| 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 |
1,331.75 |
1,340.50 |
8.75 |
0.7% |
1,396.75 |
| High |
1,348.50 |
1,343.75 |
-4.75 |
-0.4% |
1,400.00 |
| Low |
1,312.75 |
1,321.00 |
8.25 |
0.6% |
1,312.75 |
| Close |
1,340.25 |
1,330.25 |
-10.00 |
-0.7% |
1,330.25 |
| Range |
35.75 |
22.75 |
-13.00 |
-36.4% |
87.25 |
| ATR |
36.09 |
35.13 |
-0.95 |
-2.6% |
0.00 |
| Volume |
2,162,714 |
2,927,426 |
764,712 |
35.4% |
11,117,517 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.00 |
1,387.75 |
1,342.75 |
|
| R3 |
1,377.25 |
1,365.00 |
1,336.50 |
|
| R2 |
1,354.50 |
1,354.50 |
1,334.50 |
|
| R1 |
1,342.25 |
1,342.25 |
1,332.25 |
1,337.00 |
| PP |
1,331.75 |
1,331.75 |
1,331.75 |
1,329.00 |
| S1 |
1,319.50 |
1,319.50 |
1,328.25 |
1,314.25 |
| S2 |
1,309.00 |
1,309.00 |
1,326.00 |
|
| S3 |
1,286.25 |
1,296.75 |
1,324.00 |
|
| S4 |
1,263.50 |
1,274.00 |
1,317.75 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.50 |
1,557.00 |
1,378.25 |
|
| R3 |
1,522.25 |
1,469.75 |
1,354.25 |
|
| R2 |
1,435.00 |
1,435.00 |
1,346.25 |
|
| R1 |
1,382.50 |
1,382.50 |
1,338.25 |
1,365.00 |
| PP |
1,347.75 |
1,347.75 |
1,347.75 |
1,339.00 |
| S1 |
1,295.25 |
1,295.25 |
1,322.25 |
1,278.00 |
| S2 |
1,260.50 |
1,260.50 |
1,314.25 |
|
| S3 |
1,173.25 |
1,208.00 |
1,306.25 |
|
| S4 |
1,086.00 |
1,120.75 |
1,282.25 |
|
|
| 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 |
1,312.75 |
87.25 |
6.6% |
30.50 |
2.3% |
20% |
False |
False |
2,223,503 |
| 10 |
1,400.00 |
1,310.25 |
89.75 |
6.7% |
34.00 |
2.6% |
22% |
False |
False |
2,305,769 |
| 20 |
1,424.50 |
1,255.50 |
169.00 |
12.7% |
39.00 |
2.9% |
44% |
False |
False |
2,650,650 |
| 40 |
1,526.75 |
1,255.50 |
271.25 |
20.4% |
32.75 |
2.5% |
28% |
False |
False |
2,033,507 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
21.3% |
31.00 |
2.3% |
26% |
False |
False |
1,362,934 |
| 80 |
1,572.50 |
1,255.50 |
317.00 |
23.8% |
30.25 |
2.3% |
24% |
False |
False |
1,022,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.50 |
|
2.618 |
1,403.25 |
|
1.618 |
1,380.50 |
|
1.000 |
1,366.50 |
|
0.618 |
1,357.75 |
|
HIGH |
1,343.75 |
|
0.618 |
1,335.00 |
|
0.500 |
1,332.50 |
|
0.382 |
1,329.75 |
|
LOW |
1,321.00 |
|
0.618 |
1,307.00 |
|
1.000 |
1,298.25 |
|
1.618 |
1,284.25 |
|
2.618 |
1,261.50 |
|
4.250 |
1,224.25 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.50 |
1,333.00 |
| PP |
1,331.75 |
1,332.00 |
| S1 |
1,331.00 |
1,331.25 |
|