| 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 |
12,196.20 |
12,248.47 |
52.27 |
0.4% |
12,743.11 |
| High |
12,332.52 |
12,281.88 |
-50.64 |
-0.4% |
12,749.78 |
| Low |
12,120.44 |
12,103.37 |
-17.07 |
-0.1% |
12,103.37 |
| Close |
12,247.00 |
12,182.14 |
-64.86 |
-0.5% |
12,182.14 |
| Range |
212.08 |
178.51 |
-33.57 |
-15.8% |
646.41 |
| ATR |
260.92 |
255.03 |
-5.89 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,724.66 |
12,631.91 |
12,280.32 |
|
| R3 |
12,546.15 |
12,453.40 |
12,231.23 |
|
| R2 |
12,367.64 |
12,367.64 |
12,214.87 |
|
| R1 |
12,274.89 |
12,274.89 |
12,198.50 |
12,232.01 |
| PP |
12,189.13 |
12,189.13 |
12,189.13 |
12,167.69 |
| S1 |
12,096.38 |
12,096.38 |
12,165.78 |
12,053.50 |
| S2 |
12,010.62 |
12,010.62 |
12,149.41 |
|
| S3 |
11,832.11 |
11,917.87 |
12,133.05 |
|
| S4 |
11,653.60 |
11,739.36 |
12,083.96 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,284.33 |
13,879.64 |
12,537.67 |
|
| R3 |
13,637.92 |
13,233.23 |
12,359.90 |
|
| R2 |
12,991.51 |
12,991.51 |
12,300.65 |
|
| R1 |
12,586.82 |
12,586.82 |
12,241.39 |
12,465.96 |
| PP |
12,345.10 |
12,345.10 |
12,345.10 |
12,284.67 |
| S1 |
11,940.41 |
11,940.41 |
12,122.89 |
11,819.55 |
| S2 |
11,698.69 |
11,698.69 |
12,063.63 |
|
| S3 |
11,052.28 |
11,294.00 |
12,004.38 |
|
| S4 |
10,405.87 |
10,647.59 |
11,826.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,749.78 |
12,103.37 |
646.41 |
5.3% |
219.71 |
1.8% |
12% |
False |
True |
|
| 10 |
12,767.74 |
12,103.37 |
664.37 |
5.5% |
242.17 |
2.0% |
12% |
False |
True |
|
| 20 |
12,851.14 |
11,634.82 |
1,216.32 |
10.0% |
284.05 |
2.3% |
45% |
False |
False |
|
| 40 |
13,704.52 |
11,634.82 |
2,069.70 |
17.0% |
241.39 |
2.0% |
26% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
231.17 |
1.9% |
26% |
False |
False |
|
| 80 |
14,012.84 |
11,634.82 |
2,378.02 |
19.5% |
223.77 |
1.8% |
23% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
205.53 |
1.7% |
21% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
199.42 |
1.6% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,040.55 |
|
2.618 |
12,749.22 |
|
1.618 |
12,570.71 |
|
1.000 |
12,460.39 |
|
0.618 |
12,392.20 |
|
HIGH |
12,281.88 |
|
0.618 |
12,213.69 |
|
0.500 |
12,192.63 |
|
0.382 |
12,171.56 |
|
LOW |
12,103.37 |
|
0.618 |
11,993.05 |
|
1.000 |
11,924.86 |
|
1.618 |
11,814.54 |
|
2.618 |
11,636.03 |
|
4.250 |
11,344.70 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,192.63 |
12,246.85 |
| PP |
12,189.13 |
12,225.28 |
| S1 |
12,185.64 |
12,203.71 |
|