| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,379.25 |
1,343.25 |
-36.00 |
-2.6% |
1,336.00 |
| High |
1,381.25 |
1,353.25 |
-28.00 |
-2.0% |
1,398.00 |
| Low |
1,337.50 |
1,324.75 |
-12.75 |
-1.0% |
1,310.25 |
| Close |
1,343.25 |
1,330.00 |
-13.25 |
-1.0% |
1,397.00 |
| Range |
43.75 |
28.50 |
-15.25 |
-34.9% |
87.75 |
| ATR |
36.70 |
36.11 |
-0.59 |
-1.6% |
0.00 |
| Volume |
1,218,675 |
2,517,764 |
1,299,089 |
106.6% |
11,940,176 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.50 |
1,404.25 |
1,345.75 |
|
| R3 |
1,393.00 |
1,375.75 |
1,337.75 |
|
| R2 |
1,364.50 |
1,364.50 |
1,335.25 |
|
| R1 |
1,347.25 |
1,347.25 |
1,332.50 |
1,341.50 |
| PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,333.25 |
| S1 |
1,318.75 |
1,318.75 |
1,327.50 |
1,313.00 |
| S2 |
1,307.50 |
1,307.50 |
1,324.75 |
|
| S3 |
1,279.00 |
1,290.25 |
1,322.25 |
|
| S4 |
1,250.50 |
1,261.75 |
1,314.25 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.75 |
1,602.00 |
1,445.25 |
|
| R3 |
1,544.00 |
1,514.25 |
1,421.25 |
|
| R2 |
1,456.25 |
1,456.25 |
1,413.00 |
|
| R1 |
1,426.50 |
1,426.50 |
1,405.00 |
1,441.50 |
| PP |
1,368.50 |
1,368.50 |
1,368.50 |
1,375.75 |
| S1 |
1,338.75 |
1,338.75 |
1,389.00 |
1,353.50 |
| S2 |
1,280.75 |
1,280.75 |
1,381.00 |
|
| S3 |
1,193.00 |
1,251.00 |
1,372.75 |
|
| S4 |
1,105.25 |
1,163.25 |
1,348.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.00 |
1,324.75 |
75.25 |
5.7% |
35.25 |
2.7% |
7% |
False |
True |
2,365,835 |
| 10 |
1,400.00 |
1,310.25 |
89.75 |
6.7% |
34.75 |
2.6% |
22% |
False |
False |
2,451,926 |
| 20 |
1,436.25 |
1,255.50 |
180.75 |
13.6% |
39.50 |
3.0% |
41% |
False |
False |
2,681,835 |
| 40 |
1,538.25 |
1,255.50 |
282.75 |
21.3% |
33.25 |
2.5% |
26% |
False |
False |
1,910,629 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
21.3% |
31.50 |
2.4% |
26% |
False |
False |
1,278,182 |
| 80 |
1,587.75 |
1,255.50 |
332.25 |
25.0% |
30.00 |
2.3% |
22% |
False |
False |
959,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.50 |
|
2.618 |
1,427.75 |
|
1.618 |
1,399.25 |
|
1.000 |
1,381.75 |
|
0.618 |
1,370.75 |
|
HIGH |
1,353.25 |
|
0.618 |
1,342.25 |
|
0.500 |
1,339.00 |
|
0.382 |
1,335.75 |
|
LOW |
1,324.75 |
|
0.618 |
1,307.25 |
|
1.000 |
1,296.25 |
|
1.618 |
1,278.75 |
|
2.618 |
1,250.25 |
|
4.250 |
1,203.50 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.00 |
1,362.50 |
| PP |
1,336.00 |
1,351.50 |
| S1 |
1,333.00 |
1,340.75 |
|