| 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 |
7,022.5 |
6,728.0 |
-294.5 |
-4.2% |
6,615.0 |
| High |
7,031.0 |
6,897.0 |
-134.0 |
-1.9% |
7,075.5 |
| Low |
6,730.0 |
6,711.0 |
-19.0 |
-0.3% |
6,608.0 |
| Close |
6,790.0 |
6,888.5 |
98.5 |
1.5% |
7,000.5 |
| Range |
301.0 |
186.0 |
-115.0 |
-38.2% |
467.5 |
| ATR |
215.7 |
213.5 |
-2.1 |
-1.0% |
0.0 |
| Volume |
205,662 |
182,312 |
-23,350 |
-11.4% |
1,012,488 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,390.2 |
7,325.3 |
6,990.8 |
|
| R3 |
7,204.2 |
7,139.3 |
6,939.7 |
|
| R2 |
7,018.2 |
7,018.2 |
6,922.6 |
|
| R1 |
6,953.3 |
6,953.3 |
6,905.6 |
6,985.8 |
| PP |
6,832.2 |
6,832.2 |
6,832.2 |
6,848.4 |
| S1 |
6,767.3 |
6,767.3 |
6,871.5 |
6,799.8 |
| S2 |
6,646.2 |
6,646.2 |
6,854.4 |
|
| S3 |
6,460.2 |
6,581.3 |
6,837.4 |
|
| S4 |
6,274.2 |
6,395.3 |
6,786.2 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.2 |
8,116.3 |
7,257.6 |
|
| R3 |
7,829.7 |
7,648.8 |
7,129.1 |
|
| R2 |
7,362.2 |
7,362.2 |
7,086.2 |
|
| R1 |
7,181.3 |
7,181.3 |
7,043.4 |
7,271.8 |
| PP |
6,894.7 |
6,894.7 |
6,894.7 |
6,939.9 |
| S1 |
6,713.8 |
6,713.8 |
6,957.6 |
6,804.3 |
| S2 |
6,427.2 |
6,427.2 |
6,914.8 |
|
| S3 |
5,959.7 |
6,246.3 |
6,871.9 |
|
| S4 |
5,492.2 |
5,778.8 |
6,743.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,096.0 |
6,711.0 |
385.0 |
5.6% |
199.4 |
2.9% |
46% |
False |
True |
191,543 |
| 10 |
7,096.0 |
6,608.0 |
488.0 |
7.1% |
206.5 |
3.0% |
57% |
False |
False |
203,256 |
| 20 |
7,899.5 |
6,448.5 |
1,451.0 |
21.1% |
232.7 |
3.4% |
30% |
False |
False |
201,979 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
181.1 |
2.6% |
24% |
False |
False |
137,912 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
158.9 |
2.3% |
24% |
False |
False |
92,332 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
141.9 |
2.1% |
24% |
False |
False |
69,366 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
127.7 |
1.9% |
24% |
False |
False |
55,874 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.2% |
121.9 |
1.8% |
24% |
False |
False |
46,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,687.5 |
|
2.618 |
7,383.9 |
|
1.618 |
7,197.9 |
|
1.000 |
7,083.0 |
|
0.618 |
7,011.9 |
|
HIGH |
6,897.0 |
|
0.618 |
6,825.9 |
|
0.500 |
6,804.0 |
|
0.382 |
6,782.1 |
|
LOW |
6,711.0 |
|
0.618 |
6,596.1 |
|
1.000 |
6,525.0 |
|
1.618 |
6,410.1 |
|
2.618 |
6,224.1 |
|
4.250 |
5,920.5 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,860.3 |
6,903.5 |
| PP |
6,832.2 |
6,898.5 |
| S1 |
6,804.0 |
6,893.5 |
|