| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,804.0 |
6,830.0 |
26.0 |
0.4% |
7,061.5 |
| High |
6,871.5 |
6,888.0 |
16.5 |
0.2% |
7,096.0 |
| Low |
6,686.0 |
6,725.0 |
39.0 |
0.6% |
6,686.0 |
| Close |
6,764.0 |
6,809.5 |
45.5 |
0.7% |
6,809.5 |
| Range |
185.5 |
163.0 |
-22.5 |
-12.1% |
410.0 |
| ATR |
212.8 |
209.2 |
-3.6 |
-1.7% |
0.0 |
| Volume |
225,908 |
169,860 |
-56,048 |
-24.8% |
906,605 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,296.5 |
7,216.0 |
6,899.2 |
|
| R3 |
7,133.5 |
7,053.0 |
6,854.3 |
|
| R2 |
6,970.5 |
6,970.5 |
6,839.4 |
|
| R1 |
6,890.0 |
6,890.0 |
6,824.4 |
6,848.8 |
| PP |
6,807.5 |
6,807.5 |
6,807.5 |
6,786.9 |
| S1 |
6,727.0 |
6,727.0 |
6,794.6 |
6,685.8 |
| S2 |
6,644.5 |
6,644.5 |
6,779.6 |
|
| S3 |
6,481.5 |
6,564.0 |
6,764.7 |
|
| S4 |
6,318.5 |
6,401.0 |
6,719.9 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,093.8 |
7,861.7 |
7,035.0 |
|
| R3 |
7,683.8 |
7,451.7 |
6,922.3 |
|
| R2 |
7,273.8 |
7,273.8 |
6,884.7 |
|
| R1 |
7,041.7 |
7,041.7 |
6,847.1 |
6,952.8 |
| PP |
6,863.8 |
6,863.8 |
6,863.8 |
6,819.4 |
| S1 |
6,631.7 |
6,631.7 |
6,771.9 |
6,542.8 |
| S2 |
6,453.8 |
6,453.8 |
6,734.3 |
|
| S3 |
6,043.8 |
6,221.7 |
6,696.8 |
|
| S4 |
5,633.8 |
5,811.7 |
6,584.0 |
|
|
| 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 |
6,686.0 |
410.0 |
6.0% |
189.2 |
2.8% |
30% |
False |
False |
181,321 |
| 10 |
7,096.0 |
6,608.0 |
488.0 |
7.2% |
194.0 |
2.8% |
41% |
False |
False |
191,909 |
| 20 |
7,826.5 |
6,448.5 |
1,378.0 |
20.2% |
238.8 |
3.5% |
26% |
False |
False |
201,753 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
182.0 |
2.7% |
20% |
False |
False |
147,552 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
161.5 |
2.4% |
20% |
False |
False |
98,913 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
144.7 |
2.1% |
20% |
False |
False |
74,304 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
127.7 |
1.9% |
20% |
False |
False |
59,782 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.5% |
123.6 |
1.8% |
20% |
False |
False |
49,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,580.8 |
|
2.618 |
7,314.7 |
|
1.618 |
7,151.7 |
|
1.000 |
7,051.0 |
|
0.618 |
6,988.7 |
|
HIGH |
6,888.0 |
|
0.618 |
6,825.7 |
|
0.500 |
6,806.5 |
|
0.382 |
6,787.3 |
|
LOW |
6,725.0 |
|
0.618 |
6,624.3 |
|
1.000 |
6,562.0 |
|
1.618 |
6,461.3 |
|
2.618 |
6,298.3 |
|
4.250 |
6,032.3 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,808.5 |
6,803.5 |
| PP |
6,807.5 |
6,797.5 |
| S1 |
6,806.5 |
6,791.5 |
|