| 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 |
6,834.5 |
6,921.5 |
87.0 |
1.3% |
6,700.0 |
| High |
6,955.0 |
6,935.0 |
-20.0 |
-0.3% |
7,140.0 |
| Low |
6,790.0 |
6,763.5 |
-26.5 |
-0.4% |
6,685.0 |
| Close |
6,961.5 |
6,835.5 |
-126.0 |
-1.8% |
7,075.5 |
| Range |
165.0 |
171.5 |
6.5 |
3.9% |
455.0 |
| ATR |
213.4 |
212.3 |
-1.1 |
-0.5% |
0.0 |
| Volume |
824 |
3,592 |
2,768 |
335.9% |
3,989 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,359.2 |
7,268.8 |
6,929.8 |
|
| R3 |
7,187.7 |
7,097.3 |
6,882.7 |
|
| R2 |
7,016.2 |
7,016.2 |
6,866.9 |
|
| R1 |
6,925.8 |
6,925.8 |
6,851.2 |
6,885.3 |
| PP |
6,844.7 |
6,844.7 |
6,844.7 |
6,824.4 |
| S1 |
6,754.3 |
6,754.3 |
6,819.8 |
6,713.8 |
| S2 |
6,673.2 |
6,673.2 |
6,804.1 |
|
| S3 |
6,501.7 |
6,582.8 |
6,788.3 |
|
| S4 |
6,330.2 |
6,411.3 |
6,741.2 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,331.8 |
8,158.7 |
7,325.8 |
|
| R3 |
7,876.8 |
7,703.7 |
7,200.6 |
|
| R2 |
7,421.8 |
7,421.8 |
7,158.9 |
|
| R1 |
7,248.7 |
7,248.7 |
7,117.2 |
7,335.3 |
| PP |
6,966.8 |
6,966.8 |
6,966.8 |
7,010.1 |
| S1 |
6,793.7 |
6,793.7 |
7,033.8 |
6,880.3 |
| S2 |
6,511.8 |
6,511.8 |
6,992.1 |
|
| S3 |
6,056.8 |
6,338.7 |
6,950.4 |
|
| S4 |
5,601.8 |
5,883.7 |
6,825.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,170.0 |
6,763.5 |
406.5 |
5.9% |
167.4 |
2.4% |
18% |
False |
True |
1,316 |
| 10 |
7,170.0 |
6,685.0 |
485.0 |
7.1% |
191.7 |
2.8% |
31% |
False |
False |
1,064 |
| 20 |
7,904.0 |
6,450.0 |
1,454.0 |
21.3% |
223.5 |
3.3% |
27% |
False |
False |
882 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
172.5 |
2.5% |
21% |
False |
False |
1,844 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
146.1 |
2.1% |
21% |
False |
False |
1,423 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.1% |
125.1 |
1.8% |
21% |
False |
False |
1,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,663.9 |
|
2.618 |
7,384.0 |
|
1.618 |
7,212.5 |
|
1.000 |
7,106.5 |
|
0.618 |
7,041.0 |
|
HIGH |
6,935.0 |
|
0.618 |
6,869.5 |
|
0.500 |
6,849.3 |
|
0.382 |
6,829.0 |
|
LOW |
6,763.5 |
|
0.618 |
6,657.5 |
|
1.000 |
6,592.0 |
|
1.618 |
6,486.0 |
|
2.618 |
6,314.5 |
|
4.250 |
6,034.6 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,849.3 |
6,926.8 |
| PP |
6,844.7 |
6,896.3 |
| S1 |
6,840.1 |
6,865.9 |
|