| 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 |
12,390 |
12,616 |
226 |
1.8% |
12,241 |
| High |
12,698 |
12,781 |
83 |
0.7% |
12,781 |
| Low |
12,239 |
12,589 |
350 |
2.9% |
12,083 |
| Close |
12,614 |
12,756 |
142 |
1.1% |
12,756 |
| Range |
459 |
192 |
-267 |
-58.2% |
698 |
| ATR |
307 |
298 |
-8 |
-2.7% |
0 |
| Volume |
212,189 |
248,859 |
36,670 |
17.3% |
986,171 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,285 |
13,212 |
12,862 |
|
| R3 |
13,093 |
13,020 |
12,809 |
|
| R2 |
12,901 |
12,901 |
12,791 |
|
| R1 |
12,828 |
12,828 |
12,774 |
12,865 |
| PP |
12,709 |
12,709 |
12,709 |
12,727 |
| S1 |
12,636 |
12,636 |
12,739 |
12,673 |
| S2 |
12,517 |
12,517 |
12,721 |
|
| S3 |
12,325 |
12,444 |
12,703 |
|
| S4 |
12,133 |
12,252 |
12,651 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,634 |
14,393 |
13,140 |
|
| R3 |
13,936 |
13,695 |
12,948 |
|
| R2 |
13,238 |
13,238 |
12,884 |
|
| R1 |
12,997 |
12,997 |
12,820 |
13,118 |
| PP |
12,540 |
12,540 |
12,540 |
12,600 |
| S1 |
12,299 |
12,299 |
12,692 |
12,420 |
| S2 |
11,842 |
11,842 |
12,628 |
|
| S3 |
11,144 |
11,601 |
12,564 |
|
| S4 |
10,446 |
10,903 |
12,372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,781 |
12,083 |
698 |
5.5% |
291 |
2.3% |
96% |
True |
False |
197,234 |
| 10 |
12,781 |
11,456 |
1,325 |
10.4% |
366 |
2.9% |
98% |
True |
False |
270,580 |
| 20 |
13,181 |
11,456 |
1,725 |
13.5% |
325 |
2.5% |
75% |
False |
False |
223,598 |
| 40 |
13,879 |
11,456 |
2,423 |
19.0% |
264 |
2.1% |
54% |
False |
False |
149,417 |
| 60 |
13,879 |
11,456 |
2,423 |
19.0% |
246 |
1.9% |
54% |
False |
False |
99,683 |
| 80 |
14,369 |
11,456 |
2,913 |
22.8% |
222 |
1.7% |
45% |
False |
False |
74,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,597 |
|
2.618 |
13,284 |
|
1.618 |
13,092 |
|
1.000 |
12,973 |
|
0.618 |
12,900 |
|
HIGH |
12,781 |
|
0.618 |
12,708 |
|
0.500 |
12,685 |
|
0.382 |
12,662 |
|
LOW |
12,589 |
|
0.618 |
12,470 |
|
1.000 |
12,397 |
|
1.618 |
12,278 |
|
2.618 |
12,086 |
|
4.250 |
11,773 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,732 |
12,674 |
| PP |
12,709 |
12,592 |
| S1 |
12,685 |
12,510 |
|