3.2% |
36% |
False |
False |
203,205 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
172.7 |
2.5% |
31% |
False |
False |
125,284 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
155.5 |
2.2% |
31% |
False |
False |
83,835 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
137.1 |
2.0% |
31% |
False |
False |
63,016 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
123.9 |
1.8% |
31% |
False |
False |
50,773 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
121.9 |
1.7% |
31% |
False |
False |
42,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,647.1 |
|
2.618 |
7,427.6 |
|
1.618 |
7,293.1 |
|
1.000 |
7,210.0 |
|
0.618 |
7,158.6 |
|
HIGH |
7,075.5 |
|
0.618 |
7,024.1 |
|
0.500 |
7,008.3 |
|
0.382 |
6,992.4 |
|
LOW |
6,941.0 |
|
0.618 |
6,857.9 |
|
1.000 |
6,806.5 |
|
1.618 |
6,723.4 |
|
2.618 |
6,588.9 |
|
4.250 |
6,369.4 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,008.3 |
6,967.5 |
| PP |
7,005.7 |
6,934.5 |
| S1 |
7,003.1 |
6,901.5 |
|