| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,959.0 |
7,061.5 |
102.5 |
1.5% |
6,615.0 |
| High |
7,075.5 |
7,096.0 |
20.5 |
0.3% |
7,075.5 |
| Low |
6,941.0 |
6,985.5 |
44.5 |
0.6% |
6,608.0 |
| Close |
7,000.5 |
7,034.0 |
33.5 |
0.5% |
7,000.5 |
| Range |
134.5 |
110.5 |
-24.0 |
-17.8% |
467.5 |
| ATR |
216.4 |
208.9 |
-7.6 |
-3.5% |
0.0 |
| Volume |
211,203 |
122,863 |
-88,340 |
-41.8% |
1,012,488 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,370.0 |
7,312.5 |
7,094.8 |
|
| R3 |
7,259.5 |
7,202.0 |
7,064.4 |
|
| R2 |
7,149.0 |
7,149.0 |
7,054.3 |
|
| R1 |
7,091.5 |
7,091.5 |
7,044.1 |
7,065.0 |
| PP |
7,038.5 |
7,038.5 |
7,038.5 |
7,025.3 |
| S1 |
6,981.0 |
6,981.0 |
7,023.9 |
6,954.5 |
| S2 |
6,928.0 |
6,928.0 |
7,013.7 |
|
| S3 |
6,817.5 |
6,870.5 |
7,003.6 |
|
| S4 |
6,707.0 |
6,760.0 |
6,973.2 |
|
|
| 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 |
7,096.0 |
6,727.5 |
368.5 |
5.2% |
156.3 |
2.2% |
83% |
True |
False |
182,782 |
| 10 |
7,334.5 |
6,448.5 |
886.0 |
12.6% |
259.6 |
3.7% |
66% |
False |
False |
164,459 |
| 20 |
7,996.0 |
6,448.5 |
1,547.5 |
22.0% |
221.7 |
3.2% |
38% |
False |
False |
201,313 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
172.8 |
2.5% |
32% |
False |
False |
128,297 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
155.8 |
2.2% |
32% |
False |
False |
85,880 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
137.7 |
2.0% |
32% |
False |
False |
64,530 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
124.6 |
1.8% |
32% |
False |
False |
52,001 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
121.5 |
1.7% |
32% |
False |
False |
43,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,565.6 |
|
2.618 |
7,385.3 |
|
1.618 |
7,274.8 |
|
1.000 |
7,206.5 |
|
0.618 |
7,164.3 |
|
HIGH |
7,096.0 |
|
0.618 |
7,053.8 |
|
0.500 |
7,040.8 |
|
0.382 |
7,027.7 |
|
LOW |
6,985.5 |
|
0.618 |
6,917.2 |
|
1.000 |
6,875.0 |
|
1.618 |
6,806.7 |
|
2.618 |
6,696.2 |
|
4.250 |
6,515.9 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,040.8 |
6,993.3 |
| PP |
7,038.5 |
6,952.5 |
| S1 |
7,036.3 |
6,911.8 |
|