| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
12,318 |
12,237 |
-81 |
-0.7% |
12,241 |
| High |
12,392 |
12,338 |
-54 |
-0.4% |
12,781 |
| Low |
12,179 |
12,100 |
-79 |
-0.6% |
12,083 |
| Close |
12,235 |
12,278 |
43 |
0.4% |
12,756 |
| Range |
213 |
238 |
25 |
11.7% |
698 |
| ATR |
289 |
285 |
-4 |
-1.3% |
0 |
| Volume |
205,095 |
168,889 |
-36,206 |
-17.7% |
986,171 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,953 |
12,853 |
12,409 |
|
| R3 |
12,715 |
12,615 |
12,344 |
|
| R2 |
12,477 |
12,477 |
12,322 |
|
| R1 |
12,377 |
12,377 |
12,300 |
12,427 |
| PP |
12,239 |
12,239 |
12,239 |
12,264 |
| S1 |
12,139 |
12,139 |
12,256 |
12,189 |
| S2 |
12,001 |
12,001 |
12,234 |
|
| S3 |
11,763 |
11,901 |
12,213 |
|
| S4 |
11,525 |
11,663 |
12,147 |
|
|
| 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 |
12,100 |
681 |
5.5% |
236 |
1.9% |
26% |
False |
True |
182,597 |
| 10 |
12,781 |
12,083 |
698 |
5.7% |
274 |
2.2% |
28% |
False |
False |
185,683 |
| 20 |
12,984 |
11,456 |
1,528 |
12.4% |
320 |
2.6% |
54% |
False |
False |
218,906 |
| 40 |
13,879 |
11,456 |
2,423 |
19.7% |
270 |
2.2% |
34% |
False |
False |
165,914 |
| 60 |
13,879 |
11,456 |
2,423 |
19.7% |
245 |
2.0% |
34% |
False |
False |
110,746 |
| 80 |
14,178 |
11,456 |
2,722 |
22.2% |
227 |
1.8% |
30% |
False |
False |
83,073 |
| 100 |
14,369 |
11,456 |
2,913 |
23.7% |
193 |
1.6% |
28% |
False |
False |
66,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,350 |
|
2.618 |
12,961 |
|
1.618 |
12,723 |
|
1.000 |
12,576 |
|
0.618 |
12,485 |
|
HIGH |
12,338 |
|
0.618 |
12,247 |
|
0.500 |
12,219 |
|
0.382 |
12,191 |
|
LOW |
12,100 |
|
0.618 |
11,953 |
|
1.000 |
11,862 |
|
1.618 |
11,715 |
|
2.618 |
11,477 |
|
4.250 |
11,089 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,258 |
12,362 |
| PP |
12,239 |
12,334 |
| S1 |
12,219 |
12,306 |
|