| 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 |
12,616 |
12,756 |
140 |
1.1% |
12,241 |
| High |
12,781 |
12,778 |
-3 |
0.0% |
12,781 |
| Low |
12,589 |
12,603 |
14 |
0.1% |
12,083 |
| Close |
12,756 |
12,612 |
-144 |
-1.1% |
12,756 |
| Range |
192 |
175 |
-17 |
-8.9% |
698 |
| ATR |
298 |
290 |
-9 |
-3.0% |
0 |
| Volume |
248,859 |
174,653 |
-74,206 |
-29.8% |
986,171 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,189 |
13,076 |
12,708 |
|
| R3 |
13,014 |
12,901 |
12,660 |
|
| R2 |
12,839 |
12,839 |
12,644 |
|
| R1 |
12,726 |
12,726 |
12,628 |
12,695 |
| PP |
12,664 |
12,664 |
12,664 |
12,649 |
| S1 |
12,551 |
12,551 |
12,596 |
12,520 |
| S2 |
12,489 |
12,489 |
12,580 |
|
| S3 |
12,314 |
12,376 |
12,564 |
|
| S4 |
12,139 |
12,201 |
12,516 |
|
|
| 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 |
12,239 |
542 |
4.3% |
263 |
2.1% |
69% |
False |
False |
191,479 |
| 10 |
12,781 |
11,456 |
1,325 |
10.5% |
351 |
2.8% |
87% |
False |
False |
234,156 |
| 20 |
12,984 |
11,456 |
1,528 |
12.1% |
317 |
2.5% |
76% |
False |
False |
226,004 |
| 40 |
13,879 |
11,456 |
2,423 |
19.2% |
263 |
2.1% |
48% |
False |
False |
153,771 |
| 60 |
13,879 |
11,456 |
2,423 |
19.2% |
244 |
1.9% |
48% |
False |
False |
102,593 |
| 80 |
14,369 |
11,456 |
2,913 |
23.1% |
223 |
1.8% |
40% |
False |
False |
76,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,522 |
|
2.618 |
13,236 |
|
1.618 |
13,061 |
|
1.000 |
12,953 |
|
0.618 |
12,886 |
|
HIGH |
12,778 |
|
0.618 |
12,711 |
|
0.500 |
12,691 |
|
0.382 |
12,670 |
|
LOW |
12,603 |
|
0.618 |
12,495 |
|
1.000 |
12,428 |
|
1.618 |
12,320 |
|
2.618 |
12,145 |
|
4.250 |
11,859 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,691 |
12,578 |
| PP |
12,664 |
12,544 |
| S1 |
12,638 |
12,510 |
|